CME Swiss Franc Future December 2016
| Trading Metrics calculated at close of trading on 08-Jun-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Jun-2016 |
08-Jun-2016 |
Change |
Change % |
Previous Week |
| Open |
1.0465 |
1.0526 |
0.0061 |
0.6% |
1.0160 |
| High |
1.0465 |
1.0533 |
0.0068 |
0.6% |
1.0339 |
| Low |
1.0465 |
1.0526 |
0.0061 |
0.6% |
1.0160 |
| Close |
1.0465 |
1.0533 |
0.0068 |
0.6% |
1.0339 |
| Range |
0.0000 |
0.0007 |
0.0007 |
|
0.0179 |
| ATR |
0.0044 |
0.0046 |
0.0002 |
3.9% |
0.0000 |
| Volume |
0 |
2 |
2 |
|
1 |
|
| Daily Pivots for day following 08-Jun-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0552 |
1.0549 |
1.0537 |
|
| R3 |
1.0545 |
1.0542 |
1.0535 |
|
| R2 |
1.0538 |
1.0538 |
1.0534 |
|
| R1 |
1.0535 |
1.0535 |
1.0534 |
1.0537 |
| PP |
1.0531 |
1.0531 |
1.0531 |
1.0531 |
| S1 |
1.0528 |
1.0528 |
1.0532 |
1.0530 |
| S2 |
1.0524 |
1.0524 |
1.0532 |
|
| S3 |
1.0517 |
1.0521 |
1.0531 |
|
| S4 |
1.0510 |
1.0514 |
1.0529 |
|
|
| Weekly Pivots for week ending 03-Jun-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0816 |
1.0757 |
1.0437 |
|
| R3 |
1.0637 |
1.0578 |
1.0388 |
|
| R2 |
1.0458 |
1.0458 |
1.0372 |
|
| R1 |
1.0399 |
1.0399 |
1.0355 |
1.0429 |
| PP |
1.0279 |
1.0279 |
1.0279 |
1.0294 |
| S1 |
1.0220 |
1.0220 |
1.0323 |
1.0250 |
| S2 |
1.0100 |
1.0100 |
1.0306 |
|
| S3 |
0.9921 |
1.0041 |
1.0290 |
|
| S4 |
0.9742 |
0.9862 |
1.0241 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0533 |
1.0196 |
0.0337 |
3.2% |
0.0019 |
0.2% |
100% |
True |
False |
2 |
| 10 |
1.0533 |
1.0160 |
0.0373 |
3.5% |
0.0009 |
0.1% |
100% |
True |
False |
1 |
| 20 |
1.0533 |
1.0160 |
0.0373 |
3.5% |
0.0005 |
0.0% |
100% |
True |
False |
|
| 40 |
1.0599 |
1.0160 |
0.0439 |
4.2% |
0.0008 |
0.1% |
85% |
False |
False |
|
| 60 |
1.0618 |
1.0160 |
0.0458 |
4.3% |
0.0005 |
0.1% |
81% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0563 |
|
2.618 |
1.0551 |
|
1.618 |
1.0544 |
|
1.000 |
1.0540 |
|
0.618 |
1.0537 |
|
HIGH |
1.0533 |
|
0.618 |
1.0530 |
|
0.500 |
1.0530 |
|
0.382 |
1.0529 |
|
LOW |
1.0526 |
|
0.618 |
1.0522 |
|
1.000 |
1.0519 |
|
1.618 |
1.0515 |
|
2.618 |
1.0508 |
|
4.250 |
1.0496 |
|
|
| Fisher Pivots for day following 08-Jun-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1.0532 |
1.0514 |
| PP |
1.0531 |
1.0494 |
| S1 |
1.0530 |
1.0475 |
|