CME Swiss Franc Future December 2016
| Trading Metrics calculated at close of trading on 09-Jun-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Jun-2016 |
09-Jun-2016 |
Change |
Change % |
Previous Week |
| Open |
1.0526 |
1.0520 |
-0.0006 |
-0.1% |
1.0160 |
| High |
1.0533 |
1.0520 |
-0.0013 |
-0.1% |
1.0339 |
| Low |
1.0526 |
1.0490 |
-0.0036 |
-0.3% |
1.0160 |
| Close |
1.0533 |
1.0490 |
-0.0043 |
-0.4% |
1.0339 |
| Range |
0.0007 |
0.0030 |
0.0023 |
328.6% |
0.0179 |
| ATR |
0.0046 |
0.0046 |
0.0000 |
-0.4% |
0.0000 |
| Volume |
2 |
18 |
16 |
800.0% |
1 |
|
| Daily Pivots for day following 09-Jun-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0590 |
1.0570 |
1.0507 |
|
| R3 |
1.0560 |
1.0540 |
1.0498 |
|
| R2 |
1.0530 |
1.0530 |
1.0496 |
|
| R1 |
1.0510 |
1.0510 |
1.0493 |
1.0505 |
| PP |
1.0500 |
1.0500 |
1.0500 |
1.0498 |
| S1 |
1.0480 |
1.0480 |
1.0487 |
1.0475 |
| S2 |
1.0470 |
1.0470 |
1.0485 |
|
| S3 |
1.0440 |
1.0450 |
1.0482 |
|
| S4 |
1.0410 |
1.0420 |
1.0474 |
|
|
| 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 |
1.0252 |
0.0281 |
2.7% |
0.0025 |
0.2% |
85% |
False |
False |
5 |
| 10 |
1.0533 |
1.0160 |
0.0373 |
3.6% |
0.0012 |
0.1% |
88% |
False |
False |
2 |
| 20 |
1.0533 |
1.0160 |
0.0373 |
3.6% |
0.0006 |
0.1% |
88% |
False |
False |
1 |
| 40 |
1.0599 |
1.0160 |
0.0439 |
4.2% |
0.0008 |
0.1% |
75% |
False |
False |
|
| 60 |
1.0618 |
1.0160 |
0.0458 |
4.4% |
0.0006 |
0.1% |
72% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0648 |
|
2.618 |
1.0599 |
|
1.618 |
1.0569 |
|
1.000 |
1.0550 |
|
0.618 |
1.0539 |
|
HIGH |
1.0520 |
|
0.618 |
1.0509 |
|
0.500 |
1.0505 |
|
0.382 |
1.0501 |
|
LOW |
1.0490 |
|
0.618 |
1.0471 |
|
1.000 |
1.0460 |
|
1.618 |
1.0441 |
|
2.618 |
1.0411 |
|
4.250 |
1.0363 |
|
|
| Fisher Pivots for day following 09-Jun-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1.0505 |
1.0499 |
| PP |
1.0500 |
1.0496 |
| S1 |
1.0495 |
1.0493 |
|