CME Swiss Franc Future December 2016
| Trading Metrics calculated at close of trading on 10-Jun-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Jun-2016 |
10-Jun-2016 |
Change |
Change % |
Previous Week |
| Open |
1.0520 |
1.0486 |
-0.0034 |
-0.3% |
1.0417 |
| High |
1.0520 |
1.0520 |
0.0000 |
0.0% |
1.0533 |
| Low |
1.0490 |
1.0486 |
-0.0004 |
0.0% |
1.0417 |
| Close |
1.0490 |
1.0486 |
-0.0004 |
0.0% |
1.0486 |
| Range |
0.0030 |
0.0034 |
0.0004 |
13.3% |
0.0116 |
| ATR |
0.0046 |
0.0045 |
-0.0001 |
-1.8% |
0.0000 |
| Volume |
18 |
0 |
-18 |
-100.0% |
28 |
|
| Daily Pivots for day following 10-Jun-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0599 |
1.0577 |
1.0505 |
|
| R3 |
1.0565 |
1.0543 |
1.0495 |
|
| R2 |
1.0531 |
1.0531 |
1.0492 |
|
| R1 |
1.0509 |
1.0509 |
1.0489 |
1.0503 |
| PP |
1.0497 |
1.0497 |
1.0497 |
1.0495 |
| S1 |
1.0475 |
1.0475 |
1.0483 |
1.0469 |
| S2 |
1.0463 |
1.0463 |
1.0480 |
|
| S3 |
1.0429 |
1.0441 |
1.0477 |
|
| S4 |
1.0395 |
1.0407 |
1.0467 |
|
|
| Weekly Pivots for week ending 10-Jun-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0827 |
1.0772 |
1.0550 |
|
| R3 |
1.0711 |
1.0656 |
1.0518 |
|
| R2 |
1.0595 |
1.0595 |
1.0507 |
|
| R1 |
1.0540 |
1.0540 |
1.0497 |
1.0568 |
| PP |
1.0479 |
1.0479 |
1.0479 |
1.0492 |
| S1 |
1.0424 |
1.0424 |
1.0475 |
1.0452 |
| S2 |
1.0363 |
1.0363 |
1.0465 |
|
| S3 |
1.0247 |
1.0308 |
1.0454 |
|
| S4 |
1.0131 |
1.0192 |
1.0422 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0533 |
1.0417 |
0.0116 |
1.1% |
0.0014 |
0.1% |
59% |
False |
False |
5 |
| 10 |
1.0533 |
1.0160 |
0.0373 |
3.6% |
0.0016 |
0.2% |
87% |
False |
False |
2 |
| 20 |
1.0533 |
1.0160 |
0.0373 |
3.6% |
0.0008 |
0.1% |
87% |
False |
False |
1 |
| 40 |
1.0599 |
1.0160 |
0.0439 |
4.2% |
0.0009 |
0.1% |
74% |
False |
False |
|
| 60 |
1.0618 |
1.0160 |
0.0458 |
4.4% |
0.0007 |
0.1% |
71% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0665 |
|
2.618 |
1.0609 |
|
1.618 |
1.0575 |
|
1.000 |
1.0554 |
|
0.618 |
1.0541 |
|
HIGH |
1.0520 |
|
0.618 |
1.0507 |
|
0.500 |
1.0503 |
|
0.382 |
1.0499 |
|
LOW |
1.0486 |
|
0.618 |
1.0465 |
|
1.000 |
1.0452 |
|
1.618 |
1.0431 |
|
2.618 |
1.0397 |
|
4.250 |
1.0342 |
|
|
| Fisher Pivots for day following 10-Jun-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1.0503 |
1.0510 |
| PP |
1.0497 |
1.0502 |
| S1 |
1.0492 |
1.0494 |
|