CME Swiss Franc Future December 2016
Trading Metrics calculated at close of trading on 13-Jun-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Jun-2016 |
13-Jun-2016 |
Change |
Change % |
Previous Week |
Open |
1.0486 |
1.0476 |
-0.0010 |
-0.1% |
1.0417 |
High |
1.0520 |
1.0476 |
-0.0044 |
-0.4% |
1.0533 |
Low |
1.0486 |
1.0476 |
-0.0010 |
-0.1% |
1.0417 |
Close |
1.0486 |
1.0476 |
-0.0010 |
-0.1% |
1.0486 |
Range |
0.0034 |
0.0000 |
-0.0034 |
-100.0% |
0.0116 |
ATR |
0.0045 |
0.0042 |
-0.0002 |
-5.5% |
0.0000 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 13-Jun-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.0476 |
1.0476 |
1.0476 |
|
R3 |
1.0476 |
1.0476 |
1.0476 |
|
R2 |
1.0476 |
1.0476 |
1.0476 |
|
R1 |
1.0476 |
1.0476 |
1.0476 |
1.0476 |
PP |
1.0476 |
1.0476 |
1.0476 |
1.0476 |
S1 |
1.0476 |
1.0476 |
1.0476 |
1.0476 |
S2 |
1.0476 |
1.0476 |
1.0476 |
|
S3 |
1.0476 |
1.0476 |
1.0476 |
|
S4 |
1.0476 |
1.0476 |
1.0476 |
|
|
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 |
1.0465 |
0.0068 |
0.6% |
0.0014 |
0.1% |
16% |
False |
False |
4 |
10 |
1.0533 |
1.0160 |
0.0373 |
3.6% |
0.0016 |
0.2% |
85% |
False |
False |
2 |
20 |
1.0533 |
1.0160 |
0.0373 |
3.6% |
0.0008 |
0.1% |
85% |
False |
False |
1 |
40 |
1.0599 |
1.0160 |
0.0439 |
4.2% |
0.0009 |
0.1% |
72% |
False |
False |
|
60 |
1.0618 |
1.0160 |
0.0458 |
4.4% |
0.0006 |
0.1% |
69% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.0476 |
2.618 |
1.0476 |
1.618 |
1.0476 |
1.000 |
1.0476 |
0.618 |
1.0476 |
HIGH |
1.0476 |
0.618 |
1.0476 |
0.500 |
1.0476 |
0.382 |
1.0476 |
LOW |
1.0476 |
0.618 |
1.0476 |
1.000 |
1.0476 |
1.618 |
1.0476 |
2.618 |
1.0476 |
4.250 |
1.0476 |
|
|
Fisher Pivots for day following 13-Jun-2016 |
Pivot |
1 day |
3 day |
R1 |
1.0476 |
1.0498 |
PP |
1.0476 |
1.0491 |
S1 |
1.0476 |
1.0483 |
|