CME Swiss Franc Future December 2016
| Trading Metrics calculated at close of trading on 15-Jun-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Jun-2016 |
15-Jun-2016 |
Change |
Change % |
Previous Week |
| Open |
1.0491 |
1.0471 |
-0.0020 |
-0.2% |
1.0417 |
| High |
1.0501 |
1.0515 |
0.0014 |
0.1% |
1.0533 |
| Low |
1.0490 |
1.0471 |
-0.0019 |
-0.2% |
1.0417 |
| Close |
1.0490 |
1.0514 |
0.0024 |
0.2% |
1.0486 |
| Range |
0.0011 |
0.0044 |
0.0033 |
300.0% |
0.0116 |
| ATR |
0.0041 |
0.0041 |
0.0000 |
0.5% |
0.0000 |
| Volume |
41 |
11 |
-30 |
-73.2% |
28 |
|
| Daily Pivots for day following 15-Jun-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0632 |
1.0617 |
1.0538 |
|
| R3 |
1.0588 |
1.0573 |
1.0526 |
|
| R2 |
1.0544 |
1.0544 |
1.0522 |
|
| R1 |
1.0529 |
1.0529 |
1.0518 |
1.0537 |
| PP |
1.0500 |
1.0500 |
1.0500 |
1.0504 |
| S1 |
1.0485 |
1.0485 |
1.0510 |
1.0493 |
| S2 |
1.0456 |
1.0456 |
1.0506 |
|
| S3 |
1.0412 |
1.0441 |
1.0502 |
|
| S4 |
1.0368 |
1.0397 |
1.0490 |
|
|
| 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 |
1.0520 |
1.0471 |
0.0049 |
0.5% |
0.0024 |
0.2% |
88% |
False |
True |
14 |
| 10 |
1.0533 |
1.0196 |
0.0337 |
3.2% |
0.0021 |
0.2% |
94% |
False |
False |
8 |
| 20 |
1.0533 |
1.0160 |
0.0373 |
3.5% |
0.0011 |
0.1% |
95% |
False |
False |
4 |
| 40 |
1.0599 |
1.0160 |
0.0439 |
4.2% |
0.0010 |
0.1% |
81% |
False |
False |
2 |
| 60 |
1.0618 |
1.0160 |
0.0458 |
4.4% |
0.0007 |
0.1% |
77% |
False |
False |
1 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0702 |
|
2.618 |
1.0630 |
|
1.618 |
1.0586 |
|
1.000 |
1.0559 |
|
0.618 |
1.0542 |
|
HIGH |
1.0515 |
|
0.618 |
1.0498 |
|
0.500 |
1.0493 |
|
0.382 |
1.0488 |
|
LOW |
1.0471 |
|
0.618 |
1.0444 |
|
1.000 |
1.0427 |
|
1.618 |
1.0400 |
|
2.618 |
1.0356 |
|
4.250 |
1.0284 |
|
|
| Fisher Pivots for day following 15-Jun-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1.0507 |
1.0507 |
| PP |
1.0500 |
1.0500 |
| S1 |
1.0493 |
1.0493 |
|