CME Swiss Franc Future December 2016
| Trading Metrics calculated at close of trading on 16-Jun-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Jun-2016 |
16-Jun-2016 |
Change |
Change % |
Previous Week |
| Open |
1.0471 |
1.0440 |
-0.0031 |
-0.3% |
1.0417 |
| High |
1.0515 |
1.0479 |
-0.0036 |
-0.3% |
1.0533 |
| Low |
1.0471 |
1.0440 |
-0.0031 |
-0.3% |
1.0417 |
| Close |
1.0514 |
1.0479 |
-0.0035 |
-0.3% |
1.0486 |
| Range |
0.0044 |
0.0039 |
-0.0005 |
-11.4% |
0.0116 |
| ATR |
0.0041 |
0.0044 |
0.0002 |
5.7% |
0.0000 |
| Volume |
11 |
14 |
3 |
27.3% |
28 |
|
| Daily Pivots for day following 16-Jun-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0583 |
1.0570 |
1.0500 |
|
| R3 |
1.0544 |
1.0531 |
1.0490 |
|
| R2 |
1.0505 |
1.0505 |
1.0486 |
|
| R1 |
1.0492 |
1.0492 |
1.0483 |
1.0499 |
| PP |
1.0466 |
1.0466 |
1.0466 |
1.0469 |
| S1 |
1.0453 |
1.0453 |
1.0475 |
1.0460 |
| S2 |
1.0427 |
1.0427 |
1.0472 |
|
| S3 |
1.0388 |
1.0414 |
1.0468 |
|
| S4 |
1.0349 |
1.0375 |
1.0458 |
|
|
| 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 |
1.0440 |
0.0080 |
0.8% |
0.0026 |
0.2% |
49% |
False |
True |
13 |
| 10 |
1.0533 |
1.0252 |
0.0281 |
2.7% |
0.0025 |
0.2% |
81% |
False |
False |
9 |
| 20 |
1.0533 |
1.0160 |
0.0373 |
3.6% |
0.0013 |
0.1% |
86% |
False |
False |
4 |
| 40 |
1.0599 |
1.0160 |
0.0439 |
4.2% |
0.0009 |
0.1% |
73% |
False |
False |
2 |
| 60 |
1.0618 |
1.0160 |
0.0458 |
4.4% |
0.0008 |
0.1% |
70% |
False |
False |
1 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0645 |
|
2.618 |
1.0581 |
|
1.618 |
1.0542 |
|
1.000 |
1.0518 |
|
0.618 |
1.0503 |
|
HIGH |
1.0479 |
|
0.618 |
1.0464 |
|
0.500 |
1.0460 |
|
0.382 |
1.0455 |
|
LOW |
1.0440 |
|
0.618 |
1.0416 |
|
1.000 |
1.0401 |
|
1.618 |
1.0377 |
|
2.618 |
1.0338 |
|
4.250 |
1.0274 |
|
|
| Fisher Pivots for day following 16-Jun-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1.0473 |
1.0479 |
| PP |
1.0466 |
1.0478 |
| S1 |
1.0460 |
1.0478 |
|