CME Swiss Franc Future December 2016
| Trading Metrics calculated at close of trading on 17-Jun-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Jun-2016 |
17-Jun-2016 |
Change |
Change % |
Previous Week |
| Open |
1.0440 |
1.0466 |
0.0026 |
0.2% |
1.0476 |
| High |
1.0479 |
1.0515 |
0.0036 |
0.3% |
1.0515 |
| Low |
1.0440 |
1.0466 |
0.0026 |
0.2% |
1.0440 |
| Close |
1.0479 |
1.0515 |
0.0036 |
0.3% |
1.0515 |
| Range |
0.0039 |
0.0049 |
0.0010 |
25.6% |
0.0075 |
| ATR |
0.0044 |
0.0044 |
0.0000 |
0.9% |
0.0000 |
| Volume |
14 |
5 |
-9 |
-64.3% |
71 |
|
| Daily Pivots for day following 17-Jun-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0646 |
1.0629 |
1.0542 |
|
| R3 |
1.0597 |
1.0580 |
1.0528 |
|
| R2 |
1.0548 |
1.0548 |
1.0524 |
|
| R1 |
1.0531 |
1.0531 |
1.0519 |
1.0540 |
| PP |
1.0499 |
1.0499 |
1.0499 |
1.0503 |
| S1 |
1.0482 |
1.0482 |
1.0511 |
1.0491 |
| S2 |
1.0450 |
1.0450 |
1.0506 |
|
| S3 |
1.0401 |
1.0433 |
1.0502 |
|
| S4 |
1.0352 |
1.0384 |
1.0488 |
|
|
| Weekly Pivots for week ending 17-Jun-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0715 |
1.0690 |
1.0556 |
|
| R3 |
1.0640 |
1.0615 |
1.0536 |
|
| R2 |
1.0565 |
1.0565 |
1.0529 |
|
| R1 |
1.0540 |
1.0540 |
1.0522 |
1.0553 |
| PP |
1.0490 |
1.0490 |
1.0490 |
1.0496 |
| S1 |
1.0465 |
1.0465 |
1.0508 |
1.0478 |
| S2 |
1.0415 |
1.0415 |
1.0501 |
|
| S3 |
1.0340 |
1.0390 |
1.0494 |
|
| S4 |
1.0265 |
1.0315 |
1.0474 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0515 |
1.0440 |
0.0075 |
0.7% |
0.0029 |
0.3% |
100% |
True |
False |
14 |
| 10 |
1.0533 |
1.0417 |
0.0116 |
1.1% |
0.0021 |
0.2% |
84% |
False |
False |
9 |
| 20 |
1.0533 |
1.0160 |
0.0373 |
3.5% |
0.0015 |
0.1% |
95% |
False |
False |
5 |
| 40 |
1.0599 |
1.0160 |
0.0439 |
4.2% |
0.0009 |
0.1% |
81% |
False |
False |
2 |
| 60 |
1.0618 |
1.0160 |
0.0458 |
4.4% |
0.0009 |
0.1% |
78% |
False |
False |
1 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0723 |
|
2.618 |
1.0643 |
|
1.618 |
1.0594 |
|
1.000 |
1.0564 |
|
0.618 |
1.0545 |
|
HIGH |
1.0515 |
|
0.618 |
1.0496 |
|
0.500 |
1.0491 |
|
0.382 |
1.0485 |
|
LOW |
1.0466 |
|
0.618 |
1.0436 |
|
1.000 |
1.0417 |
|
1.618 |
1.0387 |
|
2.618 |
1.0338 |
|
4.250 |
1.0258 |
|
|
| Fisher Pivots for day following 17-Jun-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1.0507 |
1.0503 |
| PP |
1.0499 |
1.0490 |
| S1 |
1.0491 |
1.0478 |
|