CME Swiss Franc Future December 2016
| Trading Metrics calculated at close of trading on 22-Jun-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Jun-2016 |
22-Jun-2016 |
Change |
Change % |
Previous Week |
| Open |
1.0505 |
1.0538 |
0.0033 |
0.3% |
1.0476 |
| High |
1.0505 |
1.0538 |
0.0033 |
0.3% |
1.0515 |
| Low |
1.0465 |
1.0465 |
0.0000 |
0.0% |
1.0440 |
| Close |
1.0505 |
1.0538 |
0.0033 |
0.3% |
1.0515 |
| Range |
0.0040 |
0.0073 |
0.0033 |
82.5% |
0.0075 |
| ATR |
0.0044 |
0.0046 |
0.0002 |
4.7% |
0.0000 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 22-Jun-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0733 |
1.0708 |
1.0578 |
|
| R3 |
1.0660 |
1.0635 |
1.0558 |
|
| R2 |
1.0587 |
1.0587 |
1.0551 |
|
| R1 |
1.0562 |
1.0562 |
1.0545 |
1.0575 |
| PP |
1.0514 |
1.0514 |
1.0514 |
1.0520 |
| S1 |
1.0489 |
1.0489 |
1.0531 |
1.0502 |
| S2 |
1.0441 |
1.0441 |
1.0525 |
|
| S3 |
1.0368 |
1.0416 |
1.0518 |
|
| S4 |
1.0295 |
1.0343 |
1.0498 |
|
|
| 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 |
1.0538 |
1.0440 |
0.0098 |
0.9% |
0.0046 |
0.4% |
100% |
True |
False |
5 |
| 10 |
1.0538 |
1.0440 |
0.0098 |
0.9% |
0.0035 |
0.3% |
100% |
True |
False |
9 |
| 20 |
1.0538 |
1.0160 |
0.0378 |
3.6% |
0.0022 |
0.2% |
100% |
True |
False |
5 |
| 40 |
1.0599 |
1.0160 |
0.0439 |
4.2% |
0.0013 |
0.1% |
86% |
False |
False |
2 |
| 60 |
1.0618 |
1.0160 |
0.0458 |
4.3% |
0.0011 |
0.1% |
83% |
False |
False |
1 |
| 80 |
1.0618 |
1.0160 |
0.0458 |
4.3% |
0.0008 |
0.1% |
83% |
False |
False |
1 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0848 |
|
2.618 |
1.0729 |
|
1.618 |
1.0656 |
|
1.000 |
1.0611 |
|
0.618 |
1.0583 |
|
HIGH |
1.0538 |
|
0.618 |
1.0510 |
|
0.500 |
1.0502 |
|
0.382 |
1.0493 |
|
LOW |
1.0465 |
|
0.618 |
1.0420 |
|
1.000 |
1.0392 |
|
1.618 |
1.0347 |
|
2.618 |
1.0274 |
|
4.250 |
1.0155 |
|
|
| Fisher Pivots for day following 22-Jun-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1.0526 |
1.0526 |
| PP |
1.0514 |
1.0514 |
| S1 |
1.0502 |
1.0502 |
|