CME Swiss Franc Future December 2016
| Trading Metrics calculated at close of trading on 24-Jun-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Jun-2016 |
24-Jun-2016 |
Change |
Change % |
Previous Week |
| Open |
1.0563 |
1.0494 |
-0.0069 |
-0.7% |
1.0465 |
| High |
1.0578 |
1.0494 |
-0.0084 |
-0.8% |
1.0578 |
| Low |
1.0543 |
1.0331 |
-0.0212 |
-2.0% |
1.0331 |
| Close |
1.0543 |
1.0391 |
-0.0152 |
-1.4% |
1.0391 |
| Range |
0.0035 |
0.0163 |
0.0128 |
365.7% |
0.0247 |
| ATR |
0.0046 |
0.0058 |
0.0012 |
26.0% |
0.0000 |
| Volume |
15 |
16 |
1 |
6.7% |
37 |
|
| Daily Pivots for day following 24-Jun-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0894 |
1.0806 |
1.0481 |
|
| R3 |
1.0731 |
1.0643 |
1.0436 |
|
| R2 |
1.0568 |
1.0568 |
1.0421 |
|
| R1 |
1.0480 |
1.0480 |
1.0406 |
1.0443 |
| PP |
1.0405 |
1.0405 |
1.0405 |
1.0387 |
| S1 |
1.0317 |
1.0317 |
1.0376 |
1.0280 |
| S2 |
1.0242 |
1.0242 |
1.0361 |
|
| S3 |
1.0079 |
1.0154 |
1.0346 |
|
| S4 |
0.9916 |
0.9991 |
1.0301 |
|
|
| Weekly Pivots for week ending 24-Jun-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1174 |
1.1030 |
1.0527 |
|
| R3 |
1.0927 |
1.0783 |
1.0459 |
|
| R2 |
1.0680 |
1.0680 |
1.0436 |
|
| R1 |
1.0536 |
1.0536 |
1.0414 |
1.0485 |
| PP |
1.0433 |
1.0433 |
1.0433 |
1.0408 |
| S1 |
1.0289 |
1.0289 |
1.0368 |
1.0238 |
| S2 |
1.0186 |
1.0186 |
1.0346 |
|
| S3 |
0.9939 |
1.0042 |
1.0323 |
|
| S4 |
0.9692 |
0.9795 |
1.0255 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0578 |
1.0331 |
0.0247 |
2.4% |
0.0068 |
0.7% |
24% |
False |
True |
7 |
| 10 |
1.0578 |
1.0331 |
0.0247 |
2.4% |
0.0048 |
0.5% |
24% |
False |
True |
10 |
| 20 |
1.0578 |
1.0160 |
0.0418 |
4.0% |
0.0032 |
0.3% |
55% |
False |
False |
6 |
| 40 |
1.0599 |
1.0160 |
0.0439 |
4.2% |
0.0018 |
0.2% |
53% |
False |
False |
3 |
| 60 |
1.0618 |
1.0160 |
0.0458 |
4.4% |
0.0014 |
0.1% |
50% |
False |
False |
2 |
| 80 |
1.0618 |
1.0160 |
0.0458 |
4.4% |
0.0011 |
0.1% |
50% |
False |
False |
1 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1187 |
|
2.618 |
1.0921 |
|
1.618 |
1.0758 |
|
1.000 |
1.0657 |
|
0.618 |
1.0595 |
|
HIGH |
1.0494 |
|
0.618 |
1.0432 |
|
0.500 |
1.0413 |
|
0.382 |
1.0393 |
|
LOW |
1.0331 |
|
0.618 |
1.0230 |
|
1.000 |
1.0168 |
|
1.618 |
1.0067 |
|
2.618 |
0.9904 |
|
4.250 |
0.9638 |
|
|
| Fisher Pivots for day following 24-Jun-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1.0413 |
1.0455 |
| PP |
1.0405 |
1.0433 |
| S1 |
1.0398 |
1.0412 |
|