CME Swiss Franc Future December 2016
| Trading Metrics calculated at close of trading on 27-Jun-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Jun-2016 |
27-Jun-2016 |
Change |
Change % |
Previous Week |
| Open |
1.0494 |
1.0288 |
-0.0206 |
-2.0% |
1.0465 |
| High |
1.0494 |
1.0320 |
-0.0174 |
-1.7% |
1.0578 |
| Low |
1.0331 |
1.0288 |
-0.0043 |
-0.4% |
1.0331 |
| Close |
1.0391 |
1.0320 |
-0.0071 |
-0.7% |
1.0391 |
| Range |
0.0163 |
0.0032 |
-0.0131 |
-80.4% |
0.0247 |
| ATR |
0.0058 |
0.0061 |
0.0003 |
5.6% |
0.0000 |
| Volume |
16 |
8 |
-8 |
-50.0% |
37 |
|
| Daily Pivots for day following 27-Jun-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0405 |
1.0395 |
1.0338 |
|
| R3 |
1.0373 |
1.0363 |
1.0329 |
|
| R2 |
1.0341 |
1.0341 |
1.0326 |
|
| R1 |
1.0331 |
1.0331 |
1.0323 |
1.0336 |
| PP |
1.0309 |
1.0309 |
1.0309 |
1.0312 |
| S1 |
1.0299 |
1.0299 |
1.0317 |
1.0304 |
| S2 |
1.0277 |
1.0277 |
1.0314 |
|
| S3 |
1.0245 |
1.0267 |
1.0311 |
|
| S4 |
1.0213 |
1.0235 |
1.0302 |
|
|
| 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 |
1.0288 |
0.0290 |
2.8% |
0.0069 |
0.7% |
11% |
False |
True |
7 |
| 10 |
1.0578 |
1.0288 |
0.0290 |
2.8% |
0.0052 |
0.5% |
11% |
False |
True |
11 |
| 20 |
1.0578 |
1.0160 |
0.0418 |
4.1% |
0.0034 |
0.3% |
38% |
False |
False |
7 |
| 40 |
1.0599 |
1.0160 |
0.0439 |
4.3% |
0.0019 |
0.2% |
36% |
False |
False |
3 |
| 60 |
1.0618 |
1.0160 |
0.0458 |
4.4% |
0.0015 |
0.1% |
35% |
False |
False |
2 |
| 80 |
1.0618 |
1.0160 |
0.0458 |
4.4% |
0.0011 |
0.1% |
35% |
False |
False |
1 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0456 |
|
2.618 |
1.0404 |
|
1.618 |
1.0372 |
|
1.000 |
1.0352 |
|
0.618 |
1.0340 |
|
HIGH |
1.0320 |
|
0.618 |
1.0308 |
|
0.500 |
1.0304 |
|
0.382 |
1.0300 |
|
LOW |
1.0288 |
|
0.618 |
1.0268 |
|
1.000 |
1.0256 |
|
1.618 |
1.0236 |
|
2.618 |
1.0204 |
|
4.250 |
1.0152 |
|
|
| Fisher Pivots for day following 27-Jun-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1.0315 |
1.0433 |
| PP |
1.0309 |
1.0395 |
| S1 |
1.0304 |
1.0358 |
|