CME Swiss Franc Future June 2016
| Trading Metrics calculated at close of trading on 02-Jun-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Jun-2016 |
02-Jun-2016 |
Change |
Change % |
Previous Week |
| Open |
1.0071 |
1.0123 |
0.0052 |
0.5% |
1.0102 |
| High |
1.0145 |
1.0147 |
0.0002 |
0.0% |
1.0135 |
| Low |
1.0054 |
1.0093 |
0.0039 |
0.4% |
1.0056 |
| Close |
1.0116 |
1.0095 |
-0.0021 |
-0.2% |
1.0088 |
| Range |
0.0091 |
0.0054 |
-0.0037 |
-40.7% |
0.0079 |
| ATR |
0.0070 |
0.0069 |
-0.0001 |
-1.6% |
0.0000 |
| Volume |
22,017 |
17,054 |
-4,963 |
-22.5% |
84,479 |
|
| Daily Pivots for day following 02-Jun-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0274 |
1.0238 |
1.0125 |
|
| R3 |
1.0220 |
1.0184 |
1.0110 |
|
| R2 |
1.0166 |
1.0166 |
1.0105 |
|
| R1 |
1.0130 |
1.0130 |
1.0100 |
1.0121 |
| PP |
1.0112 |
1.0112 |
1.0112 |
1.0107 |
| S1 |
1.0076 |
1.0076 |
1.0090 |
1.0067 |
| S2 |
1.0058 |
1.0058 |
1.0085 |
|
| S3 |
1.0004 |
1.0022 |
1.0080 |
|
| S4 |
0.9950 |
0.9968 |
1.0065 |
|
|
| Weekly Pivots for week ending 27-May-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0330 |
1.0288 |
1.0131 |
|
| R3 |
1.0251 |
1.0209 |
1.0110 |
|
| R2 |
1.0172 |
1.0172 |
1.0102 |
|
| R1 |
1.0130 |
1.0130 |
1.0095 |
1.0112 |
| PP |
1.0093 |
1.0093 |
1.0093 |
1.0084 |
| S1 |
1.0051 |
1.0051 |
1.0081 |
1.0033 |
| S2 |
1.0014 |
1.0014 |
1.0074 |
|
| S3 |
0.9935 |
0.9972 |
1.0066 |
|
| S4 |
0.9856 |
0.9893 |
1.0045 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0147 |
1.0049 |
0.0098 |
1.0% |
0.0071 |
0.7% |
47% |
True |
False |
20,202 |
| 10 |
1.0148 |
1.0049 |
0.0099 |
1.0% |
0.0057 |
0.6% |
46% |
False |
False |
18,695 |
| 20 |
1.0466 |
1.0049 |
0.0417 |
4.1% |
0.0067 |
0.7% |
11% |
False |
False |
18,291 |
| 40 |
1.0607 |
1.0049 |
0.0558 |
5.5% |
0.0074 |
0.7% |
8% |
False |
False |
18,960 |
| 60 |
1.0607 |
0.9949 |
0.0658 |
6.5% |
0.0080 |
0.8% |
22% |
False |
False |
18,760 |
| 80 |
1.0607 |
0.9949 |
0.0658 |
6.5% |
0.0080 |
0.8% |
22% |
False |
False |
14,285 |
| 100 |
1.0607 |
0.9818 |
0.0789 |
7.8% |
0.0075 |
0.7% |
35% |
False |
False |
11,439 |
| 120 |
1.0607 |
0.9818 |
0.0789 |
7.8% |
0.0069 |
0.7% |
35% |
False |
False |
9,535 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0377 |
|
2.618 |
1.0288 |
|
1.618 |
1.0234 |
|
1.000 |
1.0201 |
|
0.618 |
1.0180 |
|
HIGH |
1.0147 |
|
0.618 |
1.0126 |
|
0.500 |
1.0120 |
|
0.382 |
1.0114 |
|
LOW |
1.0093 |
|
0.618 |
1.0060 |
|
1.000 |
1.0039 |
|
1.618 |
1.0006 |
|
2.618 |
0.9952 |
|
4.250 |
0.9864 |
|
|
| Fisher Pivots for day following 02-Jun-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1.0120 |
1.0098 |
| PP |
1.0112 |
1.0097 |
| S1 |
1.0103 |
1.0096 |
|