CME Swiss Franc Future June 2016
| Trading Metrics calculated at close of trading on 03-Jun-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Jun-2016 |
03-Jun-2016 |
Change |
Change % |
Previous Week |
| Open |
1.0123 |
1.0096 |
-0.0027 |
-0.3% |
1.0056 |
| High |
1.0147 |
1.0255 |
0.0108 |
1.1% |
1.0255 |
| Low |
1.0093 |
1.0083 |
-0.0010 |
-0.1% |
1.0049 |
| Close |
1.0095 |
1.0240 |
0.0145 |
1.4% |
1.0240 |
| Range |
0.0054 |
0.0172 |
0.0118 |
218.5% |
0.0206 |
| ATR |
0.0069 |
0.0076 |
0.0007 |
10.7% |
0.0000 |
| Volume |
17,054 |
39,951 |
22,897 |
134.3% |
104,077 |
|
| Daily Pivots for day following 03-Jun-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0709 |
1.0646 |
1.0335 |
|
| R3 |
1.0537 |
1.0474 |
1.0287 |
|
| R2 |
1.0365 |
1.0365 |
1.0272 |
|
| R1 |
1.0302 |
1.0302 |
1.0256 |
1.0334 |
| PP |
1.0193 |
1.0193 |
1.0193 |
1.0208 |
| S1 |
1.0130 |
1.0130 |
1.0224 |
1.0162 |
| S2 |
1.0021 |
1.0021 |
1.0208 |
|
| S3 |
0.9849 |
0.9958 |
1.0193 |
|
| S4 |
0.9677 |
0.9786 |
1.0145 |
|
|
| Weekly Pivots for week ending 03-Jun-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0799 |
1.0726 |
1.0353 |
|
| R3 |
1.0593 |
1.0520 |
1.0297 |
|
| R2 |
1.0387 |
1.0387 |
1.0278 |
|
| R1 |
1.0314 |
1.0314 |
1.0259 |
1.0351 |
| PP |
1.0181 |
1.0181 |
1.0181 |
1.0200 |
| S1 |
1.0108 |
1.0108 |
1.0221 |
1.0145 |
| S2 |
0.9975 |
0.9975 |
1.0202 |
|
| S3 |
0.9769 |
0.9902 |
1.0183 |
|
| S4 |
0.9563 |
0.9696 |
1.0127 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0255 |
1.0049 |
0.0206 |
2.0% |
0.0090 |
0.9% |
93% |
True |
False |
24,159 |
| 10 |
1.0255 |
1.0049 |
0.0206 |
2.0% |
0.0069 |
0.7% |
93% |
True |
False |
20,356 |
| 20 |
1.0379 |
1.0049 |
0.0330 |
3.2% |
0.0068 |
0.7% |
58% |
False |
False |
19,202 |
| 40 |
1.0607 |
1.0049 |
0.0558 |
5.4% |
0.0077 |
0.8% |
34% |
False |
False |
19,448 |
| 60 |
1.0607 |
0.9949 |
0.0658 |
6.4% |
0.0081 |
0.8% |
44% |
False |
False |
19,179 |
| 80 |
1.0607 |
0.9949 |
0.0658 |
6.4% |
0.0080 |
0.8% |
44% |
False |
False |
14,783 |
| 100 |
1.0607 |
0.9818 |
0.0789 |
7.7% |
0.0075 |
0.7% |
53% |
False |
False |
11,838 |
| 120 |
1.0607 |
0.9818 |
0.0789 |
7.7% |
0.0070 |
0.7% |
53% |
False |
False |
9,868 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0986 |
|
2.618 |
1.0705 |
|
1.618 |
1.0533 |
|
1.000 |
1.0427 |
|
0.618 |
1.0361 |
|
HIGH |
1.0255 |
|
0.618 |
1.0189 |
|
0.500 |
1.0169 |
|
0.382 |
1.0149 |
|
LOW |
1.0083 |
|
0.618 |
0.9977 |
|
1.000 |
0.9911 |
|
1.618 |
0.9805 |
|
2.618 |
0.9633 |
|
4.250 |
0.9352 |
|
|
| Fisher Pivots for day following 03-Jun-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1.0216 |
1.0212 |
| PP |
1.0193 |
1.0183 |
| S1 |
1.0169 |
1.0155 |
|