CME Swiss Franc Future June 2016
| Trading Metrics calculated at close of trading on 06-Jun-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Jun-2016 |
06-Jun-2016 |
Change |
Change % |
Previous Week |
| Open |
1.0096 |
1.0255 |
0.0159 |
1.6% |
1.0056 |
| High |
1.0255 |
1.0331 |
0.0076 |
0.7% |
1.0255 |
| Low |
1.0083 |
1.0232 |
0.0149 |
1.5% |
1.0049 |
| Close |
1.0240 |
1.0315 |
0.0075 |
0.7% |
1.0240 |
| Range |
0.0172 |
0.0099 |
-0.0073 |
-42.4% |
0.0206 |
| ATR |
0.0076 |
0.0078 |
0.0002 |
2.2% |
0.0000 |
| Volume |
39,951 |
33,008 |
-6,943 |
-17.4% |
104,077 |
|
| Daily Pivots for day following 06-Jun-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0590 |
1.0551 |
1.0369 |
|
| R3 |
1.0491 |
1.0452 |
1.0342 |
|
| R2 |
1.0392 |
1.0392 |
1.0333 |
|
| R1 |
1.0353 |
1.0353 |
1.0324 |
1.0373 |
| PP |
1.0293 |
1.0293 |
1.0293 |
1.0302 |
| S1 |
1.0254 |
1.0254 |
1.0306 |
1.0274 |
| S2 |
1.0194 |
1.0194 |
1.0297 |
|
| S3 |
1.0095 |
1.0155 |
1.0288 |
|
| S4 |
0.9996 |
1.0056 |
1.0261 |
|
|
| 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 |
1.0331 |
1.0049 |
0.0282 |
2.7% |
0.0097 |
0.9% |
94% |
True |
False |
27,417 |
| 10 |
1.0331 |
1.0049 |
0.0282 |
2.7% |
0.0075 |
0.7% |
94% |
True |
False |
22,156 |
| 20 |
1.0360 |
1.0049 |
0.0311 |
3.0% |
0.0069 |
0.7% |
86% |
False |
False |
19,799 |
| 40 |
1.0607 |
1.0049 |
0.0558 |
5.4% |
0.0078 |
0.8% |
48% |
False |
False |
19,877 |
| 60 |
1.0607 |
1.0049 |
0.0558 |
5.4% |
0.0078 |
0.8% |
48% |
False |
False |
19,050 |
| 80 |
1.0607 |
0.9949 |
0.0658 |
6.4% |
0.0080 |
0.8% |
56% |
False |
False |
15,194 |
| 100 |
1.0607 |
0.9818 |
0.0789 |
7.6% |
0.0076 |
0.7% |
63% |
False |
False |
12,168 |
| 120 |
1.0607 |
0.9818 |
0.0789 |
7.6% |
0.0070 |
0.7% |
63% |
False |
False |
10,143 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0752 |
|
2.618 |
1.0590 |
|
1.618 |
1.0491 |
|
1.000 |
1.0430 |
|
0.618 |
1.0392 |
|
HIGH |
1.0331 |
|
0.618 |
1.0293 |
|
0.500 |
1.0282 |
|
0.382 |
1.0270 |
|
LOW |
1.0232 |
|
0.618 |
1.0171 |
|
1.000 |
1.0133 |
|
1.618 |
1.0072 |
|
2.618 |
0.9973 |
|
4.250 |
0.9811 |
|
|
| Fisher Pivots for day following 06-Jun-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1.0304 |
1.0279 |
| PP |
1.0293 |
1.0243 |
| S1 |
1.0282 |
1.0207 |
|