CME Swiss Franc Future June 2016
| Trading Metrics calculated at close of trading on 08-Jun-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Jun-2016 |
08-Jun-2016 |
Change |
Change % |
Previous Week |
| Open |
1.0306 |
1.0359 |
0.0053 |
0.5% |
1.0056 |
| High |
1.0370 |
1.0439 |
0.0069 |
0.7% |
1.0255 |
| Low |
1.0297 |
1.0355 |
0.0058 |
0.6% |
1.0049 |
| Close |
1.0363 |
1.0428 |
0.0065 |
0.6% |
1.0240 |
| Range |
0.0073 |
0.0084 |
0.0011 |
15.1% |
0.0206 |
| ATR |
0.0077 |
0.0078 |
0.0000 |
0.6% |
0.0000 |
| Volume |
29,354 |
33,433 |
4,079 |
13.9% |
104,077 |
|
| Daily Pivots for day following 08-Jun-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0659 |
1.0628 |
1.0474 |
|
| R3 |
1.0575 |
1.0544 |
1.0451 |
|
| R2 |
1.0491 |
1.0491 |
1.0443 |
|
| R1 |
1.0460 |
1.0460 |
1.0436 |
1.0476 |
| PP |
1.0407 |
1.0407 |
1.0407 |
1.0415 |
| S1 |
1.0376 |
1.0376 |
1.0420 |
1.0392 |
| S2 |
1.0323 |
1.0323 |
1.0413 |
|
| S3 |
1.0239 |
1.0292 |
1.0405 |
|
| S4 |
1.0155 |
1.0208 |
1.0382 |
|
|
| 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 |
1.0439 |
1.0083 |
0.0356 |
3.4% |
0.0096 |
0.9% |
97% |
True |
False |
30,560 |
| 10 |
1.0439 |
1.0049 |
0.0390 |
3.7% |
0.0082 |
0.8% |
97% |
True |
False |
25,257 |
| 20 |
1.0439 |
1.0049 |
0.0390 |
3.7% |
0.0071 |
0.7% |
97% |
True |
False |
21,316 |
| 40 |
1.0607 |
1.0049 |
0.0558 |
5.4% |
0.0077 |
0.7% |
68% |
False |
False |
20,574 |
| 60 |
1.0607 |
1.0049 |
0.0558 |
5.4% |
0.0078 |
0.8% |
68% |
False |
False |
19,431 |
| 80 |
1.0607 |
0.9949 |
0.0658 |
6.3% |
0.0080 |
0.8% |
73% |
False |
False |
15,974 |
| 100 |
1.0607 |
0.9818 |
0.0789 |
7.6% |
0.0078 |
0.7% |
77% |
False |
False |
12,796 |
| 120 |
1.0607 |
0.9818 |
0.0789 |
7.6% |
0.0071 |
0.7% |
77% |
False |
False |
10,665 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0796 |
|
2.618 |
1.0659 |
|
1.618 |
1.0575 |
|
1.000 |
1.0523 |
|
0.618 |
1.0491 |
|
HIGH |
1.0439 |
|
0.618 |
1.0407 |
|
0.500 |
1.0397 |
|
0.382 |
1.0387 |
|
LOW |
1.0355 |
|
0.618 |
1.0303 |
|
1.000 |
1.0271 |
|
1.618 |
1.0219 |
|
2.618 |
1.0135 |
|
4.250 |
0.9998 |
|
|
| Fisher Pivots for day following 08-Jun-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1.0418 |
1.0397 |
| PP |
1.0407 |
1.0366 |
| S1 |
1.0397 |
1.0336 |
|