CME Swiss Franc Future June 2016
| Trading Metrics calculated at close of trading on 09-Jun-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Jun-2016 |
09-Jun-2016 |
Change |
Change % |
Previous Week |
| Open |
1.0359 |
1.0431 |
0.0072 |
0.7% |
1.0056 |
| High |
1.0439 |
1.0441 |
0.0002 |
0.0% |
1.0255 |
| Low |
1.0355 |
1.0357 |
0.0002 |
0.0% |
1.0049 |
| Close |
1.0428 |
1.0386 |
-0.0042 |
-0.4% |
1.0240 |
| Range |
0.0084 |
0.0084 |
0.0000 |
0.0% |
0.0206 |
| ATR |
0.0078 |
0.0078 |
0.0000 |
0.6% |
0.0000 |
| Volume |
33,433 |
32,747 |
-686 |
-2.1% |
104,077 |
|
| Daily Pivots for day following 09-Jun-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0647 |
1.0600 |
1.0432 |
|
| R3 |
1.0563 |
1.0516 |
1.0409 |
|
| R2 |
1.0479 |
1.0479 |
1.0401 |
|
| R1 |
1.0432 |
1.0432 |
1.0394 |
1.0414 |
| PP |
1.0395 |
1.0395 |
1.0395 |
1.0385 |
| S1 |
1.0348 |
1.0348 |
1.0378 |
1.0330 |
| S2 |
1.0311 |
1.0311 |
1.0371 |
|
| S3 |
1.0227 |
1.0264 |
1.0363 |
|
| S4 |
1.0143 |
1.0180 |
1.0340 |
|
|
| 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 |
1.0441 |
1.0083 |
0.0358 |
3.4% |
0.0102 |
1.0% |
85% |
True |
False |
33,698 |
| 10 |
1.0441 |
1.0049 |
0.0392 |
3.8% |
0.0087 |
0.8% |
86% |
True |
False |
26,950 |
| 20 |
1.0441 |
1.0049 |
0.0392 |
3.8% |
0.0071 |
0.7% |
86% |
True |
False |
22,268 |
| 40 |
1.0607 |
1.0049 |
0.0558 |
5.4% |
0.0076 |
0.7% |
60% |
False |
False |
20,833 |
| 60 |
1.0607 |
1.0049 |
0.0558 |
5.4% |
0.0079 |
0.8% |
60% |
False |
False |
19,798 |
| 80 |
1.0607 |
0.9949 |
0.0658 |
6.3% |
0.0080 |
0.8% |
66% |
False |
False |
16,382 |
| 100 |
1.0607 |
0.9818 |
0.0789 |
7.6% |
0.0078 |
0.7% |
72% |
False |
False |
13,123 |
| 120 |
1.0607 |
0.9818 |
0.0789 |
7.6% |
0.0072 |
0.7% |
72% |
False |
False |
10,938 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0798 |
|
2.618 |
1.0661 |
|
1.618 |
1.0577 |
|
1.000 |
1.0525 |
|
0.618 |
1.0493 |
|
HIGH |
1.0441 |
|
0.618 |
1.0409 |
|
0.500 |
1.0399 |
|
0.382 |
1.0389 |
|
LOW |
1.0357 |
|
0.618 |
1.0305 |
|
1.000 |
1.0273 |
|
1.618 |
1.0221 |
|
2.618 |
1.0137 |
|
4.250 |
1.0000 |
|
|
| Fisher Pivots for day following 09-Jun-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1.0399 |
1.0380 |
| PP |
1.0395 |
1.0375 |
| S1 |
1.0390 |
1.0369 |
|