CME Swiss Franc Future June 2016
| Trading Metrics calculated at close of trading on 13-Jun-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Jun-2016 |
13-Jun-2016 |
Change |
Change % |
Previous Week |
| Open |
1.0368 |
1.0367 |
-0.0001 |
0.0% |
1.0255 |
| High |
1.0398 |
1.0380 |
-0.0018 |
-0.2% |
1.0441 |
| Low |
1.0357 |
1.0333 |
-0.0024 |
-0.2% |
1.0232 |
| Close |
1.0383 |
1.0359 |
-0.0024 |
-0.2% |
1.0383 |
| Range |
0.0041 |
0.0047 |
0.0006 |
14.6% |
0.0209 |
| ATR |
0.0076 |
0.0074 |
-0.0002 |
-2.4% |
0.0000 |
| Volume |
11,265 |
712 |
-10,553 |
-93.7% |
139,807 |
|
| Daily Pivots for day following 13-Jun-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0498 |
1.0476 |
1.0385 |
|
| R3 |
1.0451 |
1.0429 |
1.0372 |
|
| R2 |
1.0404 |
1.0404 |
1.0368 |
|
| R1 |
1.0382 |
1.0382 |
1.0363 |
1.0370 |
| PP |
1.0357 |
1.0357 |
1.0357 |
1.0351 |
| S1 |
1.0335 |
1.0335 |
1.0355 |
1.0323 |
| S2 |
1.0310 |
1.0310 |
1.0350 |
|
| S3 |
1.0263 |
1.0288 |
1.0346 |
|
| S4 |
1.0216 |
1.0241 |
1.0333 |
|
|
| Weekly Pivots for week ending 10-Jun-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0979 |
1.0890 |
1.0498 |
|
| R3 |
1.0770 |
1.0681 |
1.0440 |
|
| R2 |
1.0561 |
1.0561 |
1.0421 |
|
| R1 |
1.0472 |
1.0472 |
1.0402 |
1.0517 |
| PP |
1.0352 |
1.0352 |
1.0352 |
1.0374 |
| S1 |
1.0263 |
1.0263 |
1.0364 |
1.0308 |
| S2 |
1.0143 |
1.0143 |
1.0345 |
|
| S3 |
0.9934 |
1.0054 |
1.0326 |
|
| S4 |
0.9725 |
0.9845 |
1.0268 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0441 |
1.0297 |
0.0144 |
1.4% |
0.0066 |
0.6% |
43% |
False |
False |
21,502 |
| 10 |
1.0441 |
1.0049 |
0.0392 |
3.8% |
0.0082 |
0.8% |
79% |
False |
False |
24,459 |
| 20 |
1.0441 |
1.0049 |
0.0392 |
3.8% |
0.0068 |
0.7% |
79% |
False |
False |
20,967 |
| 40 |
1.0607 |
1.0049 |
0.0558 |
5.4% |
0.0076 |
0.7% |
56% |
False |
False |
20,264 |
| 60 |
1.0607 |
1.0049 |
0.0558 |
5.4% |
0.0075 |
0.7% |
56% |
False |
False |
19,234 |
| 80 |
1.0607 |
0.9949 |
0.0658 |
6.4% |
0.0080 |
0.8% |
62% |
False |
False |
16,530 |
| 100 |
1.0607 |
0.9818 |
0.0789 |
7.6% |
0.0078 |
0.8% |
69% |
False |
False |
13,242 |
| 120 |
1.0607 |
0.9818 |
0.0789 |
7.6% |
0.0072 |
0.7% |
69% |
False |
False |
11,038 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0580 |
|
2.618 |
1.0503 |
|
1.618 |
1.0456 |
|
1.000 |
1.0427 |
|
0.618 |
1.0409 |
|
HIGH |
1.0380 |
|
0.618 |
1.0362 |
|
0.500 |
1.0357 |
|
0.382 |
1.0351 |
|
LOW |
1.0333 |
|
0.618 |
1.0304 |
|
1.000 |
1.0286 |
|
1.618 |
1.0257 |
|
2.618 |
1.0210 |
|
4.250 |
1.0133 |
|
|
| Fisher Pivots for day following 13-Jun-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1.0358 |
1.0387 |
| PP |
1.0357 |
1.0378 |
| S1 |
1.0357 |
1.0368 |
|