CME Swiss Franc Future September 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 |
1.0361 |
1.0410 |
0.0049 |
0.5% |
1.0108 |
| High |
1.0419 |
1.0489 |
0.0070 |
0.7% |
1.0303 |
| Low |
1.0347 |
1.0407 |
0.0060 |
0.6% |
1.0103 |
| Close |
1.0413 |
1.0479 |
0.0066 |
0.6% |
1.0288 |
| Range |
0.0072 |
0.0082 |
0.0010 |
13.9% |
0.0200 |
| ATR |
0.0065 |
0.0066 |
0.0001 |
1.9% |
0.0000 |
| Volume |
14,499 |
16,932 |
2,433 |
16.8% |
4,480 |
|
| Daily Pivots for day following 08-Jun-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0704 |
1.0674 |
1.0524 |
|
| R3 |
1.0622 |
1.0592 |
1.0502 |
|
| R2 |
1.0540 |
1.0540 |
1.0494 |
|
| R1 |
1.0510 |
1.0510 |
1.0487 |
1.0525 |
| PP |
1.0458 |
1.0458 |
1.0458 |
1.0466 |
| S1 |
1.0428 |
1.0428 |
1.0471 |
1.0443 |
| S2 |
1.0376 |
1.0376 |
1.0464 |
|
| S3 |
1.0294 |
1.0346 |
1.0456 |
|
| S4 |
1.0212 |
1.0264 |
1.0434 |
|
|
| Weekly Pivots for week ending 03-Jun-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0831 |
1.0760 |
1.0398 |
|
| R3 |
1.0631 |
1.0560 |
1.0343 |
|
| R2 |
1.0431 |
1.0431 |
1.0325 |
|
| R1 |
1.0360 |
1.0360 |
1.0306 |
1.0396 |
| PP |
1.0231 |
1.0231 |
1.0231 |
1.0249 |
| S1 |
1.0160 |
1.0160 |
1.0270 |
1.0196 |
| S2 |
1.0031 |
1.0031 |
1.0251 |
|
| S3 |
0.9831 |
0.9960 |
1.0233 |
|
| S4 |
0.9631 |
0.9760 |
1.0178 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0489 |
1.0131 |
0.0358 |
3.4% |
0.0095 |
0.9% |
97% |
True |
False |
9,165 |
| 10 |
1.0489 |
1.0103 |
0.0386 |
3.7% |
0.0074 |
0.7% |
97% |
True |
False |
4,746 |
| 20 |
1.0489 |
1.0103 |
0.0386 |
3.7% |
0.0056 |
0.5% |
97% |
True |
False |
2,410 |
| 40 |
1.0650 |
1.0103 |
0.0547 |
5.2% |
0.0051 |
0.5% |
69% |
False |
False |
1,215 |
| 60 |
1.0650 |
1.0103 |
0.0547 |
5.2% |
0.0043 |
0.4% |
69% |
False |
False |
813 |
| 80 |
1.0650 |
1.0102 |
0.0548 |
5.2% |
0.0036 |
0.3% |
69% |
False |
False |
610 |
| 100 |
1.0650 |
0.9868 |
0.0782 |
7.5% |
0.0029 |
0.3% |
78% |
False |
False |
488 |
| 120 |
1.0650 |
0.9868 |
0.0782 |
7.5% |
0.0026 |
0.2% |
78% |
False |
False |
407 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0838 |
|
2.618 |
1.0704 |
|
1.618 |
1.0622 |
|
1.000 |
1.0571 |
|
0.618 |
1.0540 |
|
HIGH |
1.0489 |
|
0.618 |
1.0458 |
|
0.500 |
1.0448 |
|
0.382 |
1.0438 |
|
LOW |
1.0407 |
|
0.618 |
1.0356 |
|
1.000 |
1.0325 |
|
1.618 |
1.0274 |
|
2.618 |
1.0192 |
|
4.250 |
1.0059 |
|
|
| Fisher Pivots for day following 08-Jun-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1.0469 |
1.0448 |
| PP |
1.0458 |
1.0416 |
| S1 |
1.0448 |
1.0385 |
|