CME Swiss Franc Future September 2016
Trading Metrics calculated at close of trading on 28-Jun-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Jun-2016 |
28-Jun-2016 |
Change |
Change % |
Previous Week |
Open |
1.0350 |
1.0286 |
-0.0064 |
-0.6% |
1.0437 |
High |
1.0356 |
1.0290 |
-0.0066 |
-0.6% |
1.0552 |
Low |
1.0231 |
1.0213 |
-0.0018 |
-0.2% |
1.0247 |
Close |
1.0267 |
1.0220 |
-0.0047 |
-0.5% |
1.0336 |
Range |
0.0125 |
0.0077 |
-0.0048 |
-38.4% |
0.0305 |
ATR |
0.0088 |
0.0087 |
-0.0001 |
-0.9% |
0.0000 |
Volume |
25,252 |
14,997 |
-10,255 |
-40.6% |
128,516 |
|
Daily Pivots for day following 28-Jun-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.0472 |
1.0423 |
1.0262 |
|
R3 |
1.0395 |
1.0346 |
1.0241 |
|
R2 |
1.0318 |
1.0318 |
1.0234 |
|
R1 |
1.0269 |
1.0269 |
1.0227 |
1.0255 |
PP |
1.0241 |
1.0241 |
1.0241 |
1.0234 |
S1 |
1.0192 |
1.0192 |
1.0213 |
1.0178 |
S2 |
1.0164 |
1.0164 |
1.0206 |
|
S3 |
1.0087 |
1.0115 |
1.0199 |
|
S4 |
1.0010 |
1.0038 |
1.0178 |
|
|
Weekly Pivots for week ending 24-Jun-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.1293 |
1.1120 |
1.0504 |
|
R3 |
1.0988 |
1.0815 |
1.0420 |
|
R2 |
1.0683 |
1.0683 |
1.0392 |
|
R1 |
1.0510 |
1.0510 |
1.0364 |
1.0444 |
PP |
1.0378 |
1.0378 |
1.0378 |
1.0346 |
S1 |
1.0205 |
1.0205 |
1.0308 |
1.0139 |
S2 |
1.0073 |
1.0073 |
1.0280 |
|
S3 |
0.9768 |
0.9900 |
1.0252 |
|
S4 |
0.9463 |
0.9595 |
1.0168 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1.0552 |
1.0213 |
0.0339 |
3.3% |
0.0121 |
1.2% |
2% |
False |
True |
24,951 |
10 |
1.0552 |
1.0213 |
0.0339 |
3.3% |
0.0104 |
1.0% |
2% |
False |
True |
25,625 |
20 |
1.0552 |
1.0104 |
0.0448 |
4.4% |
0.0092 |
0.9% |
26% |
False |
False |
19,654 |
40 |
1.0650 |
1.0103 |
0.0547 |
5.4% |
0.0067 |
0.7% |
21% |
False |
False |
9,867 |
60 |
1.0650 |
1.0103 |
0.0547 |
5.4% |
0.0058 |
0.6% |
21% |
False |
False |
6,583 |
80 |
1.0650 |
1.0102 |
0.0548 |
5.4% |
0.0051 |
0.5% |
22% |
False |
False |
4,939 |
100 |
1.0650 |
1.0102 |
0.0548 |
5.4% |
0.0041 |
0.4% |
22% |
False |
False |
3,951 |
120 |
1.0650 |
0.9868 |
0.0782 |
7.7% |
0.0035 |
0.3% |
45% |
False |
False |
3,292 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.0617 |
2.618 |
1.0492 |
1.618 |
1.0415 |
1.000 |
1.0367 |
0.618 |
1.0338 |
HIGH |
1.0290 |
0.618 |
1.0261 |
0.500 |
1.0252 |
0.382 |
1.0242 |
LOW |
1.0213 |
0.618 |
1.0165 |
1.000 |
1.0136 |
1.618 |
1.0088 |
2.618 |
1.0011 |
4.250 |
0.9886 |
|
|
Fisher Pivots for day following 28-Jun-2016 |
Pivot |
1 day |
3 day |
R1 |
1.0252 |
1.0345 |
PP |
1.0241 |
1.0303 |
S1 |
1.0231 |
1.0262 |
|