CME Swiss Franc Future December 2016
| Trading Metrics calculated at close of trading on 29-Jun-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Jun-2016 |
29-Jun-2016 |
Change |
Change % |
Previous Week |
| Open |
1.0311 |
1.0299 |
-0.0012 |
-0.1% |
1.0465 |
| High |
1.0318 |
1.0320 |
0.0002 |
0.0% |
1.0578 |
| Low |
1.0270 |
1.0294 |
0.0024 |
0.2% |
1.0331 |
| Close |
1.0270 |
1.0300 |
0.0030 |
0.3% |
1.0391 |
| Range |
0.0048 |
0.0026 |
-0.0022 |
-45.8% |
0.0247 |
| ATR |
0.0060 |
0.0059 |
-0.0001 |
-1.2% |
0.0000 |
| Volume |
28 |
12 |
-16 |
-57.1% |
37 |
|
| Daily Pivots for day following 29-Jun-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0383 |
1.0367 |
1.0314 |
|
| R3 |
1.0357 |
1.0341 |
1.0307 |
|
| R2 |
1.0331 |
1.0331 |
1.0305 |
|
| R1 |
1.0315 |
1.0315 |
1.0302 |
1.0323 |
| PP |
1.0305 |
1.0305 |
1.0305 |
1.0309 |
| S1 |
1.0289 |
1.0289 |
1.0298 |
1.0297 |
| S2 |
1.0279 |
1.0279 |
1.0295 |
|
| S3 |
1.0253 |
1.0263 |
1.0293 |
|
| S4 |
1.0227 |
1.0237 |
1.0286 |
|
|
| Weekly Pivots for week ending 24-Jun-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1174 |
1.1030 |
1.0527 |
|
| R3 |
1.0927 |
1.0783 |
1.0459 |
|
| R2 |
1.0680 |
1.0680 |
1.0436 |
|
| R1 |
1.0536 |
1.0536 |
1.0414 |
1.0485 |
| PP |
1.0433 |
1.0433 |
1.0433 |
1.0408 |
| S1 |
1.0289 |
1.0289 |
1.0368 |
1.0238 |
| S2 |
1.0186 |
1.0186 |
1.0346 |
|
| S3 |
0.9939 |
1.0042 |
1.0323 |
|
| S4 |
0.9692 |
0.9795 |
1.0255 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0578 |
1.0270 |
0.0308 |
3.0% |
0.0061 |
0.6% |
10% |
False |
False |
15 |
| 10 |
1.0578 |
1.0270 |
0.0308 |
3.0% |
0.0053 |
0.5% |
10% |
False |
False |
10 |
| 20 |
1.0578 |
1.0196 |
0.0382 |
3.7% |
0.0037 |
0.4% |
27% |
False |
False |
9 |
| 40 |
1.0578 |
1.0160 |
0.0418 |
4.1% |
0.0021 |
0.2% |
33% |
False |
False |
4 |
| 60 |
1.0618 |
1.0160 |
0.0458 |
4.4% |
0.0016 |
0.2% |
31% |
False |
False |
3 |
| 80 |
1.0618 |
1.0160 |
0.0458 |
4.4% |
0.0012 |
0.1% |
31% |
False |
False |
2 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0431 |
|
2.618 |
1.0388 |
|
1.618 |
1.0362 |
|
1.000 |
1.0346 |
|
0.618 |
1.0336 |
|
HIGH |
1.0320 |
|
0.618 |
1.0310 |
|
0.500 |
1.0307 |
|
0.382 |
1.0304 |
|
LOW |
1.0294 |
|
0.618 |
1.0278 |
|
1.000 |
1.0268 |
|
1.618 |
1.0252 |
|
2.618 |
1.0226 |
|
4.250 |
1.0184 |
|
|
| Fisher Pivots for day following 29-Jun-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1.0307 |
1.0298 |
| PP |
1.0305 |
1.0297 |
| S1 |
1.0302 |
1.0295 |
|