CME Swiss Franc Future September 2016
| Trading Metrics calculated at close of trading on 01-Jul-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Jun-2016 |
01-Jul-2016 |
Change |
Change % |
Previous Week |
| Open |
1.0253 |
1.0287 |
0.0034 |
0.3% |
1.0350 |
| High |
1.0324 |
1.0341 |
0.0017 |
0.2% |
1.0356 |
| Low |
1.0227 |
1.0266 |
0.0039 |
0.4% |
1.0213 |
| Close |
1.0264 |
1.0311 |
0.0047 |
0.5% |
1.0311 |
| Range |
0.0097 |
0.0075 |
-0.0022 |
-22.7% |
0.0143 |
| ATR |
0.0085 |
0.0085 |
-0.0001 |
-0.7% |
0.0000 |
| Volume |
23,708 |
13,098 |
-10,610 |
-44.8% |
91,140 |
|
| Daily Pivots for day following 01-Jul-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0531 |
1.0496 |
1.0352 |
|
| R3 |
1.0456 |
1.0421 |
1.0332 |
|
| R2 |
1.0381 |
1.0381 |
1.0325 |
|
| R1 |
1.0346 |
1.0346 |
1.0318 |
1.0364 |
| PP |
1.0306 |
1.0306 |
1.0306 |
1.0315 |
| S1 |
1.0271 |
1.0271 |
1.0304 |
1.0289 |
| S2 |
1.0231 |
1.0231 |
1.0297 |
|
| S3 |
1.0156 |
1.0196 |
1.0290 |
|
| S4 |
1.0081 |
1.0121 |
1.0270 |
|
|
| Weekly Pivots for week ending 01-Jul-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0722 |
1.0660 |
1.0390 |
|
| R3 |
1.0579 |
1.0517 |
1.0350 |
|
| R2 |
1.0436 |
1.0436 |
1.0337 |
|
| R1 |
1.0374 |
1.0374 |
1.0324 |
1.0334 |
| PP |
1.0293 |
1.0293 |
1.0293 |
1.0273 |
| S1 |
1.0231 |
1.0231 |
1.0298 |
1.0191 |
| S2 |
1.0150 |
1.0150 |
1.0285 |
|
| S3 |
1.0007 |
1.0088 |
1.0272 |
|
| S4 |
0.9864 |
0.9945 |
1.0232 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0356 |
1.0213 |
0.0143 |
1.4% |
0.0084 |
0.8% |
69% |
False |
False |
18,228 |
| 10 |
1.0552 |
1.0213 |
0.0339 |
3.3% |
0.0098 |
0.9% |
29% |
False |
False |
21,965 |
| 20 |
1.0552 |
1.0213 |
0.0339 |
3.3% |
0.0087 |
0.8% |
29% |
False |
False |
21,999 |
| 40 |
1.0552 |
1.0103 |
0.0449 |
4.4% |
0.0067 |
0.7% |
46% |
False |
False |
11,135 |
| 60 |
1.0650 |
1.0103 |
0.0547 |
5.3% |
0.0061 |
0.6% |
38% |
False |
False |
7,430 |
| 80 |
1.0650 |
1.0103 |
0.0547 |
5.3% |
0.0053 |
0.5% |
38% |
False |
False |
5,575 |
| 100 |
1.0650 |
1.0102 |
0.0548 |
5.3% |
0.0043 |
0.4% |
38% |
False |
False |
4,460 |
| 120 |
1.0650 |
0.9868 |
0.0782 |
7.6% |
0.0036 |
0.4% |
57% |
False |
False |
3,717 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0660 |
|
2.618 |
1.0537 |
|
1.618 |
1.0462 |
|
1.000 |
1.0416 |
|
0.618 |
1.0387 |
|
HIGH |
1.0341 |
|
0.618 |
1.0312 |
|
0.500 |
1.0304 |
|
0.382 |
1.0295 |
|
LOW |
1.0266 |
|
0.618 |
1.0220 |
|
1.000 |
1.0191 |
|
1.618 |
1.0145 |
|
2.618 |
1.0070 |
|
4.250 |
0.9947 |
|
|
| Fisher Pivots for day following 01-Jul-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1.0309 |
1.0302 |
| PP |
1.0306 |
1.0293 |
| S1 |
1.0304 |
1.0284 |
|