CME Swiss Franc Future September 2016
| Trading Metrics calculated at close of trading on 06-Jul-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Jul-2016 |
06-Jul-2016 |
Change |
Change % |
Previous Week |
| Open |
1.0307 |
1.0271 |
-0.0036 |
-0.3% |
1.0350 |
| High |
1.0368 |
1.0310 |
-0.0058 |
-0.6% |
1.0356 |
| Low |
1.0271 |
1.0238 |
-0.0033 |
-0.3% |
1.0213 |
| Close |
1.0273 |
1.0307 |
0.0034 |
0.3% |
1.0311 |
| Range |
0.0097 |
0.0072 |
-0.0025 |
-25.8% |
0.0143 |
| ATR |
0.0086 |
0.0085 |
-0.0001 |
-1.1% |
0.0000 |
| Volume |
19,889 |
15,859 |
-4,030 |
-20.3% |
91,140 |
|
| Daily Pivots for day following 06-Jul-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0501 |
1.0476 |
1.0347 |
|
| R3 |
1.0429 |
1.0404 |
1.0327 |
|
| R2 |
1.0357 |
1.0357 |
1.0320 |
|
| R1 |
1.0332 |
1.0332 |
1.0314 |
1.0345 |
| PP |
1.0285 |
1.0285 |
1.0285 |
1.0291 |
| S1 |
1.0260 |
1.0260 |
1.0300 |
1.0273 |
| S2 |
1.0213 |
1.0213 |
1.0294 |
|
| S3 |
1.0141 |
1.0188 |
1.0287 |
|
| S4 |
1.0069 |
1.0116 |
1.0267 |
|
|
| 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 |
1.0368 |
1.0227 |
0.0141 |
1.4% |
0.0077 |
0.7% |
57% |
False |
False |
17,327 |
| 10 |
1.0552 |
1.0213 |
0.0339 |
3.3% |
0.0099 |
1.0% |
28% |
False |
False |
21,139 |
| 20 |
1.0552 |
1.0213 |
0.0339 |
3.3% |
0.0087 |
0.8% |
28% |
False |
False |
22,493 |
| 40 |
1.0552 |
1.0103 |
0.0449 |
4.4% |
0.0070 |
0.7% |
45% |
False |
False |
12,028 |
| 60 |
1.0650 |
1.0103 |
0.0547 |
5.3% |
0.0062 |
0.6% |
37% |
False |
False |
8,026 |
| 80 |
1.0650 |
1.0103 |
0.0547 |
5.3% |
0.0053 |
0.5% |
37% |
False |
False |
6,022 |
| 100 |
1.0650 |
1.0102 |
0.0548 |
5.3% |
0.0045 |
0.4% |
37% |
False |
False |
4,817 |
| 120 |
1.0650 |
0.9868 |
0.0782 |
7.6% |
0.0038 |
0.4% |
56% |
False |
False |
4,014 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0616 |
|
2.618 |
1.0498 |
|
1.618 |
1.0426 |
|
1.000 |
1.0382 |
|
0.618 |
1.0354 |
|
HIGH |
1.0310 |
|
0.618 |
1.0282 |
|
0.500 |
1.0274 |
|
0.382 |
1.0266 |
|
LOW |
1.0238 |
|
0.618 |
1.0194 |
|
1.000 |
1.0166 |
|
1.618 |
1.0122 |
|
2.618 |
1.0050 |
|
4.250 |
0.9932 |
|
|
| Fisher Pivots for day following 06-Jul-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1.0296 |
1.0306 |
| PP |
1.0285 |
1.0304 |
| S1 |
1.0274 |
1.0303 |
|