CME Swiss Franc Future September 2016
| Trading Metrics calculated at close of trading on 07-Jul-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Jul-2016 |
07-Jul-2016 |
Change |
Change % |
Previous Week |
| Open |
1.0271 |
1.0298 |
0.0027 |
0.3% |
1.0350 |
| High |
1.0310 |
1.0307 |
-0.0003 |
0.0% |
1.0356 |
| Low |
1.0238 |
1.0251 |
0.0013 |
0.1% |
1.0213 |
| Close |
1.0307 |
1.0254 |
-0.0053 |
-0.5% |
1.0311 |
| Range |
0.0072 |
0.0056 |
-0.0016 |
-22.2% |
0.0143 |
| ATR |
0.0085 |
0.0083 |
-0.0002 |
-2.4% |
0.0000 |
| Volume |
15,859 |
11,182 |
-4,677 |
-29.5% |
91,140 |
|
| Daily Pivots for day following 07-Jul-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0439 |
1.0402 |
1.0285 |
|
| R3 |
1.0383 |
1.0346 |
1.0269 |
|
| R2 |
1.0327 |
1.0327 |
1.0264 |
|
| R1 |
1.0290 |
1.0290 |
1.0259 |
1.0281 |
| PP |
1.0271 |
1.0271 |
1.0271 |
1.0266 |
| S1 |
1.0234 |
1.0234 |
1.0249 |
1.0225 |
| S2 |
1.0215 |
1.0215 |
1.0244 |
|
| S3 |
1.0159 |
1.0178 |
1.0239 |
|
| S4 |
1.0103 |
1.0122 |
1.0223 |
|
|
| 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% |
0.0079 |
0.8% |
19% |
False |
False |
16,747 |
| 10 |
1.0552 |
1.0213 |
0.0339 |
3.3% |
0.0096 |
0.9% |
12% |
False |
False |
20,094 |
| 20 |
1.0552 |
1.0213 |
0.0339 |
3.3% |
0.0086 |
0.8% |
12% |
False |
False |
22,206 |
| 40 |
1.0552 |
1.0103 |
0.0449 |
4.4% |
0.0071 |
0.7% |
34% |
False |
False |
12,308 |
| 60 |
1.0650 |
1.0103 |
0.0547 |
5.3% |
0.0063 |
0.6% |
28% |
False |
False |
8,212 |
| 80 |
1.0650 |
1.0103 |
0.0547 |
5.3% |
0.0054 |
0.5% |
28% |
False |
False |
6,161 |
| 100 |
1.0650 |
1.0102 |
0.0548 |
5.3% |
0.0046 |
0.4% |
28% |
False |
False |
4,929 |
| 120 |
1.0650 |
0.9868 |
0.0782 |
7.6% |
0.0038 |
0.4% |
49% |
False |
False |
4,108 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0545 |
|
2.618 |
1.0454 |
|
1.618 |
1.0398 |
|
1.000 |
1.0363 |
|
0.618 |
1.0342 |
|
HIGH |
1.0307 |
|
0.618 |
1.0286 |
|
0.500 |
1.0279 |
|
0.382 |
1.0272 |
|
LOW |
1.0251 |
|
0.618 |
1.0216 |
|
1.000 |
1.0195 |
|
1.618 |
1.0160 |
|
2.618 |
1.0104 |
|
4.250 |
1.0013 |
|
|
| Fisher Pivots for day following 07-Jul-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1.0279 |
1.0303 |
| PP |
1.0271 |
1.0287 |
| S1 |
1.0262 |
1.0270 |
|