CME Swiss Franc Future September 2016
| Trading Metrics calculated at close of trading on 08-Jul-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Jul-2016 |
08-Jul-2016 |
Change |
Change % |
Previous Week |
| Open |
1.0298 |
1.0256 |
-0.0042 |
-0.4% |
1.0307 |
| High |
1.0307 |
1.0285 |
-0.0022 |
-0.2% |
1.0368 |
| Low |
1.0251 |
1.0174 |
-0.0077 |
-0.8% |
1.0174 |
| Close |
1.0254 |
1.0212 |
-0.0042 |
-0.4% |
1.0212 |
| Range |
0.0056 |
0.0111 |
0.0055 |
98.2% |
0.0194 |
| ATR |
0.0083 |
0.0085 |
0.0002 |
2.4% |
0.0000 |
| Volume |
11,182 |
20,525 |
9,343 |
83.6% |
67,455 |
|
| Daily Pivots for day following 08-Jul-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0557 |
1.0495 |
1.0273 |
|
| R3 |
1.0446 |
1.0384 |
1.0243 |
|
| R2 |
1.0335 |
1.0335 |
1.0232 |
|
| R1 |
1.0273 |
1.0273 |
1.0222 |
1.0249 |
| PP |
1.0224 |
1.0224 |
1.0224 |
1.0211 |
| S1 |
1.0162 |
1.0162 |
1.0202 |
1.0138 |
| S2 |
1.0113 |
1.0113 |
1.0192 |
|
| S3 |
1.0002 |
1.0051 |
1.0181 |
|
| S4 |
0.9891 |
0.9940 |
1.0151 |
|
|
| Weekly Pivots for week ending 08-Jul-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0833 |
1.0717 |
1.0319 |
|
| R3 |
1.0639 |
1.0523 |
1.0265 |
|
| R2 |
1.0445 |
1.0445 |
1.0248 |
|
| R1 |
1.0329 |
1.0329 |
1.0230 |
1.0290 |
| PP |
1.0251 |
1.0251 |
1.0251 |
1.0232 |
| S1 |
1.0135 |
1.0135 |
1.0194 |
1.0096 |
| S2 |
1.0057 |
1.0057 |
1.0176 |
|
| S3 |
0.9863 |
0.9941 |
1.0159 |
|
| S4 |
0.9669 |
0.9747 |
1.0105 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0368 |
1.0174 |
0.0194 |
1.9% |
0.0082 |
0.8% |
20% |
False |
True |
16,110 |
| 10 |
1.0476 |
1.0174 |
0.0302 |
3.0% |
0.0098 |
1.0% |
13% |
False |
True |
19,535 |
| 20 |
1.0552 |
1.0174 |
0.0378 |
3.7% |
0.0087 |
0.9% |
10% |
False |
True |
22,250 |
| 40 |
1.0552 |
1.0103 |
0.0449 |
4.4% |
0.0073 |
0.7% |
24% |
False |
False |
12,820 |
| 60 |
1.0650 |
1.0103 |
0.0547 |
5.4% |
0.0063 |
0.6% |
20% |
False |
False |
8,554 |
| 80 |
1.0650 |
1.0103 |
0.0547 |
5.4% |
0.0055 |
0.5% |
20% |
False |
False |
6,418 |
| 100 |
1.0650 |
1.0102 |
0.0548 |
5.4% |
0.0047 |
0.5% |
20% |
False |
False |
5,134 |
| 120 |
1.0650 |
0.9868 |
0.0782 |
7.7% |
0.0039 |
0.4% |
44% |
False |
False |
4,279 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0757 |
|
2.618 |
1.0576 |
|
1.618 |
1.0465 |
|
1.000 |
1.0396 |
|
0.618 |
1.0354 |
|
HIGH |
1.0285 |
|
0.618 |
1.0243 |
|
0.500 |
1.0230 |
|
0.382 |
1.0216 |
|
LOW |
1.0174 |
|
0.618 |
1.0105 |
|
1.000 |
1.0063 |
|
1.618 |
0.9994 |
|
2.618 |
0.9883 |
|
4.250 |
0.9702 |
|
|
| Fisher Pivots for day following 08-Jul-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1.0230 |
1.0242 |
| PP |
1.0224 |
1.0232 |
| S1 |
1.0218 |
1.0222 |
|