CME Swiss Franc Future September 2016
| Trading Metrics calculated at close of trading on 11-Jul-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Jul-2016 |
11-Jul-2016 |
Change |
Change % |
Previous Week |
| Open |
1.0256 |
1.0214 |
-0.0042 |
-0.4% |
1.0307 |
| High |
1.0285 |
1.0225 |
-0.0060 |
-0.6% |
1.0368 |
| Low |
1.0174 |
1.0183 |
0.0009 |
0.1% |
1.0174 |
| Close |
1.0212 |
1.0213 |
0.0001 |
0.0% |
1.0212 |
| Range |
0.0111 |
0.0042 |
-0.0069 |
-62.2% |
0.0194 |
| ATR |
0.0085 |
0.0082 |
-0.0003 |
-3.6% |
0.0000 |
| Volume |
20,525 |
13,013 |
-7,512 |
-36.6% |
67,455 |
|
| Daily Pivots for day following 11-Jul-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0333 |
1.0315 |
1.0236 |
|
| R3 |
1.0291 |
1.0273 |
1.0225 |
|
| R2 |
1.0249 |
1.0249 |
1.0221 |
|
| R1 |
1.0231 |
1.0231 |
1.0217 |
1.0219 |
| PP |
1.0207 |
1.0207 |
1.0207 |
1.0201 |
| S1 |
1.0189 |
1.0189 |
1.0209 |
1.0177 |
| S2 |
1.0165 |
1.0165 |
1.0205 |
|
| S3 |
1.0123 |
1.0147 |
1.0201 |
|
| S4 |
1.0081 |
1.0105 |
1.0190 |
|
|
| 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% |
0.0076 |
0.7% |
20% |
False |
False |
16,093 |
| 10 |
1.0368 |
1.0174 |
0.0194 |
1.9% |
0.0080 |
0.8% |
20% |
False |
False |
17,160 |
| 20 |
1.0552 |
1.0174 |
0.0378 |
3.7% |
0.0087 |
0.8% |
10% |
False |
False |
21,631 |
| 40 |
1.0552 |
1.0103 |
0.0449 |
4.4% |
0.0073 |
0.7% |
24% |
False |
False |
13,145 |
| 60 |
1.0650 |
1.0103 |
0.0547 |
5.4% |
0.0064 |
0.6% |
20% |
False |
False |
8,771 |
| 80 |
1.0650 |
1.0103 |
0.0547 |
5.4% |
0.0056 |
0.5% |
20% |
False |
False |
6,581 |
| 100 |
1.0650 |
1.0102 |
0.0548 |
5.4% |
0.0047 |
0.5% |
20% |
False |
False |
5,265 |
| 120 |
1.0650 |
0.9868 |
0.0782 |
7.7% |
0.0040 |
0.4% |
44% |
False |
False |
4,387 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0404 |
|
2.618 |
1.0335 |
|
1.618 |
1.0293 |
|
1.000 |
1.0267 |
|
0.618 |
1.0251 |
|
HIGH |
1.0225 |
|
0.618 |
1.0209 |
|
0.500 |
1.0204 |
|
0.382 |
1.0199 |
|
LOW |
1.0183 |
|
0.618 |
1.0157 |
|
1.000 |
1.0141 |
|
1.618 |
1.0115 |
|
2.618 |
1.0073 |
|
4.250 |
1.0005 |
|
|
| Fisher Pivots for day following 11-Jul-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1.0210 |
1.0241 |
| PP |
1.0207 |
1.0231 |
| S1 |
1.0204 |
1.0222 |
|