CME Swiss Franc Future September 2016
| Trading Metrics calculated at close of trading on 12-Jul-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Jul-2016 |
12-Jul-2016 |
Change |
Change % |
Previous Week |
| Open |
1.0214 |
1.0211 |
-0.0003 |
0.0% |
1.0307 |
| High |
1.0225 |
1.0247 |
0.0022 |
0.2% |
1.0368 |
| Low |
1.0183 |
1.0143 |
-0.0040 |
-0.4% |
1.0174 |
| Close |
1.0213 |
1.0157 |
-0.0056 |
-0.5% |
1.0212 |
| Range |
0.0042 |
0.0104 |
0.0062 |
147.6% |
0.0194 |
| ATR |
0.0082 |
0.0083 |
0.0002 |
2.0% |
0.0000 |
| Volume |
13,013 |
20,786 |
7,773 |
59.7% |
67,455 |
|
| Daily Pivots for day following 12-Jul-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0494 |
1.0430 |
1.0214 |
|
| R3 |
1.0390 |
1.0326 |
1.0186 |
|
| R2 |
1.0286 |
1.0286 |
1.0176 |
|
| R1 |
1.0222 |
1.0222 |
1.0167 |
1.0202 |
| PP |
1.0182 |
1.0182 |
1.0182 |
1.0173 |
| S1 |
1.0118 |
1.0118 |
1.0147 |
1.0098 |
| S2 |
1.0078 |
1.0078 |
1.0138 |
|
| S3 |
0.9974 |
1.0014 |
1.0128 |
|
| S4 |
0.9870 |
0.9910 |
1.0100 |
|
|
| 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 |
1.0310 |
1.0143 |
0.0167 |
1.6% |
0.0077 |
0.8% |
8% |
False |
True |
16,273 |
| 10 |
1.0368 |
1.0143 |
0.0225 |
2.2% |
0.0078 |
0.8% |
6% |
False |
True |
16,714 |
| 20 |
1.0552 |
1.0143 |
0.0409 |
4.0% |
0.0089 |
0.9% |
3% |
False |
True |
21,556 |
| 40 |
1.0552 |
1.0103 |
0.0449 |
4.4% |
0.0074 |
0.7% |
12% |
False |
False |
13,664 |
| 60 |
1.0650 |
1.0103 |
0.0547 |
5.4% |
0.0065 |
0.6% |
10% |
False |
False |
9,117 |
| 80 |
1.0650 |
1.0103 |
0.0547 |
5.4% |
0.0057 |
0.6% |
10% |
False |
False |
6,840 |
| 100 |
1.0650 |
1.0102 |
0.0548 |
5.4% |
0.0048 |
0.5% |
10% |
False |
False |
5,472 |
| 120 |
1.0650 |
0.9868 |
0.0782 |
7.7% |
0.0040 |
0.4% |
37% |
False |
False |
4,560 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0689 |
|
2.618 |
1.0519 |
|
1.618 |
1.0415 |
|
1.000 |
1.0351 |
|
0.618 |
1.0311 |
|
HIGH |
1.0247 |
|
0.618 |
1.0207 |
|
0.500 |
1.0195 |
|
0.382 |
1.0183 |
|
LOW |
1.0143 |
|
0.618 |
1.0079 |
|
1.000 |
1.0039 |
|
1.618 |
0.9975 |
|
2.618 |
0.9871 |
|
4.250 |
0.9701 |
|
|
| Fisher Pivots for day following 12-Jul-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1.0195 |
1.0214 |
| PP |
1.0182 |
1.0195 |
| S1 |
1.0170 |
1.0176 |
|