CME Swiss Franc Future September 2016
| Trading Metrics calculated at close of trading on 13-Jul-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Jul-2016 |
13-Jul-2016 |
Change |
Change % |
Previous Week |
| Open |
1.0211 |
1.0146 |
-0.0065 |
-0.6% |
1.0307 |
| High |
1.0247 |
1.0216 |
-0.0031 |
-0.3% |
1.0368 |
| Low |
1.0143 |
1.0141 |
-0.0002 |
0.0% |
1.0174 |
| Close |
1.0157 |
1.0208 |
0.0051 |
0.5% |
1.0212 |
| Range |
0.0104 |
0.0075 |
-0.0029 |
-27.9% |
0.0194 |
| ATR |
0.0083 |
0.0083 |
-0.0001 |
-0.7% |
0.0000 |
| Volume |
20,786 |
18,242 |
-2,544 |
-12.2% |
67,455 |
|
| Daily Pivots for day following 13-Jul-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0413 |
1.0386 |
1.0249 |
|
| R3 |
1.0338 |
1.0311 |
1.0229 |
|
| R2 |
1.0263 |
1.0263 |
1.0222 |
|
| R1 |
1.0236 |
1.0236 |
1.0215 |
1.0250 |
| PP |
1.0188 |
1.0188 |
1.0188 |
1.0195 |
| S1 |
1.0161 |
1.0161 |
1.0201 |
1.0175 |
| S2 |
1.0113 |
1.0113 |
1.0194 |
|
| S3 |
1.0038 |
1.0086 |
1.0187 |
|
| S4 |
0.9963 |
1.0011 |
1.0167 |
|
|
| 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 |
1.0307 |
1.0141 |
0.0166 |
1.6% |
0.0078 |
0.8% |
40% |
False |
True |
16,749 |
| 10 |
1.0368 |
1.0141 |
0.0227 |
2.2% |
0.0077 |
0.8% |
30% |
False |
True |
17,038 |
| 20 |
1.0552 |
1.0141 |
0.0411 |
4.0% |
0.0091 |
0.9% |
16% |
False |
True |
21,332 |
| 40 |
1.0552 |
1.0103 |
0.0449 |
4.4% |
0.0075 |
0.7% |
23% |
False |
False |
14,120 |
| 60 |
1.0650 |
1.0103 |
0.0547 |
5.4% |
0.0066 |
0.6% |
19% |
False |
False |
9,421 |
| 80 |
1.0650 |
1.0103 |
0.0547 |
5.4% |
0.0058 |
0.6% |
19% |
False |
False |
7,068 |
| 100 |
1.0650 |
1.0102 |
0.0548 |
5.4% |
0.0049 |
0.5% |
19% |
False |
False |
5,655 |
| 120 |
1.0650 |
0.9868 |
0.0782 |
7.7% |
0.0041 |
0.4% |
43% |
False |
False |
4,712 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0535 |
|
2.618 |
1.0412 |
|
1.618 |
1.0337 |
|
1.000 |
1.0291 |
|
0.618 |
1.0262 |
|
HIGH |
1.0216 |
|
0.618 |
1.0187 |
|
0.500 |
1.0179 |
|
0.382 |
1.0170 |
|
LOW |
1.0141 |
|
0.618 |
1.0095 |
|
1.000 |
1.0066 |
|
1.618 |
1.0020 |
|
2.618 |
0.9945 |
|
4.250 |
0.9822 |
|
|
| Fisher Pivots for day following 13-Jul-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1.0198 |
1.0203 |
| PP |
1.0188 |
1.0199 |
| S1 |
1.0179 |
1.0194 |
|