CME Swiss Franc Future September 2016
| Trading Metrics calculated at close of trading on 14-Jul-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Jul-2016 |
14-Jul-2016 |
Change |
Change % |
Previous Week |
| Open |
1.0146 |
1.0185 |
0.0039 |
0.4% |
1.0307 |
| High |
1.0216 |
1.0275 |
0.0059 |
0.6% |
1.0368 |
| Low |
1.0141 |
1.0185 |
0.0044 |
0.4% |
1.0174 |
| Close |
1.0208 |
1.0234 |
0.0026 |
0.3% |
1.0212 |
| Range |
0.0075 |
0.0090 |
0.0015 |
20.0% |
0.0194 |
| ATR |
0.0083 |
0.0083 |
0.0001 |
0.6% |
0.0000 |
| Volume |
18,242 |
17,835 |
-407 |
-2.2% |
67,455 |
|
| Daily Pivots for day following 14-Jul-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0501 |
1.0458 |
1.0284 |
|
| R3 |
1.0411 |
1.0368 |
1.0259 |
|
| R2 |
1.0321 |
1.0321 |
1.0251 |
|
| R1 |
1.0278 |
1.0278 |
1.0242 |
1.0300 |
| PP |
1.0231 |
1.0231 |
1.0231 |
1.0242 |
| S1 |
1.0188 |
1.0188 |
1.0226 |
1.0210 |
| S2 |
1.0141 |
1.0141 |
1.0218 |
|
| S3 |
1.0051 |
1.0098 |
1.0209 |
|
| S4 |
0.9961 |
1.0008 |
1.0185 |
|
|
| 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 |
1.0285 |
1.0141 |
0.0144 |
1.4% |
0.0084 |
0.8% |
65% |
False |
False |
18,080 |
| 10 |
1.0368 |
1.0141 |
0.0227 |
2.2% |
0.0082 |
0.8% |
41% |
False |
False |
17,413 |
| 20 |
1.0552 |
1.0141 |
0.0411 |
4.0% |
0.0091 |
0.9% |
23% |
False |
False |
21,010 |
| 40 |
1.0552 |
1.0103 |
0.0449 |
4.4% |
0.0076 |
0.7% |
29% |
False |
False |
14,566 |
| 60 |
1.0650 |
1.0103 |
0.0547 |
5.3% |
0.0067 |
0.7% |
24% |
False |
False |
9,718 |
| 80 |
1.0650 |
1.0103 |
0.0547 |
5.3% |
0.0058 |
0.6% |
24% |
False |
False |
7,291 |
| 100 |
1.0650 |
1.0102 |
0.0548 |
5.4% |
0.0050 |
0.5% |
24% |
False |
False |
5,833 |
| 120 |
1.0650 |
0.9868 |
0.0782 |
7.6% |
0.0042 |
0.4% |
47% |
False |
False |
4,861 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0658 |
|
2.618 |
1.0511 |
|
1.618 |
1.0421 |
|
1.000 |
1.0365 |
|
0.618 |
1.0331 |
|
HIGH |
1.0275 |
|
0.618 |
1.0241 |
|
0.500 |
1.0230 |
|
0.382 |
1.0219 |
|
LOW |
1.0185 |
|
0.618 |
1.0129 |
|
1.000 |
1.0095 |
|
1.618 |
1.0039 |
|
2.618 |
0.9949 |
|
4.250 |
0.9803 |
|
|
| Fisher Pivots for day following 14-Jul-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1.0233 |
1.0225 |
| PP |
1.0231 |
1.0217 |
| S1 |
1.0230 |
1.0208 |
|