CME Swiss Franc Future September 2016
| Trading Metrics calculated at close of trading on 18-Jul-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Jul-2016 |
18-Jul-2016 |
Change |
Change % |
Previous Week |
| Open |
1.0224 |
1.0205 |
-0.0019 |
-0.2% |
1.0214 |
| High |
1.0255 |
1.0225 |
-0.0030 |
-0.3% |
1.0275 |
| Low |
1.0188 |
1.0189 |
0.0001 |
0.0% |
1.0141 |
| Close |
1.0205 |
1.0210 |
0.0005 |
0.0% |
1.0205 |
| Range |
0.0067 |
0.0036 |
-0.0031 |
-46.3% |
0.0134 |
| ATR |
0.0082 |
0.0079 |
-0.0003 |
-4.0% |
0.0000 |
| Volume |
13,388 |
9,576 |
-3,812 |
-28.5% |
83,264 |
|
| Daily Pivots for day following 18-Jul-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0316 |
1.0299 |
1.0230 |
|
| R3 |
1.0280 |
1.0263 |
1.0220 |
|
| R2 |
1.0244 |
1.0244 |
1.0217 |
|
| R1 |
1.0227 |
1.0227 |
1.0213 |
1.0236 |
| PP |
1.0208 |
1.0208 |
1.0208 |
1.0212 |
| S1 |
1.0191 |
1.0191 |
1.0207 |
1.0200 |
| S2 |
1.0172 |
1.0172 |
1.0203 |
|
| S3 |
1.0136 |
1.0155 |
1.0200 |
|
| S4 |
1.0100 |
1.0119 |
1.0190 |
|
|
| Weekly Pivots for week ending 15-Jul-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0609 |
1.0541 |
1.0279 |
|
| R3 |
1.0475 |
1.0407 |
1.0242 |
|
| R2 |
1.0341 |
1.0341 |
1.0230 |
|
| R1 |
1.0273 |
1.0273 |
1.0217 |
1.0240 |
| PP |
1.0207 |
1.0207 |
1.0207 |
1.0191 |
| S1 |
1.0139 |
1.0139 |
1.0193 |
1.0106 |
| S2 |
1.0073 |
1.0073 |
1.0180 |
|
| S3 |
0.9939 |
1.0005 |
1.0168 |
|
| S4 |
0.9805 |
0.9871 |
1.0131 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0275 |
1.0141 |
0.0134 |
1.3% |
0.0074 |
0.7% |
51% |
False |
False |
15,965 |
| 10 |
1.0368 |
1.0141 |
0.0227 |
2.2% |
0.0075 |
0.7% |
30% |
False |
False |
16,029 |
| 20 |
1.0552 |
1.0141 |
0.0411 |
4.0% |
0.0086 |
0.8% |
17% |
False |
False |
18,997 |
| 40 |
1.0552 |
1.0103 |
0.0449 |
4.4% |
0.0076 |
0.7% |
24% |
False |
False |
15,139 |
| 60 |
1.0650 |
1.0103 |
0.0547 |
5.4% |
0.0065 |
0.6% |
20% |
False |
False |
10,099 |
| 80 |
1.0650 |
1.0103 |
0.0547 |
5.4% |
0.0059 |
0.6% |
20% |
False |
False |
7,578 |
| 100 |
1.0650 |
1.0102 |
0.0548 |
5.4% |
0.0051 |
0.5% |
20% |
False |
False |
6,063 |
| 120 |
1.0650 |
0.9868 |
0.0782 |
7.7% |
0.0043 |
0.4% |
44% |
False |
False |
5,052 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0378 |
|
2.618 |
1.0319 |
|
1.618 |
1.0283 |
|
1.000 |
1.0261 |
|
0.618 |
1.0247 |
|
HIGH |
1.0225 |
|
0.618 |
1.0211 |
|
0.500 |
1.0207 |
|
0.382 |
1.0203 |
|
LOW |
1.0189 |
|
0.618 |
1.0167 |
|
1.000 |
1.0153 |
|
1.618 |
1.0131 |
|
2.618 |
1.0095 |
|
4.250 |
1.0036 |
|
|
| Fisher Pivots for day following 18-Jul-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1.0209 |
1.0230 |
| PP |
1.0208 |
1.0223 |
| S1 |
1.0207 |
1.0217 |
|