CME Swiss Franc Future September 2016
| Trading Metrics calculated at close of trading on 19-Jul-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Jul-2016 |
19-Jul-2016 |
Change |
Change % |
Previous Week |
| Open |
1.0205 |
1.0211 |
0.0006 |
0.1% |
1.0214 |
| High |
1.0225 |
1.0221 |
-0.0004 |
0.0% |
1.0275 |
| Low |
1.0189 |
1.0153 |
-0.0036 |
-0.4% |
1.0141 |
| Close |
1.0210 |
1.0179 |
-0.0031 |
-0.3% |
1.0205 |
| Range |
0.0036 |
0.0068 |
0.0032 |
88.9% |
0.0134 |
| ATR |
0.0079 |
0.0078 |
-0.0001 |
-1.0% |
0.0000 |
| Volume |
9,576 |
12,784 |
3,208 |
33.5% |
83,264 |
|
| Daily Pivots for day following 19-Jul-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0388 |
1.0352 |
1.0216 |
|
| R3 |
1.0320 |
1.0284 |
1.0198 |
|
| R2 |
1.0252 |
1.0252 |
1.0191 |
|
| R1 |
1.0216 |
1.0216 |
1.0185 |
1.0200 |
| PP |
1.0184 |
1.0184 |
1.0184 |
1.0177 |
| S1 |
1.0148 |
1.0148 |
1.0173 |
1.0132 |
| S2 |
1.0116 |
1.0116 |
1.0167 |
|
| S3 |
1.0048 |
1.0080 |
1.0160 |
|
| S4 |
0.9980 |
1.0012 |
1.0142 |
|
|
| 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% |
0.0067 |
0.7% |
28% |
False |
False |
14,365 |
| 10 |
1.0310 |
1.0141 |
0.0169 |
1.7% |
0.0072 |
0.7% |
22% |
False |
False |
15,319 |
| 20 |
1.0552 |
1.0141 |
0.0411 |
4.0% |
0.0085 |
0.8% |
9% |
False |
False |
18,635 |
| 40 |
1.0552 |
1.0103 |
0.0449 |
4.4% |
0.0077 |
0.8% |
17% |
False |
False |
15,458 |
| 60 |
1.0650 |
1.0103 |
0.0547 |
5.4% |
0.0066 |
0.6% |
14% |
False |
False |
10,312 |
| 80 |
1.0650 |
1.0103 |
0.0547 |
5.4% |
0.0060 |
0.6% |
14% |
False |
False |
7,738 |
| 100 |
1.0650 |
1.0102 |
0.0548 |
5.4% |
0.0052 |
0.5% |
14% |
False |
False |
6,191 |
| 120 |
1.0650 |
0.9868 |
0.0782 |
7.7% |
0.0043 |
0.4% |
40% |
False |
False |
5,159 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0510 |
|
2.618 |
1.0399 |
|
1.618 |
1.0331 |
|
1.000 |
1.0289 |
|
0.618 |
1.0263 |
|
HIGH |
1.0221 |
|
0.618 |
1.0195 |
|
0.500 |
1.0187 |
|
0.382 |
1.0179 |
|
LOW |
1.0153 |
|
0.618 |
1.0111 |
|
1.000 |
1.0085 |
|
1.618 |
1.0043 |
|
2.618 |
0.9975 |
|
4.250 |
0.9864 |
|
|
| Fisher Pivots for day following 19-Jul-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1.0187 |
1.0204 |
| PP |
1.0184 |
1.0196 |
| S1 |
1.0182 |
1.0187 |
|