CME Swiss Franc Future September 2016
| Trading Metrics calculated at close of trading on 20-Jul-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Jul-2016 |
20-Jul-2016 |
Change |
Change % |
Previous Week |
| Open |
1.0211 |
1.0178 |
-0.0033 |
-0.3% |
1.0214 |
| High |
1.0221 |
1.0183 |
-0.0038 |
-0.4% |
1.0275 |
| Low |
1.0153 |
1.0127 |
-0.0026 |
-0.3% |
1.0141 |
| Close |
1.0179 |
1.0160 |
-0.0019 |
-0.2% |
1.0205 |
| Range |
0.0068 |
0.0056 |
-0.0012 |
-17.6% |
0.0134 |
| ATR |
0.0078 |
0.0076 |
-0.0002 |
-2.0% |
0.0000 |
| Volume |
12,784 |
15,968 |
3,184 |
24.9% |
83,264 |
|
| Daily Pivots for day following 20-Jul-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0325 |
1.0298 |
1.0191 |
|
| R3 |
1.0269 |
1.0242 |
1.0175 |
|
| R2 |
1.0213 |
1.0213 |
1.0170 |
|
| R1 |
1.0186 |
1.0186 |
1.0165 |
1.0172 |
| PP |
1.0157 |
1.0157 |
1.0157 |
1.0149 |
| S1 |
1.0130 |
1.0130 |
1.0155 |
1.0116 |
| S2 |
1.0101 |
1.0101 |
1.0150 |
|
| S3 |
1.0045 |
1.0074 |
1.0145 |
|
| S4 |
0.9989 |
1.0018 |
1.0129 |
|
|
| 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 |
1.0127 |
0.0148 |
1.5% |
0.0063 |
0.6% |
22% |
False |
True |
13,910 |
| 10 |
1.0307 |
1.0127 |
0.0180 |
1.8% |
0.0071 |
0.7% |
18% |
False |
True |
15,329 |
| 20 |
1.0552 |
1.0127 |
0.0425 |
4.2% |
0.0085 |
0.8% |
8% |
False |
True |
18,234 |
| 40 |
1.0552 |
1.0103 |
0.0449 |
4.4% |
0.0078 |
0.8% |
13% |
False |
False |
15,856 |
| 60 |
1.0650 |
1.0103 |
0.0547 |
5.4% |
0.0067 |
0.7% |
10% |
False |
False |
10,578 |
| 80 |
1.0650 |
1.0103 |
0.0547 |
5.4% |
0.0060 |
0.6% |
10% |
False |
False |
7,937 |
| 100 |
1.0650 |
1.0102 |
0.0548 |
5.4% |
0.0052 |
0.5% |
11% |
False |
False |
6,350 |
| 120 |
1.0650 |
0.9868 |
0.0782 |
7.7% |
0.0044 |
0.4% |
37% |
False |
False |
5,292 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0421 |
|
2.618 |
1.0330 |
|
1.618 |
1.0274 |
|
1.000 |
1.0239 |
|
0.618 |
1.0218 |
|
HIGH |
1.0183 |
|
0.618 |
1.0162 |
|
0.500 |
1.0155 |
|
0.382 |
1.0148 |
|
LOW |
1.0127 |
|
0.618 |
1.0092 |
|
1.000 |
1.0071 |
|
1.618 |
1.0036 |
|
2.618 |
0.9980 |
|
4.250 |
0.9889 |
|
|
| Fisher Pivots for day following 20-Jul-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1.0158 |
1.0176 |
| PP |
1.0157 |
1.0171 |
| S1 |
1.0155 |
1.0165 |
|