CME Swiss Franc Future September 2016
| Trading Metrics calculated at close of trading on 21-Jul-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Jul-2016 |
21-Jul-2016 |
Change |
Change % |
Previous Week |
| Open |
1.0178 |
1.0159 |
-0.0019 |
-0.2% |
1.0214 |
| High |
1.0183 |
1.0192 |
0.0009 |
0.1% |
1.0275 |
| Low |
1.0127 |
1.0123 |
-0.0004 |
0.0% |
1.0141 |
| Close |
1.0160 |
1.0164 |
0.0004 |
0.0% |
1.0205 |
| Range |
0.0056 |
0.0069 |
0.0013 |
23.2% |
0.0134 |
| ATR |
0.0076 |
0.0076 |
-0.0001 |
-0.7% |
0.0000 |
| Volume |
15,968 |
14,568 |
-1,400 |
-8.8% |
83,264 |
|
| Daily Pivots for day following 21-Jul-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0367 |
1.0334 |
1.0202 |
|
| R3 |
1.0298 |
1.0265 |
1.0183 |
|
| R2 |
1.0229 |
1.0229 |
1.0177 |
|
| R1 |
1.0196 |
1.0196 |
1.0170 |
1.0213 |
| PP |
1.0160 |
1.0160 |
1.0160 |
1.0168 |
| S1 |
1.0127 |
1.0127 |
1.0158 |
1.0144 |
| S2 |
1.0091 |
1.0091 |
1.0151 |
|
| S3 |
1.0022 |
1.0058 |
1.0145 |
|
| S4 |
0.9953 |
0.9989 |
1.0126 |
|
|
| 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 |
1.0255 |
1.0123 |
0.0132 |
1.3% |
0.0059 |
0.6% |
31% |
False |
True |
13,256 |
| 10 |
1.0285 |
1.0123 |
0.0162 |
1.6% |
0.0072 |
0.7% |
25% |
False |
True |
15,668 |
| 20 |
1.0552 |
1.0123 |
0.0429 |
4.2% |
0.0084 |
0.8% |
10% |
False |
True |
17,881 |
| 40 |
1.0552 |
1.0103 |
0.0449 |
4.4% |
0.0079 |
0.8% |
14% |
False |
False |
16,206 |
| 60 |
1.0650 |
1.0103 |
0.0547 |
5.4% |
0.0067 |
0.7% |
11% |
False |
False |
10,821 |
| 80 |
1.0650 |
1.0103 |
0.0547 |
5.4% |
0.0059 |
0.6% |
11% |
False |
False |
8,119 |
| 100 |
1.0650 |
1.0102 |
0.0548 |
5.4% |
0.0052 |
0.5% |
11% |
False |
False |
6,496 |
| 120 |
1.0650 |
0.9907 |
0.0743 |
7.3% |
0.0044 |
0.4% |
35% |
False |
False |
5,413 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0485 |
|
2.618 |
1.0373 |
|
1.618 |
1.0304 |
|
1.000 |
1.0261 |
|
0.618 |
1.0235 |
|
HIGH |
1.0192 |
|
0.618 |
1.0166 |
|
0.500 |
1.0158 |
|
0.382 |
1.0149 |
|
LOW |
1.0123 |
|
0.618 |
1.0080 |
|
1.000 |
1.0054 |
|
1.618 |
1.0011 |
|
2.618 |
0.9942 |
|
4.250 |
0.9830 |
|
|
| Fisher Pivots for day following 21-Jul-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1.0162 |
1.0172 |
| PP |
1.0160 |
1.0169 |
| S1 |
1.0158 |
1.0167 |
|