CME Swiss Franc Future September 2016
| Trading Metrics calculated at close of trading on 22-Jul-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Jul-2016 |
22-Jul-2016 |
Change |
Change % |
Previous Week |
| Open |
1.0159 |
1.0171 |
0.0012 |
0.1% |
1.0205 |
| High |
1.0192 |
1.0188 |
-0.0004 |
0.0% |
1.0225 |
| Low |
1.0123 |
1.0135 |
0.0012 |
0.1% |
1.0123 |
| Close |
1.0164 |
1.0146 |
-0.0018 |
-0.2% |
1.0146 |
| Range |
0.0069 |
0.0053 |
-0.0016 |
-23.2% |
0.0102 |
| ATR |
0.0076 |
0.0074 |
-0.0002 |
-2.2% |
0.0000 |
| Volume |
14,568 |
12,228 |
-2,340 |
-16.1% |
65,124 |
|
| Daily Pivots for day following 22-Jul-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0315 |
1.0284 |
1.0175 |
|
| R3 |
1.0262 |
1.0231 |
1.0161 |
|
| R2 |
1.0209 |
1.0209 |
1.0156 |
|
| R1 |
1.0178 |
1.0178 |
1.0151 |
1.0167 |
| PP |
1.0156 |
1.0156 |
1.0156 |
1.0151 |
| S1 |
1.0125 |
1.0125 |
1.0141 |
1.0114 |
| S2 |
1.0103 |
1.0103 |
1.0136 |
|
| S3 |
1.0050 |
1.0072 |
1.0131 |
|
| S4 |
0.9997 |
1.0019 |
1.0117 |
|
|
| Weekly Pivots for week ending 22-Jul-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0471 |
1.0410 |
1.0202 |
|
| R3 |
1.0369 |
1.0308 |
1.0174 |
|
| R2 |
1.0267 |
1.0267 |
1.0165 |
|
| R1 |
1.0206 |
1.0206 |
1.0155 |
1.0186 |
| PP |
1.0165 |
1.0165 |
1.0165 |
1.0154 |
| S1 |
1.0104 |
1.0104 |
1.0137 |
1.0084 |
| S2 |
1.0063 |
1.0063 |
1.0127 |
|
| S3 |
0.9961 |
1.0002 |
1.0118 |
|
| S4 |
0.9859 |
0.9900 |
1.0090 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0225 |
1.0123 |
0.0102 |
1.0% |
0.0056 |
0.6% |
23% |
False |
False |
13,024 |
| 10 |
1.0275 |
1.0123 |
0.0152 |
1.5% |
0.0066 |
0.7% |
15% |
False |
False |
14,838 |
| 20 |
1.0476 |
1.0123 |
0.0353 |
3.5% |
0.0082 |
0.8% |
7% |
False |
False |
17,187 |
| 40 |
1.0552 |
1.0103 |
0.0449 |
4.4% |
0.0080 |
0.8% |
10% |
False |
False |
16,511 |
| 60 |
1.0650 |
1.0103 |
0.0547 |
5.4% |
0.0067 |
0.7% |
8% |
False |
False |
11,024 |
| 80 |
1.0650 |
1.0103 |
0.0547 |
5.4% |
0.0059 |
0.6% |
8% |
False |
False |
8,271 |
| 100 |
1.0650 |
1.0102 |
0.0548 |
5.4% |
0.0053 |
0.5% |
8% |
False |
False |
6,618 |
| 120 |
1.0650 |
0.9907 |
0.0743 |
7.3% |
0.0045 |
0.4% |
32% |
False |
False |
5,515 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0413 |
|
2.618 |
1.0327 |
|
1.618 |
1.0274 |
|
1.000 |
1.0241 |
|
0.618 |
1.0221 |
|
HIGH |
1.0188 |
|
0.618 |
1.0168 |
|
0.500 |
1.0162 |
|
0.382 |
1.0155 |
|
LOW |
1.0135 |
|
0.618 |
1.0102 |
|
1.000 |
1.0082 |
|
1.618 |
1.0049 |
|
2.618 |
0.9996 |
|
4.250 |
0.9910 |
|
|
| Fisher Pivots for day following 22-Jul-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1.0162 |
1.0158 |
| PP |
1.0156 |
1.0154 |
| S1 |
1.0151 |
1.0150 |
|