CME Swiss Franc Future September 2016
| Trading Metrics calculated at close of trading on 25-Jul-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Jul-2016 |
25-Jul-2016 |
Change |
Change % |
Previous Week |
| Open |
1.0171 |
1.0147 |
-0.0024 |
-0.2% |
1.0205 |
| High |
1.0188 |
1.0182 |
-0.0006 |
-0.1% |
1.0225 |
| Low |
1.0135 |
1.0134 |
-0.0001 |
0.0% |
1.0123 |
| Close |
1.0146 |
1.0168 |
0.0022 |
0.2% |
1.0146 |
| Range |
0.0053 |
0.0048 |
-0.0005 |
-9.4% |
0.0102 |
| ATR |
0.0074 |
0.0072 |
-0.0002 |
-2.5% |
0.0000 |
| Volume |
12,228 |
11,354 |
-874 |
-7.1% |
65,124 |
|
| Daily Pivots for day following 25-Jul-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0305 |
1.0285 |
1.0194 |
|
| R3 |
1.0257 |
1.0237 |
1.0181 |
|
| R2 |
1.0209 |
1.0209 |
1.0177 |
|
| R1 |
1.0189 |
1.0189 |
1.0172 |
1.0199 |
| PP |
1.0161 |
1.0161 |
1.0161 |
1.0167 |
| S1 |
1.0141 |
1.0141 |
1.0164 |
1.0151 |
| S2 |
1.0113 |
1.0113 |
1.0159 |
|
| S3 |
1.0065 |
1.0093 |
1.0155 |
|
| S4 |
1.0017 |
1.0045 |
1.0142 |
|
|
| 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 |
1.0221 |
1.0123 |
0.0098 |
1.0% |
0.0059 |
0.6% |
46% |
False |
False |
13,380 |
| 10 |
1.0275 |
1.0123 |
0.0152 |
1.5% |
0.0067 |
0.7% |
30% |
False |
False |
14,672 |
| 20 |
1.0368 |
1.0123 |
0.0245 |
2.4% |
0.0073 |
0.7% |
18% |
False |
False |
15,916 |
| 40 |
1.0552 |
1.0103 |
0.0449 |
4.4% |
0.0080 |
0.8% |
14% |
False |
False |
16,793 |
| 60 |
1.0650 |
1.0103 |
0.0547 |
5.4% |
0.0068 |
0.7% |
12% |
False |
False |
11,214 |
| 80 |
1.0650 |
1.0103 |
0.0547 |
5.4% |
0.0060 |
0.6% |
12% |
False |
False |
8,413 |
| 100 |
1.0650 |
1.0102 |
0.0548 |
5.4% |
0.0053 |
0.5% |
12% |
False |
False |
6,732 |
| 120 |
1.0650 |
1.0058 |
0.0592 |
5.8% |
0.0045 |
0.4% |
19% |
False |
False |
5,610 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0386 |
|
2.618 |
1.0308 |
|
1.618 |
1.0260 |
|
1.000 |
1.0230 |
|
0.618 |
1.0212 |
|
HIGH |
1.0182 |
|
0.618 |
1.0164 |
|
0.500 |
1.0158 |
|
0.382 |
1.0152 |
|
LOW |
1.0134 |
|
0.618 |
1.0104 |
|
1.000 |
1.0086 |
|
1.618 |
1.0056 |
|
2.618 |
1.0008 |
|
4.250 |
0.9930 |
|
|
| Fisher Pivots for day following 25-Jul-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1.0165 |
1.0165 |
| PP |
1.0161 |
1.0161 |
| S1 |
1.0158 |
1.0158 |
|