CME Swiss Franc Future September 2016
| Trading Metrics calculated at close of trading on 26-Jul-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Jul-2016 |
26-Jul-2016 |
Change |
Change % |
Previous Week |
| Open |
1.0147 |
1.0170 |
0.0023 |
0.2% |
1.0205 |
| High |
1.0182 |
1.0197 |
0.0015 |
0.1% |
1.0225 |
| Low |
1.0134 |
1.0095 |
-0.0039 |
-0.4% |
1.0123 |
| Close |
1.0168 |
1.0105 |
-0.0063 |
-0.6% |
1.0146 |
| Range |
0.0048 |
0.0102 |
0.0054 |
112.5% |
0.0102 |
| ATR |
0.0072 |
0.0074 |
0.0002 |
2.9% |
0.0000 |
| Volume |
11,354 |
17,962 |
6,608 |
58.2% |
65,124 |
|
| Daily Pivots for day following 26-Jul-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0438 |
1.0374 |
1.0161 |
|
| R3 |
1.0336 |
1.0272 |
1.0133 |
|
| R2 |
1.0234 |
1.0234 |
1.0124 |
|
| R1 |
1.0170 |
1.0170 |
1.0114 |
1.0151 |
| PP |
1.0132 |
1.0132 |
1.0132 |
1.0123 |
| S1 |
1.0068 |
1.0068 |
1.0096 |
1.0049 |
| S2 |
1.0030 |
1.0030 |
1.0086 |
|
| S3 |
0.9928 |
0.9966 |
1.0077 |
|
| S4 |
0.9826 |
0.9864 |
1.0049 |
|
|
| 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 |
1.0197 |
1.0095 |
0.0102 |
1.0% |
0.0066 |
0.6% |
10% |
True |
True |
14,416 |
| 10 |
1.0275 |
1.0095 |
0.0180 |
1.8% |
0.0066 |
0.7% |
6% |
False |
True |
14,390 |
| 20 |
1.0368 |
1.0095 |
0.0273 |
2.7% |
0.0072 |
0.7% |
4% |
False |
True |
15,552 |
| 40 |
1.0552 |
1.0095 |
0.0457 |
4.5% |
0.0081 |
0.8% |
2% |
False |
True |
17,240 |
| 60 |
1.0650 |
1.0095 |
0.0555 |
5.5% |
0.0068 |
0.7% |
2% |
False |
True |
11,513 |
| 80 |
1.0650 |
1.0095 |
0.0555 |
5.5% |
0.0061 |
0.6% |
2% |
False |
True |
8,638 |
| 100 |
1.0650 |
1.0095 |
0.0555 |
5.5% |
0.0054 |
0.5% |
2% |
False |
True |
6,911 |
| 120 |
1.0650 |
1.0095 |
0.0555 |
5.5% |
0.0046 |
0.5% |
2% |
False |
True |
5,759 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0631 |
|
2.618 |
1.0464 |
|
1.618 |
1.0362 |
|
1.000 |
1.0299 |
|
0.618 |
1.0260 |
|
HIGH |
1.0197 |
|
0.618 |
1.0158 |
|
0.500 |
1.0146 |
|
0.382 |
1.0134 |
|
LOW |
1.0095 |
|
0.618 |
1.0032 |
|
1.000 |
0.9993 |
|
1.618 |
0.9930 |
|
2.618 |
0.9828 |
|
4.250 |
0.9662 |
|
|
| Fisher Pivots for day following 26-Jul-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1.0146 |
1.0146 |
| PP |
1.0132 |
1.0132 |
| S1 |
1.0119 |
1.0119 |
|