CME Swiss Franc Future September 2016
| Trading Metrics calculated at close of trading on 28-Jul-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Jul-2016 |
28-Jul-2016 |
Change |
Change % |
Previous Week |
| Open |
1.0107 |
1.0162 |
0.0055 |
0.5% |
1.0205 |
| High |
1.0172 |
1.0237 |
0.0065 |
0.6% |
1.0225 |
| Low |
1.0034 |
1.0161 |
0.0127 |
1.3% |
1.0123 |
| Close |
1.0125 |
1.0221 |
0.0096 |
0.9% |
1.0146 |
| Range |
0.0138 |
0.0076 |
-0.0062 |
-44.9% |
0.0102 |
| ATR |
0.0079 |
0.0081 |
0.0002 |
3.0% |
0.0000 |
| Volume |
16,494 |
18,481 |
1,987 |
12.0% |
65,124 |
|
| Daily Pivots for day following 28-Jul-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0434 |
1.0404 |
1.0263 |
|
| R3 |
1.0358 |
1.0328 |
1.0242 |
|
| R2 |
1.0282 |
1.0282 |
1.0235 |
|
| R1 |
1.0252 |
1.0252 |
1.0228 |
1.0267 |
| PP |
1.0206 |
1.0206 |
1.0206 |
1.0214 |
| S1 |
1.0176 |
1.0176 |
1.0214 |
1.0191 |
| S2 |
1.0130 |
1.0130 |
1.0207 |
|
| S3 |
1.0054 |
1.0100 |
1.0200 |
|
| S4 |
0.9978 |
1.0024 |
1.0179 |
|
|
| 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 |
1.0237 |
1.0034 |
0.0203 |
2.0% |
0.0083 |
0.8% |
92% |
True |
False |
15,303 |
| 10 |
1.0255 |
1.0034 |
0.0221 |
2.2% |
0.0071 |
0.7% |
85% |
False |
False |
14,280 |
| 20 |
1.0368 |
1.0034 |
0.0334 |
3.3% |
0.0077 |
0.7% |
56% |
False |
False |
15,847 |
| 40 |
1.0552 |
1.0034 |
0.0518 |
5.1% |
0.0083 |
0.8% |
36% |
False |
False |
18,078 |
| 60 |
1.0552 |
1.0034 |
0.0518 |
5.1% |
0.0069 |
0.7% |
36% |
False |
False |
12,093 |
| 80 |
1.0650 |
1.0034 |
0.0616 |
6.0% |
0.0063 |
0.6% |
30% |
False |
False |
9,075 |
| 100 |
1.0650 |
1.0034 |
0.0616 |
6.0% |
0.0056 |
0.5% |
30% |
False |
False |
7,261 |
| 120 |
1.0650 |
1.0034 |
0.0616 |
6.0% |
0.0048 |
0.5% |
30% |
False |
False |
6,051 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0560 |
|
2.618 |
1.0436 |
|
1.618 |
1.0360 |
|
1.000 |
1.0313 |
|
0.618 |
1.0284 |
|
HIGH |
1.0237 |
|
0.618 |
1.0208 |
|
0.500 |
1.0199 |
|
0.382 |
1.0190 |
|
LOW |
1.0161 |
|
0.618 |
1.0114 |
|
1.000 |
1.0085 |
|
1.618 |
1.0038 |
|
2.618 |
0.9962 |
|
4.250 |
0.9838 |
|
|
| Fisher Pivots for day following 28-Jul-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1.0214 |
1.0193 |
| PP |
1.0206 |
1.0164 |
| S1 |
1.0199 |
1.0136 |
|