CME Swiss Franc Future September 2016
| Trading Metrics calculated at close of trading on 29-Jul-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Jul-2016 |
29-Jul-2016 |
Change |
Change % |
Previous Week |
| Open |
1.0162 |
1.0227 |
0.0065 |
0.6% |
1.0147 |
| High |
1.0237 |
1.0405 |
0.0168 |
1.6% |
1.0405 |
| Low |
1.0161 |
1.0218 |
0.0057 |
0.6% |
1.0034 |
| Close |
1.0221 |
1.0353 |
0.0132 |
1.3% |
1.0353 |
| Range |
0.0076 |
0.0187 |
0.0111 |
146.1% |
0.0371 |
| ATR |
0.0081 |
0.0089 |
0.0008 |
9.3% |
0.0000 |
| Volume |
18,481 |
34,660 |
16,179 |
87.5% |
98,951 |
|
| Daily Pivots for day following 29-Jul-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0886 |
1.0807 |
1.0456 |
|
| R3 |
1.0699 |
1.0620 |
1.0404 |
|
| R2 |
1.0512 |
1.0512 |
1.0387 |
|
| R1 |
1.0433 |
1.0433 |
1.0370 |
1.0473 |
| PP |
1.0325 |
1.0325 |
1.0325 |
1.0345 |
| S1 |
1.0246 |
1.0246 |
1.0336 |
1.0286 |
| S2 |
1.0138 |
1.0138 |
1.0319 |
|
| S3 |
0.9951 |
1.0059 |
1.0302 |
|
| S4 |
0.9764 |
0.9872 |
1.0250 |
|
|
| Weekly Pivots for week ending 29-Jul-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1377 |
1.1236 |
1.0557 |
|
| R3 |
1.1006 |
1.0865 |
1.0455 |
|
| R2 |
1.0635 |
1.0635 |
1.0421 |
|
| R1 |
1.0494 |
1.0494 |
1.0387 |
1.0565 |
| PP |
1.0264 |
1.0264 |
1.0264 |
1.0299 |
| S1 |
1.0123 |
1.0123 |
1.0319 |
1.0194 |
| S2 |
0.9893 |
0.9893 |
1.0285 |
|
| S3 |
0.9522 |
0.9752 |
1.0251 |
|
| S4 |
0.9151 |
0.9381 |
1.0149 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0405 |
1.0034 |
0.0371 |
3.6% |
0.0110 |
1.1% |
86% |
True |
False |
19,790 |
| 10 |
1.0405 |
1.0034 |
0.0371 |
3.6% |
0.0083 |
0.8% |
86% |
True |
False |
16,407 |
| 20 |
1.0405 |
1.0034 |
0.0371 |
3.6% |
0.0081 |
0.8% |
86% |
True |
False |
16,394 |
| 40 |
1.0552 |
1.0034 |
0.0518 |
5.0% |
0.0086 |
0.8% |
62% |
False |
False |
18,922 |
| 60 |
1.0552 |
1.0034 |
0.0518 |
5.0% |
0.0072 |
0.7% |
62% |
False |
False |
12,670 |
| 80 |
1.0650 |
1.0034 |
0.0616 |
5.9% |
0.0065 |
0.6% |
52% |
False |
False |
9,508 |
| 100 |
1.0650 |
1.0034 |
0.0616 |
5.9% |
0.0058 |
0.6% |
52% |
False |
False |
7,608 |
| 120 |
1.0650 |
1.0034 |
0.0616 |
5.9% |
0.0049 |
0.5% |
52% |
False |
False |
6,340 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1200 |
|
2.618 |
1.0895 |
|
1.618 |
1.0708 |
|
1.000 |
1.0592 |
|
0.618 |
1.0521 |
|
HIGH |
1.0405 |
|
0.618 |
1.0334 |
|
0.500 |
1.0312 |
|
0.382 |
1.0289 |
|
LOW |
1.0218 |
|
0.618 |
1.0102 |
|
1.000 |
1.0031 |
|
1.618 |
0.9915 |
|
2.618 |
0.9728 |
|
4.250 |
0.9423 |
|
|
| Fisher Pivots for day following 29-Jul-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1.0339 |
1.0309 |
| PP |
1.0325 |
1.0264 |
| S1 |
1.0312 |
1.0220 |
|