CME Swiss Franc Future December 2016
Trading Metrics calculated at close of trading on 06-Jul-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Jul-2016 |
06-Jul-2016 |
Change |
Change % |
Previous Week |
Open |
1.0328 |
1.0320 |
-0.0008 |
-0.1% |
1.0288 |
High |
1.0328 |
1.0363 |
0.0035 |
0.3% |
1.0365 |
Low |
1.0328 |
1.0314 |
-0.0014 |
-0.1% |
1.0270 |
Close |
1.0328 |
1.0363 |
0.0035 |
0.3% |
1.0365 |
Range |
0.0000 |
0.0049 |
0.0049 |
|
0.0095 |
ATR |
0.0055 |
0.0054 |
0.0000 |
-0.7% |
0.0000 |
Volume |
0 |
27 |
27 |
|
58 |
|
Daily Pivots for day following 06-Jul-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.0494 |
1.0477 |
1.0390 |
|
R3 |
1.0445 |
1.0428 |
1.0376 |
|
R2 |
1.0396 |
1.0396 |
1.0372 |
|
R1 |
1.0379 |
1.0379 |
1.0367 |
1.0388 |
PP |
1.0347 |
1.0347 |
1.0347 |
1.0351 |
S1 |
1.0330 |
1.0330 |
1.0359 |
1.0339 |
S2 |
1.0298 |
1.0298 |
1.0354 |
|
S3 |
1.0249 |
1.0281 |
1.0350 |
|
S4 |
1.0200 |
1.0232 |
1.0336 |
|
|
Weekly Pivots for week ending 01-Jul-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.0618 |
1.0587 |
1.0417 |
|
R3 |
1.0523 |
1.0492 |
1.0391 |
|
R2 |
1.0428 |
1.0428 |
1.0382 |
|
R1 |
1.0397 |
1.0397 |
1.0374 |
1.0413 |
PP |
1.0333 |
1.0333 |
1.0333 |
1.0341 |
S1 |
1.0302 |
1.0302 |
1.0356 |
1.0318 |
S2 |
1.0238 |
1.0238 |
1.0348 |
|
S3 |
1.0143 |
1.0207 |
1.0339 |
|
S4 |
1.0048 |
1.0112 |
1.0313 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1.0365 |
1.0294 |
0.0071 |
0.7% |
0.0021 |
0.2% |
97% |
False |
False |
9 |
10 |
1.0578 |
1.0270 |
0.0308 |
3.0% |
0.0045 |
0.4% |
30% |
False |
False |
11 |
20 |
1.0578 |
1.0270 |
0.0308 |
3.0% |
0.0037 |
0.4% |
30% |
False |
False |
10 |
40 |
1.0578 |
1.0160 |
0.0418 |
4.0% |
0.0021 |
0.2% |
49% |
False |
False |
5 |
60 |
1.0603 |
1.0160 |
0.0443 |
4.3% |
0.0017 |
0.2% |
46% |
False |
False |
3 |
80 |
1.0618 |
1.0160 |
0.0458 |
4.4% |
0.0013 |
0.1% |
44% |
False |
False |
2 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.0571 |
2.618 |
1.0491 |
1.618 |
1.0442 |
1.000 |
1.0412 |
0.618 |
1.0393 |
HIGH |
1.0363 |
0.618 |
1.0344 |
0.500 |
1.0339 |
0.382 |
1.0333 |
LOW |
1.0314 |
0.618 |
1.0284 |
1.000 |
1.0265 |
1.618 |
1.0235 |
2.618 |
1.0186 |
4.250 |
1.0106 |
|
|
Fisher Pivots for day following 06-Jul-2016 |
Pivot |
1 day |
3 day |
R1 |
1.0355 |
1.0355 |
PP |
1.0347 |
1.0347 |
S1 |
1.0339 |
1.0340 |
|