CME Swiss Franc Future December 2016
Trading Metrics calculated at close of trading on 11-Jul-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Jul-2016 |
11-Jul-2016 |
Change |
Change % |
Previous Week |
Open |
1.0290 |
1.0269 |
-0.0021 |
-0.2% |
1.0328 |
High |
1.0290 |
1.0280 |
-0.0010 |
-0.1% |
1.0363 |
Low |
1.0264 |
1.0250 |
-0.0014 |
-0.1% |
1.0264 |
Close |
1.0269 |
1.0271 |
0.0002 |
0.0% |
1.0269 |
Range |
0.0026 |
0.0030 |
0.0004 |
15.4% |
0.0099 |
ATR |
0.0054 |
0.0052 |
-0.0002 |
-3.1% |
0.0000 |
Volume |
5 |
9 |
4 |
80.0% |
39 |
|
Daily Pivots for day following 11-Jul-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.0357 |
1.0344 |
1.0288 |
|
R3 |
1.0327 |
1.0314 |
1.0279 |
|
R2 |
1.0297 |
1.0297 |
1.0277 |
|
R1 |
1.0284 |
1.0284 |
1.0274 |
1.0291 |
PP |
1.0267 |
1.0267 |
1.0267 |
1.0270 |
S1 |
1.0254 |
1.0254 |
1.0268 |
1.0261 |
S2 |
1.0237 |
1.0237 |
1.0266 |
|
S3 |
1.0207 |
1.0224 |
1.0263 |
|
S4 |
1.0177 |
1.0194 |
1.0255 |
|
|
Weekly Pivots for week ending 08-Jul-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.0596 |
1.0531 |
1.0323 |
|
R3 |
1.0497 |
1.0432 |
1.0296 |
|
R2 |
1.0398 |
1.0398 |
1.0287 |
|
R1 |
1.0333 |
1.0333 |
1.0278 |
1.0316 |
PP |
1.0299 |
1.0299 |
1.0299 |
1.0290 |
S1 |
1.0234 |
1.0234 |
1.0260 |
1.0217 |
S2 |
1.0200 |
1.0200 |
1.0251 |
|
S3 |
1.0101 |
1.0135 |
1.0242 |
|
S4 |
1.0002 |
1.0036 |
1.0215 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1.0363 |
1.0250 |
0.0113 |
1.1% |
0.0029 |
0.3% |
19% |
False |
True |
9 |
10 |
1.0365 |
1.0250 |
0.0115 |
1.1% |
0.0028 |
0.3% |
18% |
False |
True |
10 |
20 |
1.0578 |
1.0250 |
0.0328 |
3.2% |
0.0038 |
0.4% |
6% |
False |
True |
10 |
40 |
1.0578 |
1.0160 |
0.0418 |
4.1% |
0.0023 |
0.2% |
27% |
False |
False |
6 |
60 |
1.0599 |
1.0160 |
0.0439 |
4.3% |
0.0019 |
0.2% |
25% |
False |
False |
4 |
80 |
1.0618 |
1.0160 |
0.0458 |
4.5% |
0.0014 |
0.1% |
24% |
False |
False |
3 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.0408 |
2.618 |
1.0359 |
1.618 |
1.0329 |
1.000 |
1.0310 |
0.618 |
1.0299 |
HIGH |
1.0280 |
0.618 |
1.0269 |
0.500 |
1.0265 |
0.382 |
1.0261 |
LOW |
1.0250 |
0.618 |
1.0231 |
1.000 |
1.0220 |
1.618 |
1.0201 |
2.618 |
1.0171 |
4.250 |
1.0123 |
|
|
Fisher Pivots for day following 11-Jul-2016 |
Pivot |
1 day |
3 day |
R1 |
1.0269 |
1.0301 |
PP |
1.0267 |
1.0291 |
S1 |
1.0265 |
1.0281 |
|