CME Swiss Franc Future December 2016
| Trading Metrics calculated at close of trading on 12-Jul-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Jul-2016 |
12-Jul-2016 |
Change |
Change % |
Previous Week |
| Open |
1.0269 |
1.0215 |
-0.0054 |
-0.5% |
1.0328 |
| High |
1.0280 |
1.0215 |
-0.0065 |
-0.6% |
1.0363 |
| Low |
1.0250 |
1.0214 |
-0.0036 |
-0.4% |
1.0264 |
| Close |
1.0271 |
1.0214 |
-0.0057 |
-0.6% |
1.0269 |
| Range |
0.0030 |
0.0001 |
-0.0029 |
-96.7% |
0.0099 |
| ATR |
0.0052 |
0.0052 |
0.0000 |
0.7% |
0.0000 |
| Volume |
9 |
1 |
-8 |
-88.9% |
39 |
|
| Daily Pivots for day following 12-Jul-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0217 |
1.0217 |
1.0215 |
|
| R3 |
1.0216 |
1.0216 |
1.0214 |
|
| R2 |
1.0215 |
1.0215 |
1.0214 |
|
| R1 |
1.0215 |
1.0215 |
1.0214 |
1.0215 |
| PP |
1.0214 |
1.0214 |
1.0214 |
1.0214 |
| S1 |
1.0214 |
1.0214 |
1.0214 |
1.0214 |
| S2 |
1.0213 |
1.0213 |
1.0214 |
|
| S3 |
1.0212 |
1.0213 |
1.0214 |
|
| S4 |
1.0211 |
1.0212 |
1.0213 |
|
|
| 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 |
1.0214 |
0.0149 |
1.5% |
0.0029 |
0.3% |
0% |
False |
True |
9 |
| 10 |
1.0365 |
1.0214 |
0.0151 |
1.5% |
0.0025 |
0.2% |
0% |
False |
True |
9 |
| 20 |
1.0578 |
1.0214 |
0.0364 |
3.6% |
0.0038 |
0.4% |
0% |
False |
True |
10 |
| 40 |
1.0578 |
1.0160 |
0.0418 |
4.1% |
0.0023 |
0.2% |
13% |
False |
False |
6 |
| 60 |
1.0599 |
1.0160 |
0.0439 |
4.3% |
0.0019 |
0.2% |
12% |
False |
False |
4 |
| 80 |
1.0618 |
1.0160 |
0.0458 |
4.5% |
0.0014 |
0.1% |
12% |
False |
False |
3 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0219 |
|
2.618 |
1.0218 |
|
1.618 |
1.0217 |
|
1.000 |
1.0216 |
|
0.618 |
1.0216 |
|
HIGH |
1.0215 |
|
0.618 |
1.0215 |
|
0.500 |
1.0215 |
|
0.382 |
1.0214 |
|
LOW |
1.0214 |
|
0.618 |
1.0213 |
|
1.000 |
1.0213 |
|
1.618 |
1.0212 |
|
2.618 |
1.0211 |
|
4.250 |
1.0210 |
|
|
| Fisher Pivots for day following 12-Jul-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1.0215 |
1.0252 |
| PP |
1.0214 |
1.0239 |
| S1 |
1.0214 |
1.0227 |
|