CME Swiss Franc Future December 2016
| Trading Metrics calculated at close of trading on 13-Jul-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Jul-2016 |
13-Jul-2016 |
Change |
Change % |
Previous Week |
| Open |
1.0215 |
1.0194 |
-0.0021 |
-0.2% |
1.0328 |
| High |
1.0215 |
1.0269 |
0.0054 |
0.5% |
1.0363 |
| Low |
1.0214 |
1.0194 |
-0.0020 |
-0.2% |
1.0264 |
| Close |
1.0214 |
1.0263 |
0.0049 |
0.5% |
1.0269 |
| Range |
0.0001 |
0.0075 |
0.0074 |
7,400.0% |
0.0099 |
| ATR |
0.0052 |
0.0054 |
0.0002 |
3.1% |
0.0000 |
| Volume |
1 |
24 |
23 |
2,300.0% |
39 |
|
| Daily Pivots for day following 13-Jul-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0467 |
1.0440 |
1.0304 |
|
| R3 |
1.0392 |
1.0365 |
1.0284 |
|
| R2 |
1.0317 |
1.0317 |
1.0277 |
|
| R1 |
1.0290 |
1.0290 |
1.0270 |
1.0304 |
| PP |
1.0242 |
1.0242 |
1.0242 |
1.0249 |
| S1 |
1.0215 |
1.0215 |
1.0256 |
1.0229 |
| S2 |
1.0167 |
1.0167 |
1.0249 |
|
| S3 |
1.0092 |
1.0140 |
1.0242 |
|
| S4 |
1.0017 |
1.0065 |
1.0222 |
|
|
| 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 |
1.0351 |
1.0194 |
0.0157 |
1.5% |
0.0035 |
0.3% |
44% |
False |
True |
9 |
| 10 |
1.0365 |
1.0194 |
0.0171 |
1.7% |
0.0028 |
0.3% |
40% |
False |
True |
9 |
| 20 |
1.0578 |
1.0194 |
0.0384 |
3.7% |
0.0041 |
0.4% |
18% |
False |
True |
9 |
| 40 |
1.0578 |
1.0160 |
0.0418 |
4.1% |
0.0025 |
0.2% |
25% |
False |
False |
6 |
| 60 |
1.0599 |
1.0160 |
0.0439 |
4.3% |
0.0020 |
0.2% |
23% |
False |
False |
4 |
| 80 |
1.0618 |
1.0160 |
0.0458 |
4.5% |
0.0015 |
0.1% |
22% |
False |
False |
3 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0588 |
|
2.618 |
1.0465 |
|
1.618 |
1.0390 |
|
1.000 |
1.0344 |
|
0.618 |
1.0315 |
|
HIGH |
1.0269 |
|
0.618 |
1.0240 |
|
0.500 |
1.0232 |
|
0.382 |
1.0223 |
|
LOW |
1.0194 |
|
0.618 |
1.0148 |
|
1.000 |
1.0119 |
|
1.618 |
1.0073 |
|
2.618 |
0.9998 |
|
4.250 |
0.9875 |
|
|
| Fisher Pivots for day following 13-Jul-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1.0253 |
1.0254 |
| PP |
1.0242 |
1.0246 |
| S1 |
1.0232 |
1.0237 |
|