CME Swiss Franc Future December 2016
| Trading Metrics calculated at close of trading on 14-Jul-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Jul-2016 |
14-Jul-2016 |
Change |
Change % |
Previous Week |
| Open |
1.0194 |
1.0320 |
0.0126 |
1.2% |
1.0328 |
| High |
1.0269 |
1.0327 |
0.0058 |
0.6% |
1.0363 |
| Low |
1.0194 |
1.0243 |
0.0049 |
0.5% |
1.0264 |
| Close |
1.0263 |
1.0290 |
0.0027 |
0.3% |
1.0269 |
| Range |
0.0075 |
0.0084 |
0.0009 |
12.0% |
0.0099 |
| ATR |
0.0054 |
0.0056 |
0.0002 |
4.0% |
0.0000 |
| Volume |
24 |
2 |
-22 |
-91.7% |
39 |
|
| Daily Pivots for day following 14-Jul-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0539 |
1.0498 |
1.0336 |
|
| R3 |
1.0455 |
1.0414 |
1.0313 |
|
| R2 |
1.0371 |
1.0371 |
1.0305 |
|
| R1 |
1.0330 |
1.0330 |
1.0298 |
1.0309 |
| PP |
1.0287 |
1.0287 |
1.0287 |
1.0276 |
| S1 |
1.0246 |
1.0246 |
1.0282 |
1.0225 |
| S2 |
1.0203 |
1.0203 |
1.0275 |
|
| S3 |
1.0119 |
1.0162 |
1.0267 |
|
| S4 |
1.0035 |
1.0078 |
1.0244 |
|
|
| 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 |
1.0327 |
1.0194 |
0.0133 |
1.3% |
0.0043 |
0.4% |
72% |
True |
False |
8 |
| 10 |
1.0365 |
1.0194 |
0.0171 |
1.7% |
0.0033 |
0.3% |
56% |
False |
False |
8 |
| 20 |
1.0578 |
1.0194 |
0.0384 |
3.7% |
0.0043 |
0.4% |
25% |
False |
False |
9 |
| 40 |
1.0578 |
1.0160 |
0.0418 |
4.1% |
0.0027 |
0.3% |
31% |
False |
False |
6 |
| 60 |
1.0599 |
1.0160 |
0.0439 |
4.3% |
0.0021 |
0.2% |
30% |
False |
False |
4 |
| 80 |
1.0618 |
1.0160 |
0.0458 |
4.5% |
0.0016 |
0.2% |
28% |
False |
False |
3 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0684 |
|
2.618 |
1.0547 |
|
1.618 |
1.0463 |
|
1.000 |
1.0411 |
|
0.618 |
1.0379 |
|
HIGH |
1.0327 |
|
0.618 |
1.0295 |
|
0.500 |
1.0285 |
|
0.382 |
1.0275 |
|
LOW |
1.0243 |
|
0.618 |
1.0191 |
|
1.000 |
1.0159 |
|
1.618 |
1.0107 |
|
2.618 |
1.0023 |
|
4.250 |
0.9886 |
|
|
| Fisher Pivots for day following 14-Jul-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1.0288 |
1.0280 |
| PP |
1.0287 |
1.0270 |
| S1 |
1.0285 |
1.0261 |
|