CME Swiss Franc Future December 2016
Trading Metrics calculated at close of trading on 19-Jul-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Jul-2016 |
19-Jul-2016 |
Change |
Change % |
Previous Week |
Open |
1.0266 |
1.0218 |
-0.0048 |
-0.5% |
1.0269 |
High |
1.0278 |
1.0235 |
-0.0043 |
-0.4% |
1.0327 |
Low |
1.0246 |
1.0218 |
-0.0028 |
-0.3% |
1.0194 |
Close |
1.0266 |
1.0235 |
-0.0031 |
-0.3% |
1.0261 |
Range |
0.0032 |
0.0017 |
-0.0015 |
-46.9% |
0.0133 |
ATR |
0.0055 |
0.0054 |
0.0000 |
-0.9% |
0.0000 |
Volume |
0 |
2 |
2 |
|
50 |
|
Daily Pivots for day following 19-Jul-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.0280 |
1.0275 |
1.0244 |
|
R3 |
1.0263 |
1.0258 |
1.0240 |
|
R2 |
1.0246 |
1.0246 |
1.0238 |
|
R1 |
1.0241 |
1.0241 |
1.0237 |
1.0244 |
PP |
1.0229 |
1.0229 |
1.0229 |
1.0231 |
S1 |
1.0224 |
1.0224 |
1.0233 |
1.0227 |
S2 |
1.0212 |
1.0212 |
1.0232 |
|
S3 |
1.0195 |
1.0207 |
1.0230 |
|
S4 |
1.0178 |
1.0190 |
1.0226 |
|
|
Weekly Pivots for week ending 15-Jul-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.0660 |
1.0593 |
1.0334 |
|
R3 |
1.0527 |
1.0460 |
1.0298 |
|
R2 |
1.0394 |
1.0394 |
1.0285 |
|
R1 |
1.0327 |
1.0327 |
1.0273 |
1.0294 |
PP |
1.0261 |
1.0261 |
1.0261 |
1.0244 |
S1 |
1.0194 |
1.0194 |
1.0249 |
1.0161 |
S2 |
1.0128 |
1.0128 |
1.0237 |
|
S3 |
0.9995 |
1.0061 |
1.0224 |
|
S4 |
0.9862 |
0.9928 |
1.0188 |
|
|
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% |
0.0054 |
0.5% |
31% |
False |
False |
8 |
10 |
1.0363 |
1.0194 |
0.0169 |
1.7% |
0.0042 |
0.4% |
24% |
False |
False |
9 |
20 |
1.0578 |
1.0194 |
0.0384 |
3.8% |
0.0043 |
0.4% |
11% |
False |
False |
9 |
40 |
1.0578 |
1.0160 |
0.0418 |
4.1% |
0.0030 |
0.3% |
18% |
False |
False |
7 |
60 |
1.0599 |
1.0160 |
0.0439 |
4.3% |
0.0021 |
0.2% |
17% |
False |
False |
4 |
80 |
1.0618 |
1.0160 |
0.0458 |
4.5% |
0.0018 |
0.2% |
16% |
False |
False |
3 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.0307 |
2.618 |
1.0280 |
1.618 |
1.0263 |
1.000 |
1.0252 |
0.618 |
1.0246 |
HIGH |
1.0235 |
0.618 |
1.0229 |
0.500 |
1.0227 |
0.382 |
1.0224 |
LOW |
1.0218 |
0.618 |
1.0207 |
1.000 |
1.0201 |
1.618 |
1.0190 |
2.618 |
1.0173 |
4.250 |
1.0146 |
|
|
Fisher Pivots for day following 19-Jul-2016 |
Pivot |
1 day |
3 day |
R1 |
1.0232 |
1.0263 |
PP |
1.0229 |
1.0253 |
S1 |
1.0227 |
1.0244 |
|