CME Swiss Franc Future December 2016
| Trading Metrics calculated at close of trading on 20-Jul-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Jul-2016 |
20-Jul-2016 |
Change |
Change % |
Previous Week |
| Open |
1.0218 |
1.0213 |
-0.0005 |
0.0% |
1.0269 |
| High |
1.0235 |
1.0233 |
-0.0002 |
0.0% |
1.0327 |
| Low |
1.0218 |
1.0182 |
-0.0036 |
-0.4% |
1.0194 |
| Close |
1.0235 |
1.0215 |
-0.0020 |
-0.2% |
1.0261 |
| Range |
0.0017 |
0.0051 |
0.0034 |
200.0% |
0.0133 |
| ATR |
0.0054 |
0.0054 |
0.0000 |
-0.2% |
0.0000 |
| Volume |
2 |
15 |
13 |
650.0% |
50 |
|
| Daily Pivots for day following 20-Jul-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0363 |
1.0340 |
1.0243 |
|
| R3 |
1.0312 |
1.0289 |
1.0229 |
|
| R2 |
1.0261 |
1.0261 |
1.0224 |
|
| R1 |
1.0238 |
1.0238 |
1.0220 |
1.0250 |
| PP |
1.0210 |
1.0210 |
1.0210 |
1.0216 |
| S1 |
1.0187 |
1.0187 |
1.0210 |
1.0199 |
| S2 |
1.0159 |
1.0159 |
1.0206 |
|
| S3 |
1.0108 |
1.0136 |
1.0201 |
|
| S4 |
1.0057 |
1.0085 |
1.0187 |
|
|
| 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 |
1.0182 |
0.0145 |
1.4% |
0.0049 |
0.5% |
23% |
False |
True |
6 |
| 10 |
1.0351 |
1.0182 |
0.0169 |
1.7% |
0.0042 |
0.4% |
20% |
False |
True |
7 |
| 20 |
1.0578 |
1.0182 |
0.0396 |
3.9% |
0.0044 |
0.4% |
8% |
False |
True |
9 |
| 40 |
1.0578 |
1.0160 |
0.0418 |
4.1% |
0.0031 |
0.3% |
13% |
False |
False |
7 |
| 60 |
1.0599 |
1.0160 |
0.0439 |
4.3% |
0.0022 |
0.2% |
13% |
False |
False |
5 |
| 80 |
1.0618 |
1.0160 |
0.0458 |
4.5% |
0.0018 |
0.2% |
12% |
False |
False |
3 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0450 |
|
2.618 |
1.0367 |
|
1.618 |
1.0316 |
|
1.000 |
1.0284 |
|
0.618 |
1.0265 |
|
HIGH |
1.0233 |
|
0.618 |
1.0214 |
|
0.500 |
1.0208 |
|
0.382 |
1.0201 |
|
LOW |
1.0182 |
|
0.618 |
1.0150 |
|
1.000 |
1.0131 |
|
1.618 |
1.0099 |
|
2.618 |
1.0048 |
|
4.250 |
0.9965 |
|
|
| Fisher Pivots for day following 20-Jul-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1.0213 |
1.0230 |
| PP |
1.0210 |
1.0225 |
| S1 |
1.0208 |
1.0220 |
|