CME Swiss Franc Future December 2016
| Trading Metrics calculated at close of trading on 21-Jul-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Jul-2016 |
21-Jul-2016 |
Change |
Change % |
Previous Week |
| Open |
1.0213 |
1.0203 |
-0.0010 |
-0.1% |
1.0269 |
| High |
1.0233 |
1.0241 |
0.0008 |
0.1% |
1.0327 |
| Low |
1.0182 |
1.0181 |
-0.0001 |
0.0% |
1.0194 |
| Close |
1.0215 |
1.0219 |
0.0004 |
0.0% |
1.0261 |
| Range |
0.0051 |
0.0060 |
0.0009 |
17.6% |
0.0133 |
| ATR |
0.0054 |
0.0055 |
0.0000 |
0.8% |
0.0000 |
| Volume |
15 |
13 |
-2 |
-13.3% |
50 |
|
| Daily Pivots for day following 21-Jul-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0394 |
1.0366 |
1.0252 |
|
| R3 |
1.0334 |
1.0306 |
1.0236 |
|
| R2 |
1.0274 |
1.0274 |
1.0230 |
|
| R1 |
1.0246 |
1.0246 |
1.0225 |
1.0260 |
| PP |
1.0214 |
1.0214 |
1.0214 |
1.0221 |
| S1 |
1.0186 |
1.0186 |
1.0214 |
1.0200 |
| S2 |
1.0154 |
1.0154 |
1.0208 |
|
| S3 |
1.0094 |
1.0126 |
1.0203 |
|
| S4 |
1.0034 |
1.0066 |
1.0186 |
|
|
| 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 |
1.0307 |
1.0181 |
0.0126 |
1.2% |
0.0044 |
0.4% |
30% |
False |
True |
8 |
| 10 |
1.0327 |
1.0181 |
0.0146 |
1.4% |
0.0044 |
0.4% |
26% |
False |
True |
8 |
| 20 |
1.0578 |
1.0181 |
0.0397 |
3.9% |
0.0043 |
0.4% |
10% |
False |
True |
10 |
| 40 |
1.0578 |
1.0160 |
0.0418 |
4.1% |
0.0033 |
0.3% |
14% |
False |
False |
7 |
| 60 |
1.0599 |
1.0160 |
0.0439 |
4.3% |
0.0023 |
0.2% |
13% |
False |
False |
5 |
| 80 |
1.0618 |
1.0160 |
0.0458 |
4.5% |
0.0019 |
0.2% |
13% |
False |
False |
4 |
| 100 |
1.0618 |
1.0160 |
0.0458 |
4.5% |
0.0015 |
0.2% |
13% |
False |
False |
3 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0496 |
|
2.618 |
1.0398 |
|
1.618 |
1.0338 |
|
1.000 |
1.0301 |
|
0.618 |
1.0278 |
|
HIGH |
1.0241 |
|
0.618 |
1.0218 |
|
0.500 |
1.0211 |
|
0.382 |
1.0204 |
|
LOW |
1.0181 |
|
0.618 |
1.0144 |
|
1.000 |
1.0121 |
|
1.618 |
1.0084 |
|
2.618 |
1.0024 |
|
4.250 |
0.9926 |
|
|
| Fisher Pivots for day following 21-Jul-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1.0216 |
1.0216 |
| PP |
1.0214 |
1.0214 |
| S1 |
1.0211 |
1.0211 |
|