CME Swiss Franc Future December 2016
| Trading Metrics calculated at close of trading on 28-Jul-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Jul-2016 |
28-Jul-2016 |
Change |
Change % |
Previous Week |
| Open |
1.0145 |
1.0240 |
0.0095 |
0.9% |
1.0266 |
| High |
1.0221 |
1.0291 |
0.0070 |
0.7% |
1.0278 |
| Low |
1.0135 |
1.0240 |
0.0105 |
1.0% |
1.0181 |
| Close |
1.0179 |
1.0275 |
0.0096 |
0.9% |
1.0201 |
| Range |
0.0086 |
0.0051 |
-0.0035 |
-40.7% |
0.0097 |
| ATR |
0.0058 |
0.0062 |
0.0004 |
6.7% |
0.0000 |
| Volume |
8 |
18 |
10 |
125.0% |
33 |
|
| Daily Pivots for day following 28-Jul-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0422 |
1.0399 |
1.0303 |
|
| R3 |
1.0371 |
1.0348 |
1.0289 |
|
| R2 |
1.0320 |
1.0320 |
1.0284 |
|
| R1 |
1.0297 |
1.0297 |
1.0280 |
1.0309 |
| PP |
1.0269 |
1.0269 |
1.0269 |
1.0274 |
| S1 |
1.0246 |
1.0246 |
1.0270 |
1.0258 |
| S2 |
1.0218 |
1.0218 |
1.0266 |
|
| S3 |
1.0167 |
1.0195 |
1.0261 |
|
| S4 |
1.0116 |
1.0144 |
1.0247 |
|
|
| Weekly Pivots for week ending 22-Jul-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0511 |
1.0453 |
1.0254 |
|
| R3 |
1.0414 |
1.0356 |
1.0228 |
|
| R2 |
1.0317 |
1.0317 |
1.0219 |
|
| R1 |
1.0259 |
1.0259 |
1.0210 |
1.0240 |
| PP |
1.0220 |
1.0220 |
1.0220 |
1.0210 |
| S1 |
1.0162 |
1.0162 |
1.0192 |
1.0143 |
| S2 |
1.0123 |
1.0123 |
1.0183 |
|
| S3 |
1.0026 |
1.0065 |
1.0174 |
|
| S4 |
0.9929 |
0.9968 |
1.0148 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0291 |
1.0135 |
0.0156 |
1.5% |
0.0063 |
0.6% |
90% |
True |
False |
6 |
| 10 |
1.0307 |
1.0135 |
0.0172 |
1.7% |
0.0054 |
0.5% |
81% |
False |
False |
7 |
| 20 |
1.0365 |
1.0135 |
0.0230 |
2.2% |
0.0043 |
0.4% |
61% |
False |
False |
8 |
| 40 |
1.0578 |
1.0135 |
0.0443 |
4.3% |
0.0040 |
0.4% |
32% |
False |
False |
8 |
| 60 |
1.0578 |
1.0135 |
0.0443 |
4.3% |
0.0028 |
0.3% |
32% |
False |
False |
5 |
| 80 |
1.0618 |
1.0135 |
0.0483 |
4.7% |
0.0023 |
0.2% |
29% |
False |
False |
4 |
| 100 |
1.0618 |
1.0135 |
0.0483 |
4.7% |
0.0018 |
0.2% |
29% |
False |
False |
3 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0508 |
|
2.618 |
1.0425 |
|
1.618 |
1.0374 |
|
1.000 |
1.0342 |
|
0.618 |
1.0323 |
|
HIGH |
1.0291 |
|
0.618 |
1.0272 |
|
0.500 |
1.0266 |
|
0.382 |
1.0259 |
|
LOW |
1.0240 |
|
0.618 |
1.0208 |
|
1.000 |
1.0189 |
|
1.618 |
1.0157 |
|
2.618 |
1.0106 |
|
4.250 |
1.0023 |
|
|
| Fisher Pivots for day following 28-Jul-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1.0272 |
1.0254 |
| PP |
1.0269 |
1.0234 |
| S1 |
1.0266 |
1.0213 |
|