CME Swiss Franc Future December 2016
| Trading Metrics calculated at close of trading on 29-Jul-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Jul-2016 |
29-Jul-2016 |
Change |
Change % |
Previous Week |
| Open |
1.0240 |
1.0288 |
0.0048 |
0.5% |
1.0226 |
| High |
1.0291 |
1.0454 |
0.0163 |
1.6% |
1.0454 |
| Low |
1.0240 |
1.0274 |
0.0034 |
0.3% |
1.0135 |
| Close |
1.0275 |
1.0407 |
0.0132 |
1.3% |
1.0407 |
| Range |
0.0051 |
0.0180 |
0.0129 |
252.9% |
0.0319 |
| ATR |
0.0062 |
0.0070 |
0.0008 |
13.7% |
0.0000 |
| Volume |
18 |
34 |
16 |
88.9% |
65 |
|
| Daily Pivots for day following 29-Jul-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0918 |
1.0843 |
1.0506 |
|
| R3 |
1.0738 |
1.0663 |
1.0457 |
|
| R2 |
1.0558 |
1.0558 |
1.0440 |
|
| R1 |
1.0483 |
1.0483 |
1.0424 |
1.0521 |
| PP |
1.0378 |
1.0378 |
1.0378 |
1.0397 |
| S1 |
1.0303 |
1.0303 |
1.0391 |
1.0341 |
| S2 |
1.0198 |
1.0198 |
1.0374 |
|
| S3 |
1.0018 |
1.0123 |
1.0358 |
|
| S4 |
0.9838 |
0.9943 |
1.0308 |
|
|
| Weekly Pivots for week ending 29-Jul-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1289 |
1.1167 |
1.0582 |
|
| R3 |
1.0970 |
1.0848 |
1.0495 |
|
| R2 |
1.0651 |
1.0651 |
1.0465 |
|
| R1 |
1.0529 |
1.0529 |
1.0436 |
1.0590 |
| PP |
1.0332 |
1.0332 |
1.0332 |
1.0363 |
| S1 |
1.0210 |
1.0210 |
1.0378 |
1.0271 |
| S2 |
1.0013 |
1.0013 |
1.0349 |
|
| S3 |
0.9694 |
0.9891 |
1.0319 |
|
| S4 |
0.9375 |
0.9572 |
1.0232 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0454 |
1.0135 |
0.0319 |
3.1% |
0.0089 |
0.9% |
85% |
True |
False |
13 |
| 10 |
1.0454 |
1.0135 |
0.0319 |
3.1% |
0.0065 |
0.6% |
85% |
True |
False |
9 |
| 20 |
1.0454 |
1.0135 |
0.0319 |
3.1% |
0.0051 |
0.5% |
85% |
True |
False |
9 |
| 40 |
1.0578 |
1.0135 |
0.0443 |
4.3% |
0.0045 |
0.4% |
61% |
False |
False |
9 |
| 60 |
1.0578 |
1.0135 |
0.0443 |
4.3% |
0.0031 |
0.3% |
61% |
False |
False |
6 |
| 80 |
1.0618 |
1.0135 |
0.0483 |
4.6% |
0.0025 |
0.2% |
56% |
False |
False |
4 |
| 100 |
1.0618 |
1.0135 |
0.0483 |
4.6% |
0.0020 |
0.2% |
56% |
False |
False |
3 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1219 |
|
2.618 |
1.0925 |
|
1.618 |
1.0745 |
|
1.000 |
1.0634 |
|
0.618 |
1.0565 |
|
HIGH |
1.0454 |
|
0.618 |
1.0385 |
|
0.500 |
1.0364 |
|
0.382 |
1.0343 |
|
LOW |
1.0274 |
|
0.618 |
1.0163 |
|
1.000 |
1.0094 |
|
1.618 |
0.9983 |
|
2.618 |
0.9803 |
|
4.250 |
0.9509 |
|
|
| Fisher Pivots for day following 29-Jul-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1.0393 |
1.0370 |
| PP |
1.0378 |
1.0332 |
| S1 |
1.0364 |
1.0295 |
|