CME Swiss Franc Future September 2016
| Trading Metrics calculated at close of trading on 05-Jul-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Jul-2016 |
05-Jul-2016 |
Change |
Change % |
Previous Week |
| Open |
1.0287 |
1.0307 |
0.0020 |
0.2% |
1.0350 |
| High |
1.0341 |
1.0368 |
0.0027 |
0.3% |
1.0356 |
| Low |
1.0266 |
1.0271 |
0.0005 |
0.0% |
1.0213 |
| Close |
1.0311 |
1.0273 |
-0.0038 |
-0.4% |
1.0311 |
| Range |
0.0075 |
0.0097 |
0.0022 |
29.3% |
0.0143 |
| ATR |
0.0085 |
0.0086 |
0.0001 |
1.0% |
0.0000 |
| Volume |
13,098 |
19,889 |
6,791 |
51.8% |
91,140 |
|
| Daily Pivots for day following 05-Jul-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0595 |
1.0531 |
1.0326 |
|
| R3 |
1.0498 |
1.0434 |
1.0300 |
|
| R2 |
1.0401 |
1.0401 |
1.0291 |
|
| R1 |
1.0337 |
1.0337 |
1.0282 |
1.0321 |
| PP |
1.0304 |
1.0304 |
1.0304 |
1.0296 |
| S1 |
1.0240 |
1.0240 |
1.0264 |
1.0224 |
| S2 |
1.0207 |
1.0207 |
1.0255 |
|
| S3 |
1.0110 |
1.0143 |
1.0246 |
|
| S4 |
1.0013 |
1.0046 |
1.0220 |
|
|
| Weekly Pivots for week ending 01-Jul-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0722 |
1.0660 |
1.0390 |
|
| R3 |
1.0579 |
1.0517 |
1.0350 |
|
| R2 |
1.0436 |
1.0436 |
1.0337 |
|
| R1 |
1.0374 |
1.0374 |
1.0324 |
1.0334 |
| PP |
1.0293 |
1.0293 |
1.0293 |
1.0273 |
| S1 |
1.0231 |
1.0231 |
1.0298 |
1.0191 |
| S2 |
1.0150 |
1.0150 |
1.0285 |
|
| S3 |
1.0007 |
1.0088 |
1.0272 |
|
| S4 |
0.9864 |
0.9945 |
1.0232 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0368 |
1.0213 |
0.0155 |
1.5% |
0.0078 |
0.8% |
39% |
True |
False |
17,155 |
| 10 |
1.0552 |
1.0213 |
0.0339 |
3.3% |
0.0098 |
1.0% |
18% |
False |
False |
21,952 |
| 20 |
1.0552 |
1.0213 |
0.0339 |
3.3% |
0.0087 |
0.8% |
18% |
False |
False |
22,425 |
| 40 |
1.0552 |
1.0103 |
0.0449 |
4.4% |
0.0069 |
0.7% |
38% |
False |
False |
11,632 |
| 60 |
1.0650 |
1.0103 |
0.0547 |
5.3% |
0.0062 |
0.6% |
31% |
False |
False |
7,762 |
| 80 |
1.0650 |
1.0103 |
0.0547 |
5.3% |
0.0052 |
0.5% |
31% |
False |
False |
5,823 |
| 100 |
1.0650 |
1.0102 |
0.0548 |
5.3% |
0.0044 |
0.4% |
31% |
False |
False |
4,659 |
| 120 |
1.0650 |
0.9868 |
0.0782 |
7.6% |
0.0037 |
0.4% |
52% |
False |
False |
3,882 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0780 |
|
2.618 |
1.0622 |
|
1.618 |
1.0525 |
|
1.000 |
1.0465 |
|
0.618 |
1.0428 |
|
HIGH |
1.0368 |
|
0.618 |
1.0331 |
|
0.500 |
1.0320 |
|
0.382 |
1.0308 |
|
LOW |
1.0271 |
|
0.618 |
1.0211 |
|
1.000 |
1.0174 |
|
1.618 |
1.0114 |
|
2.618 |
1.0017 |
|
4.250 |
0.9859 |
|
|
| Fisher Pivots for day following 05-Jul-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1.0320 |
1.0298 |
| PP |
1.0304 |
1.0289 |
| S1 |
1.0289 |
1.0281 |
|