CME Swiss Franc Future December 2016
| Trading Metrics calculated at close of trading on 01-Jul-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Jun-2016 |
01-Jul-2016 |
Change |
Change % |
Previous Week |
| Open |
1.0319 |
1.0361 |
0.0042 |
0.4% |
1.0288 |
| High |
1.0319 |
1.0365 |
0.0046 |
0.4% |
1.0365 |
| Low |
1.0295 |
1.0361 |
0.0066 |
0.6% |
1.0270 |
| Close |
1.0319 |
1.0365 |
0.0046 |
0.4% |
1.0365 |
| Range |
0.0024 |
0.0004 |
-0.0020 |
-83.3% |
0.0095 |
| ATR |
0.0057 |
0.0056 |
-0.0001 |
-1.4% |
0.0000 |
| Volume |
7 |
3 |
-4 |
-57.1% |
58 |
|
| Daily Pivots for day following 01-Jul-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0376 |
1.0374 |
1.0367 |
|
| R3 |
1.0372 |
1.0370 |
1.0366 |
|
| R2 |
1.0368 |
1.0368 |
1.0366 |
|
| R1 |
1.0366 |
1.0366 |
1.0365 |
1.0367 |
| PP |
1.0364 |
1.0364 |
1.0364 |
1.0364 |
| S1 |
1.0362 |
1.0362 |
1.0365 |
1.0363 |
| S2 |
1.0360 |
1.0360 |
1.0364 |
|
| S3 |
1.0356 |
1.0358 |
1.0364 |
|
| S4 |
1.0352 |
1.0354 |
1.0363 |
|
|
| Weekly Pivots for week ending 01-Jul-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0618 |
1.0587 |
1.0417 |
|
| R3 |
1.0523 |
1.0492 |
1.0391 |
|
| R2 |
1.0428 |
1.0428 |
1.0382 |
|
| R1 |
1.0397 |
1.0397 |
1.0374 |
1.0413 |
| PP |
1.0333 |
1.0333 |
1.0333 |
1.0341 |
| S1 |
1.0302 |
1.0302 |
1.0356 |
1.0318 |
| S2 |
1.0238 |
1.0238 |
1.0348 |
|
| S3 |
1.0143 |
1.0207 |
1.0339 |
|
| S4 |
1.0048 |
1.0112 |
1.0313 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0365 |
1.0270 |
0.0095 |
0.9% |
0.0027 |
0.3% |
100% |
True |
False |
11 |
| 10 |
1.0578 |
1.0270 |
0.0308 |
3.0% |
0.0047 |
0.5% |
31% |
False |
False |
9 |
| 20 |
1.0578 |
1.0270 |
0.0308 |
3.0% |
0.0034 |
0.3% |
31% |
False |
False |
9 |
| 40 |
1.0578 |
1.0160 |
0.0418 |
4.0% |
0.0021 |
0.2% |
49% |
False |
False |
4 |
| 60 |
1.0618 |
1.0160 |
0.0458 |
4.4% |
0.0017 |
0.2% |
45% |
False |
False |
3 |
| 80 |
1.0618 |
1.0160 |
0.0458 |
4.4% |
0.0013 |
0.1% |
45% |
False |
False |
2 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0382 |
|
2.618 |
1.0375 |
|
1.618 |
1.0371 |
|
1.000 |
1.0369 |
|
0.618 |
1.0367 |
|
HIGH |
1.0365 |
|
0.618 |
1.0363 |
|
0.500 |
1.0363 |
|
0.382 |
1.0363 |
|
LOW |
1.0361 |
|
0.618 |
1.0359 |
|
1.000 |
1.0357 |
|
1.618 |
1.0355 |
|
2.618 |
1.0351 |
|
4.250 |
1.0344 |
|
|
| Fisher Pivots for day following 01-Jul-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1.0364 |
1.0353 |
| PP |
1.0364 |
1.0341 |
| S1 |
1.0363 |
1.0330 |
|