CME Swiss Franc Future December 2016
| Trading Metrics calculated at close of trading on 07-Jul-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Jul-2016 |
07-Jul-2016 |
Change |
Change % |
Previous Week |
| Open |
1.0320 |
1.0351 |
0.0031 |
0.3% |
1.0288 |
| High |
1.0363 |
1.0351 |
-0.0012 |
-0.1% |
1.0365 |
| Low |
1.0314 |
1.0310 |
-0.0004 |
0.0% |
1.0270 |
| Close |
1.0363 |
1.0310 |
-0.0053 |
-0.5% |
1.0365 |
| Range |
0.0049 |
0.0041 |
-0.0008 |
-16.3% |
0.0095 |
| ATR |
0.0054 |
0.0054 |
0.0000 |
-0.2% |
0.0000 |
| Volume |
27 |
7 |
-20 |
-74.1% |
58 |
|
| Daily Pivots for day following 07-Jul-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0447 |
1.0419 |
1.0333 |
|
| R3 |
1.0406 |
1.0378 |
1.0321 |
|
| R2 |
1.0365 |
1.0365 |
1.0318 |
|
| R1 |
1.0337 |
1.0337 |
1.0314 |
1.0331 |
| PP |
1.0324 |
1.0324 |
1.0324 |
1.0320 |
| S1 |
1.0296 |
1.0296 |
1.0306 |
1.0290 |
| S2 |
1.0283 |
1.0283 |
1.0302 |
|
| S3 |
1.0242 |
1.0255 |
1.0299 |
|
| S4 |
1.0201 |
1.0214 |
1.0287 |
|
|
| 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 |
1.0295 |
0.0070 |
0.7% |
0.0024 |
0.2% |
21% |
False |
False |
8 |
| 10 |
1.0578 |
1.0270 |
0.0308 |
3.0% |
0.0042 |
0.4% |
13% |
False |
False |
12 |
| 20 |
1.0578 |
1.0270 |
0.0308 |
3.0% |
0.0039 |
0.4% |
13% |
False |
False |
10 |
| 40 |
1.0578 |
1.0160 |
0.0418 |
4.1% |
0.0022 |
0.2% |
36% |
False |
False |
5 |
| 60 |
1.0599 |
1.0160 |
0.0439 |
4.3% |
0.0018 |
0.2% |
34% |
False |
False |
3 |
| 80 |
1.0618 |
1.0160 |
0.0458 |
4.4% |
0.0014 |
0.1% |
33% |
False |
False |
3 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0525 |
|
2.618 |
1.0458 |
|
1.618 |
1.0417 |
|
1.000 |
1.0392 |
|
0.618 |
1.0376 |
|
HIGH |
1.0351 |
|
0.618 |
1.0335 |
|
0.500 |
1.0331 |
|
0.382 |
1.0326 |
|
LOW |
1.0310 |
|
0.618 |
1.0285 |
|
1.000 |
1.0269 |
|
1.618 |
1.0244 |
|
2.618 |
1.0203 |
|
4.250 |
1.0136 |
|
|
| Fisher Pivots for day following 07-Jul-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1.0331 |
1.0337 |
| PP |
1.0324 |
1.0328 |
| S1 |
1.0317 |
1.0319 |
|