CME Swiss Franc Future December 2016
| Trading Metrics calculated at close of trading on 18-Jul-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Jul-2016 |
18-Jul-2016 |
Change |
Change % |
Previous Week |
| Open |
1.0298 |
1.0266 |
-0.0032 |
-0.3% |
1.0269 |
| High |
1.0307 |
1.0278 |
-0.0029 |
-0.3% |
1.0327 |
| Low |
1.0245 |
1.0246 |
0.0001 |
0.0% |
1.0194 |
| Close |
1.0261 |
1.0266 |
0.0005 |
0.0% |
1.0261 |
| Range |
0.0062 |
0.0032 |
-0.0030 |
-48.4% |
0.0133 |
| ATR |
0.0056 |
0.0055 |
-0.0002 |
-3.1% |
0.0000 |
| Volume |
14 |
0 |
-14 |
-100.0% |
50 |
|
| Daily Pivots for day following 18-Jul-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0359 |
1.0345 |
1.0284 |
|
| R3 |
1.0327 |
1.0313 |
1.0275 |
|
| R2 |
1.0295 |
1.0295 |
1.0272 |
|
| R1 |
1.0281 |
1.0281 |
1.0269 |
1.0282 |
| PP |
1.0263 |
1.0263 |
1.0263 |
1.0264 |
| S1 |
1.0249 |
1.0249 |
1.0263 |
1.0250 |
| S2 |
1.0231 |
1.0231 |
1.0260 |
|
| S3 |
1.0199 |
1.0217 |
1.0257 |
|
| S4 |
1.0167 |
1.0185 |
1.0248 |
|
|
| Weekly Pivots for week ending 15-Jul-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0660 |
1.0593 |
1.0334 |
|
| R3 |
1.0527 |
1.0460 |
1.0298 |
|
| R2 |
1.0394 |
1.0394 |
1.0285 |
|
| R1 |
1.0327 |
1.0327 |
1.0273 |
1.0294 |
| PP |
1.0261 |
1.0261 |
1.0261 |
1.0244 |
| S1 |
1.0194 |
1.0194 |
1.0249 |
1.0161 |
| S2 |
1.0128 |
1.0128 |
1.0237 |
|
| S3 |
0.9995 |
1.0061 |
1.0224 |
|
| S4 |
0.9862 |
0.9928 |
1.0188 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0327 |
1.0194 |
0.0133 |
1.3% |
0.0051 |
0.5% |
54% |
False |
False |
8 |
| 10 |
1.0363 |
1.0194 |
0.0169 |
1.6% |
0.0040 |
0.4% |
43% |
False |
False |
8 |
| 20 |
1.0578 |
1.0194 |
0.0384 |
3.7% |
0.0044 |
0.4% |
19% |
False |
False |
9 |
| 40 |
1.0578 |
1.0160 |
0.0418 |
4.1% |
0.0029 |
0.3% |
25% |
False |
False |
7 |
| 60 |
1.0599 |
1.0160 |
0.0439 |
4.3% |
0.0021 |
0.2% |
24% |
False |
False |
4 |
| 80 |
1.0618 |
1.0160 |
0.0458 |
4.5% |
0.0017 |
0.2% |
23% |
False |
False |
3 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0414 |
|
2.618 |
1.0362 |
|
1.618 |
1.0330 |
|
1.000 |
1.0310 |
|
0.618 |
1.0298 |
|
HIGH |
1.0278 |
|
0.618 |
1.0266 |
|
0.500 |
1.0262 |
|
0.382 |
1.0258 |
|
LOW |
1.0246 |
|
0.618 |
1.0226 |
|
1.000 |
1.0214 |
|
1.618 |
1.0194 |
|
2.618 |
1.0162 |
|
4.250 |
1.0110 |
|
|
| Fisher Pivots for day following 18-Jul-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1.0265 |
1.0285 |
| PP |
1.0263 |
1.0279 |
| S1 |
1.0262 |
1.0272 |
|