CME Swiss Franc Future December 2016
| Trading Metrics calculated at close of trading on 22-Jul-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Jul-2016 |
22-Jul-2016 |
Change |
Change % |
Previous Week |
| Open |
1.0203 |
1.0230 |
0.0027 |
0.3% |
1.0266 |
| High |
1.0241 |
1.0239 |
-0.0002 |
0.0% |
1.0278 |
| Low |
1.0181 |
1.0192 |
0.0011 |
0.1% |
1.0181 |
| Close |
1.0219 |
1.0201 |
-0.0018 |
-0.2% |
1.0201 |
| Range |
0.0060 |
0.0047 |
-0.0013 |
-21.7% |
0.0097 |
| ATR |
0.0055 |
0.0054 |
-0.0001 |
-1.0% |
0.0000 |
| Volume |
13 |
3 |
-10 |
-76.9% |
33 |
|
| Daily Pivots for day following 22-Jul-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0352 |
1.0323 |
1.0227 |
|
| R3 |
1.0305 |
1.0276 |
1.0214 |
|
| R2 |
1.0258 |
1.0258 |
1.0210 |
|
| R1 |
1.0229 |
1.0229 |
1.0205 |
1.0220 |
| PP |
1.0211 |
1.0211 |
1.0211 |
1.0206 |
| S1 |
1.0182 |
1.0182 |
1.0197 |
1.0173 |
| S2 |
1.0164 |
1.0164 |
1.0192 |
|
| S3 |
1.0117 |
1.0135 |
1.0188 |
|
| S4 |
1.0070 |
1.0088 |
1.0175 |
|
|
| Weekly Pivots for week ending 22-Jul-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0511 |
1.0453 |
1.0254 |
|
| R3 |
1.0414 |
1.0356 |
1.0228 |
|
| R2 |
1.0317 |
1.0317 |
1.0219 |
|
| R1 |
1.0259 |
1.0259 |
1.0210 |
1.0240 |
| PP |
1.0220 |
1.0220 |
1.0220 |
1.0210 |
| S1 |
1.0162 |
1.0162 |
1.0192 |
1.0143 |
| S2 |
1.0123 |
1.0123 |
1.0183 |
|
| S3 |
1.0026 |
1.0065 |
1.0174 |
|
| S4 |
0.9929 |
0.9968 |
1.0148 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0278 |
1.0181 |
0.0097 |
1.0% |
0.0041 |
0.4% |
21% |
False |
False |
6 |
| 10 |
1.0327 |
1.0181 |
0.0146 |
1.4% |
0.0046 |
0.4% |
14% |
False |
False |
8 |
| 20 |
1.0494 |
1.0181 |
0.0313 |
3.1% |
0.0044 |
0.4% |
6% |
False |
False |
9 |
| 40 |
1.0578 |
1.0160 |
0.0418 |
4.1% |
0.0034 |
0.3% |
10% |
False |
False |
7 |
| 60 |
1.0599 |
1.0160 |
0.0439 |
4.3% |
0.0024 |
0.2% |
9% |
False |
False |
5 |
| 80 |
1.0618 |
1.0160 |
0.0458 |
4.5% |
0.0020 |
0.2% |
9% |
False |
False |
4 |
| 100 |
1.0618 |
1.0160 |
0.0458 |
4.5% |
0.0016 |
0.2% |
9% |
False |
False |
3 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0439 |
|
2.618 |
1.0362 |
|
1.618 |
1.0315 |
|
1.000 |
1.0286 |
|
0.618 |
1.0268 |
|
HIGH |
1.0239 |
|
0.618 |
1.0221 |
|
0.500 |
1.0216 |
|
0.382 |
1.0210 |
|
LOW |
1.0192 |
|
0.618 |
1.0163 |
|
1.000 |
1.0145 |
|
1.618 |
1.0116 |
|
2.618 |
1.0069 |
|
4.250 |
0.9992 |
|
|
| Fisher Pivots for day following 22-Jul-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1.0216 |
1.0211 |
| PP |
1.0211 |
1.0208 |
| S1 |
1.0206 |
1.0204 |
|