CME Swiss Franc Future December 2016
| Trading Metrics calculated at close of trading on 25-Jul-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Jul-2016 |
25-Jul-2016 |
Change |
Change % |
Previous Week |
| Open |
1.0230 |
1.0226 |
-0.0004 |
0.0% |
1.0266 |
| High |
1.0239 |
1.0230 |
-0.0009 |
-0.1% |
1.0278 |
| Low |
1.0192 |
1.0191 |
-0.0001 |
0.0% |
1.0181 |
| Close |
1.0201 |
1.0222 |
0.0021 |
0.2% |
1.0201 |
| Range |
0.0047 |
0.0039 |
-0.0008 |
-17.0% |
0.0097 |
| ATR |
0.0054 |
0.0053 |
-0.0001 |
-2.0% |
0.0000 |
| Volume |
3 |
1 |
-2 |
-66.7% |
33 |
|
| Daily Pivots for day following 25-Jul-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0331 |
1.0316 |
1.0243 |
|
| R3 |
1.0292 |
1.0277 |
1.0233 |
|
| R2 |
1.0253 |
1.0253 |
1.0229 |
|
| R1 |
1.0238 |
1.0238 |
1.0226 |
1.0226 |
| PP |
1.0214 |
1.0214 |
1.0214 |
1.0209 |
| S1 |
1.0199 |
1.0199 |
1.0218 |
1.0187 |
| S2 |
1.0175 |
1.0175 |
1.0215 |
|
| S3 |
1.0136 |
1.0160 |
1.0211 |
|
| S4 |
1.0097 |
1.0121 |
1.0201 |
|
|
| 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 |
1.0241 |
1.0181 |
0.0060 |
0.6% |
0.0043 |
0.4% |
68% |
False |
False |
6 |
| 10 |
1.0327 |
1.0181 |
0.0146 |
1.4% |
0.0047 |
0.5% |
28% |
False |
False |
7 |
| 20 |
1.0365 |
1.0181 |
0.0184 |
1.8% |
0.0037 |
0.4% |
22% |
False |
False |
9 |
| 40 |
1.0578 |
1.0160 |
0.0418 |
4.1% |
0.0035 |
0.3% |
15% |
False |
False |
7 |
| 60 |
1.0599 |
1.0160 |
0.0439 |
4.3% |
0.0024 |
0.2% |
14% |
False |
False |
5 |
| 80 |
1.0618 |
1.0160 |
0.0458 |
4.5% |
0.0020 |
0.2% |
14% |
False |
False |
4 |
| 100 |
1.0618 |
1.0160 |
0.0458 |
4.5% |
0.0016 |
0.2% |
14% |
False |
False |
3 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0396 |
|
2.618 |
1.0332 |
|
1.618 |
1.0293 |
|
1.000 |
1.0269 |
|
0.618 |
1.0254 |
|
HIGH |
1.0230 |
|
0.618 |
1.0215 |
|
0.500 |
1.0211 |
|
0.382 |
1.0206 |
|
LOW |
1.0191 |
|
0.618 |
1.0167 |
|
1.000 |
1.0152 |
|
1.618 |
1.0128 |
|
2.618 |
1.0089 |
|
4.250 |
1.0025 |
|
|
| Fisher Pivots for day following 25-Jul-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1.0218 |
1.0218 |
| PP |
1.0214 |
1.0215 |
| S1 |
1.0211 |
1.0211 |
|