CME Swiss Franc Future December 2016
| Trading Metrics calculated at close of trading on 27-Jul-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Jul-2016 |
27-Jul-2016 |
Change |
Change % |
Previous Week |
| Open |
1.0165 |
1.0145 |
-0.0020 |
-0.2% |
1.0266 |
| High |
1.0246 |
1.0221 |
-0.0025 |
-0.2% |
1.0278 |
| Low |
1.0156 |
1.0135 |
-0.0021 |
-0.2% |
1.0181 |
| Close |
1.0160 |
1.0179 |
0.0019 |
0.2% |
1.0201 |
| Range |
0.0090 |
0.0086 |
-0.0004 |
-4.4% |
0.0097 |
| ATR |
0.0056 |
0.0058 |
0.0002 |
3.9% |
0.0000 |
| Volume |
4 |
8 |
4 |
100.0% |
33 |
|
| Daily Pivots for day following 27-Jul-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0436 |
1.0394 |
1.0226 |
|
| R3 |
1.0350 |
1.0308 |
1.0203 |
|
| R2 |
1.0264 |
1.0264 |
1.0195 |
|
| R1 |
1.0222 |
1.0222 |
1.0187 |
1.0243 |
| PP |
1.0178 |
1.0178 |
1.0178 |
1.0189 |
| S1 |
1.0136 |
1.0136 |
1.0171 |
1.0157 |
| S2 |
1.0092 |
1.0092 |
1.0163 |
|
| S3 |
1.0006 |
1.0050 |
1.0155 |
|
| S4 |
0.9920 |
0.9964 |
1.0132 |
|
|
| 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 |
1.0246 |
1.0135 |
0.0111 |
1.1% |
0.0064 |
0.6% |
40% |
False |
True |
5 |
| 10 |
1.0327 |
1.0135 |
0.0192 |
1.9% |
0.0057 |
0.6% |
23% |
False |
True |
6 |
| 20 |
1.0365 |
1.0135 |
0.0230 |
2.3% |
0.0042 |
0.4% |
19% |
False |
True |
7 |
| 40 |
1.0578 |
1.0135 |
0.0443 |
4.4% |
0.0039 |
0.4% |
10% |
False |
True |
8 |
| 60 |
1.0599 |
1.0135 |
0.0464 |
4.6% |
0.0027 |
0.3% |
9% |
False |
True |
5 |
| 80 |
1.0618 |
1.0135 |
0.0483 |
4.7% |
0.0022 |
0.2% |
9% |
False |
True |
4 |
| 100 |
1.0618 |
1.0135 |
0.0483 |
4.7% |
0.0018 |
0.2% |
9% |
False |
True |
3 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0587 |
|
2.618 |
1.0446 |
|
1.618 |
1.0360 |
|
1.000 |
1.0307 |
|
0.618 |
1.0274 |
|
HIGH |
1.0221 |
|
0.618 |
1.0188 |
|
0.500 |
1.0178 |
|
0.382 |
1.0168 |
|
LOW |
1.0135 |
|
0.618 |
1.0082 |
|
1.000 |
1.0049 |
|
1.618 |
0.9996 |
|
2.618 |
0.9910 |
|
4.250 |
0.9770 |
|
|
| Fisher Pivots for day following 27-Jul-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1.0179 |
1.0191 |
| PP |
1.0178 |
1.0187 |
| S1 |
1.0178 |
1.0183 |
|