CME Swiss Franc Future September 2016
| Trading Metrics calculated at close of trading on 10-Aug-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Aug-2016 |
10-Aug-2016 |
Change |
Change % |
Previous Week |
| Open |
1.0196 |
1.0208 |
0.0012 |
0.1% |
1.0346 |
| High |
1.0213 |
1.0281 |
0.0068 |
0.7% |
1.0407 |
| Low |
1.0180 |
1.0205 |
0.0025 |
0.2% |
1.0195 |
| Close |
1.0201 |
1.0273 |
0.0072 |
0.7% |
1.0230 |
| Range |
0.0033 |
0.0076 |
0.0043 |
130.3% |
0.0212 |
| ATR |
0.0078 |
0.0078 |
0.0000 |
0.2% |
0.0000 |
| Volume |
9,000 |
14,213 |
5,213 |
57.9% |
82,589 |
|
| Daily Pivots for day following 10-Aug-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0481 |
1.0453 |
1.0315 |
|
| R3 |
1.0405 |
1.0377 |
1.0294 |
|
| R2 |
1.0329 |
1.0329 |
1.0287 |
|
| R1 |
1.0301 |
1.0301 |
1.0280 |
1.0315 |
| PP |
1.0253 |
1.0253 |
1.0253 |
1.0260 |
| S1 |
1.0225 |
1.0225 |
1.0266 |
1.0239 |
| S2 |
1.0177 |
1.0177 |
1.0259 |
|
| S3 |
1.0101 |
1.0149 |
1.0252 |
|
| S4 |
1.0025 |
1.0073 |
1.0231 |
|
|
| Weekly Pivots for week ending 05-Aug-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0913 |
1.0784 |
1.0347 |
|
| R3 |
1.0701 |
1.0572 |
1.0288 |
|
| R2 |
1.0489 |
1.0489 |
1.0269 |
|
| R1 |
1.0360 |
1.0360 |
1.0249 |
1.0319 |
| PP |
1.0277 |
1.0277 |
1.0277 |
1.0257 |
| S1 |
1.0148 |
1.0148 |
1.0211 |
1.0107 |
| S2 |
1.0065 |
1.0065 |
1.0191 |
|
| S3 |
0.9853 |
0.9936 |
1.0172 |
|
| S4 |
0.9641 |
0.9724 |
1.0113 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0311 |
1.0180 |
0.0131 |
1.3% |
0.0061 |
0.6% |
71% |
False |
False |
13,189 |
| 10 |
1.0407 |
1.0161 |
0.0246 |
2.4% |
0.0078 |
0.8% |
46% |
False |
False |
16,882 |
| 20 |
1.0407 |
1.0034 |
0.0373 |
3.6% |
0.0075 |
0.7% |
64% |
False |
False |
15,549 |
| 40 |
1.0552 |
1.0034 |
0.0518 |
5.0% |
0.0083 |
0.8% |
46% |
False |
False |
18,440 |
| 60 |
1.0552 |
1.0034 |
0.0518 |
5.0% |
0.0075 |
0.7% |
46% |
False |
False |
14,596 |
| 80 |
1.0650 |
1.0034 |
0.0616 |
6.0% |
0.0068 |
0.7% |
39% |
False |
False |
10,953 |
| 100 |
1.0650 |
1.0034 |
0.0616 |
6.0% |
0.0061 |
0.6% |
39% |
False |
False |
8,764 |
| 120 |
1.0650 |
1.0034 |
0.0616 |
6.0% |
0.0053 |
0.5% |
39% |
False |
False |
7,304 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0604 |
|
2.618 |
1.0480 |
|
1.618 |
1.0404 |
|
1.000 |
1.0357 |
|
0.618 |
1.0328 |
|
HIGH |
1.0281 |
|
0.618 |
1.0252 |
|
0.500 |
1.0243 |
|
0.382 |
1.0234 |
|
LOW |
1.0205 |
|
0.618 |
1.0158 |
|
1.000 |
1.0129 |
|
1.618 |
1.0082 |
|
2.618 |
1.0006 |
|
4.250 |
0.9882 |
|
|
| Fisher Pivots for day following 10-Aug-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1.0263 |
1.0259 |
| PP |
1.0253 |
1.0245 |
| S1 |
1.0243 |
1.0231 |
|