CME Swiss Franc Future September 2016
| Trading Metrics calculated at close of trading on 12-Aug-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Aug-2016 |
12-Aug-2016 |
Change |
Change % |
Previous Week |
| Open |
1.0280 |
1.0271 |
-0.0009 |
-0.1% |
1.0226 |
| High |
1.0317 |
1.0321 |
0.0004 |
0.0% |
1.0321 |
| Low |
1.0259 |
1.0258 |
-0.0001 |
0.0% |
1.0180 |
| Close |
1.0281 |
1.0274 |
-0.0007 |
-0.1% |
1.0274 |
| Range |
0.0058 |
0.0063 |
0.0005 |
8.6% |
0.0141 |
| ATR |
0.0077 |
0.0076 |
-0.0001 |
-1.3% |
0.0000 |
| Volume |
10,234 |
11,031 |
797 |
7.8% |
54,359 |
|
| Daily Pivots for day following 12-Aug-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0473 |
1.0437 |
1.0309 |
|
| R3 |
1.0410 |
1.0374 |
1.0291 |
|
| R2 |
1.0347 |
1.0347 |
1.0286 |
|
| R1 |
1.0311 |
1.0311 |
1.0280 |
1.0329 |
| PP |
1.0284 |
1.0284 |
1.0284 |
1.0294 |
| S1 |
1.0248 |
1.0248 |
1.0268 |
1.0266 |
| S2 |
1.0221 |
1.0221 |
1.0262 |
|
| S3 |
1.0158 |
1.0185 |
1.0257 |
|
| S4 |
1.0095 |
1.0122 |
1.0239 |
|
|
| Weekly Pivots for week ending 12-Aug-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0681 |
1.0619 |
1.0352 |
|
| R3 |
1.0540 |
1.0478 |
1.0313 |
|
| R2 |
1.0399 |
1.0399 |
1.0300 |
|
| R1 |
1.0337 |
1.0337 |
1.0287 |
1.0368 |
| PP |
1.0258 |
1.0258 |
1.0258 |
1.0274 |
| S1 |
1.0196 |
1.0196 |
1.0261 |
1.0227 |
| S2 |
1.0117 |
1.0117 |
1.0248 |
|
| S3 |
0.9976 |
1.0055 |
1.0235 |
|
| S4 |
0.9835 |
0.9914 |
1.0196 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0321 |
1.0180 |
0.0141 |
1.4% |
0.0057 |
0.6% |
67% |
True |
False |
10,871 |
| 10 |
1.0407 |
1.0180 |
0.0227 |
2.2% |
0.0063 |
0.6% |
41% |
False |
False |
13,694 |
| 20 |
1.0407 |
1.0034 |
0.0373 |
3.6% |
0.0073 |
0.7% |
64% |
False |
False |
15,051 |
| 40 |
1.0552 |
1.0034 |
0.0518 |
5.0% |
0.0081 |
0.8% |
46% |
False |
False |
17,342 |
| 60 |
1.0552 |
1.0034 |
0.0518 |
5.0% |
0.0075 |
0.7% |
46% |
False |
False |
14,950 |
| 80 |
1.0650 |
1.0034 |
0.0616 |
6.0% |
0.0068 |
0.7% |
39% |
False |
False |
11,218 |
| 100 |
1.0650 |
1.0034 |
0.0616 |
6.0% |
0.0062 |
0.6% |
39% |
False |
False |
8,977 |
| 120 |
1.0650 |
1.0034 |
0.0616 |
6.0% |
0.0054 |
0.5% |
39% |
False |
False |
7,481 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0589 |
|
2.618 |
1.0486 |
|
1.618 |
1.0423 |
|
1.000 |
1.0384 |
|
0.618 |
1.0360 |
|
HIGH |
1.0321 |
|
0.618 |
1.0297 |
|
0.500 |
1.0290 |
|
0.382 |
1.0282 |
|
LOW |
1.0258 |
|
0.618 |
1.0219 |
|
1.000 |
1.0195 |
|
1.618 |
1.0156 |
|
2.618 |
1.0093 |
|
4.250 |
0.9990 |
|
|
| Fisher Pivots for day following 12-Aug-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1.0290 |
1.0270 |
| PP |
1.0284 |
1.0267 |
| S1 |
1.0279 |
1.0263 |
|