CME Swiss Franc Future September 2016
| Trading Metrics calculated at close of trading on 16-Aug-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Aug-2016 |
16-Aug-2016 |
Change |
Change % |
Previous Week |
| Open |
1.0275 |
1.0293 |
0.0018 |
0.2% |
1.0226 |
| High |
1.0314 |
1.0452 |
0.0138 |
1.3% |
1.0321 |
| Low |
1.0265 |
1.0292 |
0.0027 |
0.3% |
1.0180 |
| Close |
1.0300 |
1.0408 |
0.0108 |
1.0% |
1.0274 |
| Range |
0.0049 |
0.0160 |
0.0111 |
226.5% |
0.0141 |
| ATR |
0.0074 |
0.0080 |
0.0006 |
8.3% |
0.0000 |
| Volume |
8,431 |
27,515 |
19,084 |
226.4% |
54,359 |
|
| Daily Pivots for day following 16-Aug-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0864 |
1.0796 |
1.0496 |
|
| R3 |
1.0704 |
1.0636 |
1.0452 |
|
| R2 |
1.0544 |
1.0544 |
1.0437 |
|
| R1 |
1.0476 |
1.0476 |
1.0423 |
1.0510 |
| PP |
1.0384 |
1.0384 |
1.0384 |
1.0401 |
| S1 |
1.0316 |
1.0316 |
1.0393 |
1.0350 |
| S2 |
1.0224 |
1.0224 |
1.0379 |
|
| S3 |
1.0064 |
1.0156 |
1.0364 |
|
| S4 |
0.9904 |
0.9996 |
1.0320 |
|
|
| 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 |
1.0452 |
1.0205 |
0.0247 |
2.4% |
0.0081 |
0.8% |
82% |
True |
False |
14,284 |
| 10 |
1.0452 |
1.0180 |
0.0272 |
2.6% |
0.0074 |
0.7% |
84% |
True |
False |
14,148 |
| 20 |
1.0452 |
1.0034 |
0.0418 |
4.0% |
0.0079 |
0.8% |
89% |
True |
False |
15,730 |
| 40 |
1.0552 |
1.0034 |
0.0518 |
5.0% |
0.0082 |
0.8% |
72% |
False |
False |
17,183 |
| 60 |
1.0552 |
1.0034 |
0.0518 |
5.0% |
0.0078 |
0.7% |
72% |
False |
False |
15,549 |
| 80 |
1.0650 |
1.0034 |
0.0616 |
5.9% |
0.0069 |
0.7% |
61% |
False |
False |
11,667 |
| 100 |
1.0650 |
1.0034 |
0.0616 |
5.9% |
0.0063 |
0.6% |
61% |
False |
False |
9,336 |
| 120 |
1.0650 |
1.0034 |
0.0616 |
5.9% |
0.0056 |
0.5% |
61% |
False |
False |
7,781 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1132 |
|
2.618 |
1.0871 |
|
1.618 |
1.0711 |
|
1.000 |
1.0612 |
|
0.618 |
1.0551 |
|
HIGH |
1.0452 |
|
0.618 |
1.0391 |
|
0.500 |
1.0372 |
|
0.382 |
1.0353 |
|
LOW |
1.0292 |
|
0.618 |
1.0193 |
|
1.000 |
1.0132 |
|
1.618 |
1.0033 |
|
2.618 |
0.9873 |
|
4.250 |
0.9612 |
|
|
| Fisher Pivots for day following 16-Aug-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1.0396 |
1.0390 |
| PP |
1.0384 |
1.0373 |
| S1 |
1.0372 |
1.0355 |
|