CME Swiss Franc Future September 2016
| Trading Metrics calculated at close of trading on 26-Aug-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Aug-2016 |
26-Aug-2016 |
Change |
Change % |
Previous Week |
| Open |
1.0354 |
1.0346 |
-0.0008 |
-0.1% |
1.0421 |
| High |
1.0385 |
1.0395 |
0.0010 |
0.1% |
1.0438 |
| Low |
1.0335 |
1.0223 |
-0.0112 |
-1.1% |
1.0223 |
| Close |
1.0343 |
1.0226 |
-0.0117 |
-1.1% |
1.0226 |
| Range |
0.0050 |
0.0172 |
0.0122 |
244.0% |
0.0215 |
| ATR |
0.0073 |
0.0080 |
0.0007 |
9.7% |
0.0000 |
| Volume |
16,650 |
48,807 |
32,157 |
193.1% |
115,215 |
|
| Daily Pivots for day following 26-Aug-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0797 |
1.0684 |
1.0321 |
|
| R3 |
1.0625 |
1.0512 |
1.0273 |
|
| R2 |
1.0453 |
1.0453 |
1.0258 |
|
| R1 |
1.0340 |
1.0340 |
1.0242 |
1.0311 |
| PP |
1.0281 |
1.0281 |
1.0281 |
1.0267 |
| S1 |
1.0168 |
1.0168 |
1.0210 |
1.0139 |
| S2 |
1.0109 |
1.0109 |
1.0194 |
|
| S3 |
0.9937 |
0.9996 |
1.0179 |
|
| S4 |
0.9765 |
0.9824 |
1.0131 |
|
|
| Weekly Pivots for week ending 26-Aug-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0941 |
1.0798 |
1.0344 |
|
| R3 |
1.0726 |
1.0583 |
1.0285 |
|
| R2 |
1.0511 |
1.0511 |
1.0265 |
|
| R1 |
1.0368 |
1.0368 |
1.0246 |
1.0332 |
| PP |
1.0296 |
1.0296 |
1.0296 |
1.0278 |
| S1 |
1.0153 |
1.0153 |
1.0206 |
1.0117 |
| S2 |
1.0081 |
1.0081 |
1.0187 |
|
| S3 |
0.9866 |
0.9938 |
1.0167 |
|
| S4 |
0.9651 |
0.9723 |
1.0108 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0438 |
1.0223 |
0.0215 |
2.1% |
0.0076 |
0.7% |
1% |
False |
True |
23,043 |
| 10 |
1.0501 |
1.0223 |
0.0278 |
2.7% |
0.0083 |
0.8% |
1% |
False |
True |
22,115 |
| 20 |
1.0501 |
1.0180 |
0.0321 |
3.1% |
0.0073 |
0.7% |
14% |
False |
False |
17,905 |
| 40 |
1.0501 |
1.0034 |
0.0467 |
4.6% |
0.0077 |
0.8% |
41% |
False |
False |
17,149 |
| 60 |
1.0552 |
1.0034 |
0.0518 |
5.1% |
0.0082 |
0.8% |
37% |
False |
False |
18,583 |
| 80 |
1.0552 |
1.0034 |
0.0518 |
5.1% |
0.0072 |
0.7% |
37% |
False |
False |
13,979 |
| 100 |
1.0650 |
1.0034 |
0.0616 |
6.0% |
0.0067 |
0.7% |
31% |
False |
False |
11,187 |
| 120 |
1.0650 |
1.0034 |
0.0616 |
6.0% |
0.0060 |
0.6% |
31% |
False |
False |
9,324 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1126 |
|
2.618 |
1.0845 |
|
1.618 |
1.0673 |
|
1.000 |
1.0567 |
|
0.618 |
1.0501 |
|
HIGH |
1.0395 |
|
0.618 |
1.0329 |
|
0.500 |
1.0309 |
|
0.382 |
1.0289 |
|
LOW |
1.0223 |
|
0.618 |
1.0117 |
|
1.000 |
1.0051 |
|
1.618 |
0.9945 |
|
2.618 |
0.9773 |
|
4.250 |
0.9492 |
|
|
| Fisher Pivots for day following 26-Aug-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1.0309 |
1.0313 |
| PP |
1.0281 |
1.0284 |
| S1 |
1.0254 |
1.0255 |
|