CME Swiss Franc Future September 2016
| Trading Metrics calculated at close of trading on 30-Aug-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Aug-2016 |
30-Aug-2016 |
Change |
Change % |
Previous Week |
| Open |
1.0230 |
1.0233 |
0.0003 |
0.0% |
1.0421 |
| High |
1.0251 |
1.0240 |
-0.0011 |
-0.1% |
1.0438 |
| Low |
1.0209 |
1.0169 |
-0.0040 |
-0.4% |
1.0223 |
| Close |
1.0233 |
1.0175 |
-0.0058 |
-0.6% |
1.0226 |
| Range |
0.0042 |
0.0071 |
0.0029 |
69.0% |
0.0215 |
| ATR |
0.0077 |
0.0077 |
0.0000 |
-0.6% |
0.0000 |
| Volume |
16,371 |
21,421 |
5,050 |
30.8% |
115,215 |
|
| Daily Pivots for day following 30-Aug-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0408 |
1.0362 |
1.0214 |
|
| R3 |
1.0337 |
1.0291 |
1.0195 |
|
| R2 |
1.0266 |
1.0266 |
1.0188 |
|
| R1 |
1.0220 |
1.0220 |
1.0182 |
1.0208 |
| PP |
1.0195 |
1.0195 |
1.0195 |
1.0188 |
| S1 |
1.0149 |
1.0149 |
1.0168 |
1.0137 |
| S2 |
1.0124 |
1.0124 |
1.0162 |
|
| S3 |
1.0053 |
1.0078 |
1.0155 |
|
| S4 |
0.9982 |
1.0007 |
1.0136 |
|
|
| 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 |
1.0402 |
1.0169 |
0.0233 |
2.3% |
0.0079 |
0.8% |
3% |
False |
True |
24,500 |
| 10 |
1.0501 |
1.0169 |
0.0332 |
3.3% |
0.0073 |
0.7% |
2% |
False |
True |
22,300 |
| 20 |
1.0501 |
1.0169 |
0.0332 |
3.3% |
0.0074 |
0.7% |
2% |
False |
True |
18,224 |
| 40 |
1.0501 |
1.0034 |
0.0467 |
4.6% |
0.0076 |
0.7% |
30% |
False |
False |
17,270 |
| 60 |
1.0552 |
1.0034 |
0.0518 |
5.1% |
0.0079 |
0.8% |
27% |
False |
False |
18,988 |
| 80 |
1.0552 |
1.0034 |
0.0518 |
5.1% |
0.0072 |
0.7% |
27% |
False |
False |
14,451 |
| 100 |
1.0650 |
1.0034 |
0.0616 |
6.1% |
0.0067 |
0.7% |
23% |
False |
False |
11,565 |
| 120 |
1.0650 |
1.0034 |
0.0616 |
6.1% |
0.0060 |
0.6% |
23% |
False |
False |
9,639 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0542 |
|
2.618 |
1.0426 |
|
1.618 |
1.0355 |
|
1.000 |
1.0311 |
|
0.618 |
1.0284 |
|
HIGH |
1.0240 |
|
0.618 |
1.0213 |
|
0.500 |
1.0205 |
|
0.382 |
1.0196 |
|
LOW |
1.0169 |
|
0.618 |
1.0125 |
|
1.000 |
1.0098 |
|
1.618 |
1.0054 |
|
2.618 |
0.9983 |
|
4.250 |
0.9867 |
|
|
| Fisher Pivots for day following 30-Aug-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1.0205 |
1.0282 |
| PP |
1.0195 |
1.0246 |
| S1 |
1.0185 |
1.0211 |
|