CME Swiss Franc Future December 2016
| Trading Metrics calculated at close of trading on 01-Aug-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Jul-2016 |
01-Aug-2016 |
Change |
Change % |
Previous Week |
| Open |
1.0288 |
1.0399 |
0.0111 |
1.1% |
1.0226 |
| High |
1.0454 |
1.0428 |
-0.0026 |
-0.2% |
1.0454 |
| Low |
1.0274 |
1.0388 |
0.0114 |
1.1% |
1.0135 |
| Close |
1.0407 |
1.0417 |
0.0010 |
0.1% |
1.0407 |
| Range |
0.0180 |
0.0040 |
-0.0140 |
-77.8% |
0.0319 |
| ATR |
0.0070 |
0.0068 |
-0.0002 |
-3.1% |
0.0000 |
| Volume |
34 |
32 |
-2 |
-5.9% |
65 |
|
| Daily Pivots for day following 01-Aug-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0531 |
1.0514 |
1.0439 |
|
| R3 |
1.0491 |
1.0474 |
1.0428 |
|
| R2 |
1.0451 |
1.0451 |
1.0424 |
|
| R1 |
1.0434 |
1.0434 |
1.0421 |
1.0443 |
| PP |
1.0411 |
1.0411 |
1.0411 |
1.0415 |
| S1 |
1.0394 |
1.0394 |
1.0413 |
1.0403 |
| S2 |
1.0371 |
1.0371 |
1.0410 |
|
| S3 |
1.0331 |
1.0354 |
1.0406 |
|
| S4 |
1.0291 |
1.0314 |
1.0395 |
|
|
| Weekly Pivots for week ending 29-Jul-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1289 |
1.1167 |
1.0582 |
|
| R3 |
1.0970 |
1.0848 |
1.0495 |
|
| R2 |
1.0651 |
1.0651 |
1.0465 |
|
| R1 |
1.0529 |
1.0529 |
1.0436 |
1.0590 |
| PP |
1.0332 |
1.0332 |
1.0332 |
1.0363 |
| S1 |
1.0210 |
1.0210 |
1.0378 |
1.0271 |
| S2 |
1.0013 |
1.0013 |
1.0349 |
|
| S3 |
0.9694 |
0.9891 |
1.0319 |
|
| S4 |
0.9375 |
0.9572 |
1.0232 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0454 |
1.0135 |
0.0319 |
3.1% |
0.0089 |
0.9% |
88% |
False |
False |
19 |
| 10 |
1.0454 |
1.0135 |
0.0319 |
3.1% |
0.0066 |
0.6% |
88% |
False |
False |
13 |
| 20 |
1.0454 |
1.0135 |
0.0319 |
3.1% |
0.0053 |
0.5% |
88% |
False |
False |
10 |
| 40 |
1.0578 |
1.0135 |
0.0443 |
4.3% |
0.0044 |
0.4% |
64% |
False |
False |
10 |
| 60 |
1.0578 |
1.0135 |
0.0443 |
4.3% |
0.0032 |
0.3% |
64% |
False |
False |
6 |
| 80 |
1.0618 |
1.0135 |
0.0483 |
4.6% |
0.0026 |
0.2% |
58% |
False |
False |
5 |
| 100 |
1.0618 |
1.0135 |
0.0483 |
4.6% |
0.0021 |
0.2% |
58% |
False |
False |
4 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0598 |
|
2.618 |
1.0533 |
|
1.618 |
1.0493 |
|
1.000 |
1.0468 |
|
0.618 |
1.0453 |
|
HIGH |
1.0428 |
|
0.618 |
1.0413 |
|
0.500 |
1.0408 |
|
0.382 |
1.0403 |
|
LOW |
1.0388 |
|
0.618 |
1.0363 |
|
1.000 |
1.0348 |
|
1.618 |
1.0323 |
|
2.618 |
1.0283 |
|
4.250 |
1.0218 |
|
|
| Fisher Pivots for day following 01-Aug-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1.0414 |
1.0394 |
| PP |
1.0411 |
1.0370 |
| S1 |
1.0408 |
1.0347 |
|