CME Swiss Franc Future December 2016
| Trading Metrics calculated at close of trading on 02-Aug-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Aug-2016 |
02-Aug-2016 |
Change |
Change % |
Previous Week |
| Open |
1.0399 |
1.0408 |
0.0009 |
0.1% |
1.0226 |
| High |
1.0428 |
1.0458 |
0.0030 |
0.3% |
1.0454 |
| Low |
1.0388 |
1.0408 |
0.0020 |
0.2% |
1.0135 |
| Close |
1.0417 |
1.0454 |
0.0037 |
0.4% |
1.0407 |
| Range |
0.0040 |
0.0050 |
0.0010 |
25.0% |
0.0319 |
| ATR |
0.0068 |
0.0067 |
-0.0001 |
-1.9% |
0.0000 |
| Volume |
32 |
3 |
-29 |
-90.6% |
65 |
|
| Daily Pivots for day following 02-Aug-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0590 |
1.0572 |
1.0482 |
|
| R3 |
1.0540 |
1.0522 |
1.0468 |
|
| R2 |
1.0490 |
1.0490 |
1.0463 |
|
| R1 |
1.0472 |
1.0472 |
1.0459 |
1.0481 |
| PP |
1.0440 |
1.0440 |
1.0440 |
1.0445 |
| S1 |
1.0422 |
1.0422 |
1.0449 |
1.0431 |
| S2 |
1.0390 |
1.0390 |
1.0445 |
|
| S3 |
1.0340 |
1.0372 |
1.0440 |
|
| S4 |
1.0290 |
1.0322 |
1.0427 |
|
|
| 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 |
1.0458 |
1.0135 |
0.0323 |
3.1% |
0.0081 |
0.8% |
99% |
True |
False |
19 |
| 10 |
1.0458 |
1.0135 |
0.0323 |
3.1% |
0.0069 |
0.7% |
99% |
True |
False |
13 |
| 20 |
1.0458 |
1.0135 |
0.0323 |
3.1% |
0.0056 |
0.5% |
99% |
True |
False |
11 |
| 40 |
1.0578 |
1.0135 |
0.0443 |
4.2% |
0.0045 |
0.4% |
72% |
False |
False |
10 |
| 60 |
1.0578 |
1.0135 |
0.0443 |
4.2% |
0.0032 |
0.3% |
72% |
False |
False |
6 |
| 80 |
1.0615 |
1.0135 |
0.0480 |
4.6% |
0.0026 |
0.3% |
66% |
False |
False |
5 |
| 100 |
1.0618 |
1.0135 |
0.0483 |
4.6% |
0.0021 |
0.2% |
66% |
False |
False |
4 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0671 |
|
2.618 |
1.0589 |
|
1.618 |
1.0539 |
|
1.000 |
1.0508 |
|
0.618 |
1.0489 |
|
HIGH |
1.0458 |
|
0.618 |
1.0439 |
|
0.500 |
1.0433 |
|
0.382 |
1.0427 |
|
LOW |
1.0408 |
|
0.618 |
1.0377 |
|
1.000 |
1.0358 |
|
1.618 |
1.0327 |
|
2.618 |
1.0277 |
|
4.250 |
1.0196 |
|
|
| Fisher Pivots for day following 02-Aug-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1.0447 |
1.0425 |
| PP |
1.0440 |
1.0395 |
| S1 |
1.0433 |
1.0366 |
|