CME Swiss Franc Future December 2016
| Trading Metrics calculated at close of trading on 03-Aug-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Aug-2016 |
03-Aug-2016 |
Change |
Change % |
Previous Week |
| Open |
1.0408 |
1.0354 |
-0.0054 |
-0.5% |
1.0226 |
| High |
1.0458 |
1.0354 |
-0.0104 |
-1.0% |
1.0454 |
| Low |
1.0408 |
1.0351 |
-0.0057 |
-0.5% |
1.0135 |
| Close |
1.0454 |
1.0354 |
-0.0100 |
-1.0% |
1.0407 |
| Range |
0.0050 |
0.0003 |
-0.0047 |
-94.0% |
0.0319 |
| ATR |
0.0067 |
0.0069 |
0.0003 |
3.9% |
0.0000 |
| Volume |
3 |
0 |
-3 |
-100.0% |
65 |
|
| Daily Pivots for day following 03-Aug-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0362 |
1.0361 |
1.0356 |
|
| R3 |
1.0359 |
1.0358 |
1.0355 |
|
| R2 |
1.0356 |
1.0356 |
1.0355 |
|
| R1 |
1.0355 |
1.0355 |
1.0354 |
1.0356 |
| PP |
1.0353 |
1.0353 |
1.0353 |
1.0353 |
| S1 |
1.0352 |
1.0352 |
1.0354 |
1.0353 |
| S2 |
1.0350 |
1.0350 |
1.0353 |
|
| S3 |
1.0347 |
1.0349 |
1.0353 |
|
| S4 |
1.0344 |
1.0346 |
1.0352 |
|
|
| 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 |
1.0240 |
0.0218 |
2.1% |
0.0065 |
0.6% |
52% |
False |
False |
17 |
| 10 |
1.0458 |
1.0135 |
0.0323 |
3.1% |
0.0065 |
0.6% |
68% |
False |
False |
11 |
| 20 |
1.0458 |
1.0135 |
0.0323 |
3.1% |
0.0053 |
0.5% |
68% |
False |
False |
9 |
| 40 |
1.0578 |
1.0135 |
0.0443 |
4.3% |
0.0045 |
0.4% |
49% |
False |
False |
10 |
| 60 |
1.0578 |
1.0135 |
0.0443 |
4.3% |
0.0031 |
0.3% |
49% |
False |
False |
6 |
| 80 |
1.0603 |
1.0135 |
0.0468 |
4.5% |
0.0026 |
0.3% |
47% |
False |
False |
5 |
| 100 |
1.0618 |
1.0135 |
0.0483 |
4.7% |
0.0021 |
0.2% |
45% |
False |
False |
4 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0367 |
|
2.618 |
1.0362 |
|
1.618 |
1.0359 |
|
1.000 |
1.0357 |
|
0.618 |
1.0356 |
|
HIGH |
1.0354 |
|
0.618 |
1.0353 |
|
0.500 |
1.0353 |
|
0.382 |
1.0352 |
|
LOW |
1.0351 |
|
0.618 |
1.0349 |
|
1.000 |
1.0348 |
|
1.618 |
1.0346 |
|
2.618 |
1.0343 |
|
4.250 |
1.0338 |
|
|
| Fisher Pivots for day following 03-Aug-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1.0354 |
1.0405 |
| PP |
1.0353 |
1.0388 |
| S1 |
1.0353 |
1.0371 |
|