CME Swiss Franc Future December 2016
| Trading Metrics calculated at close of trading on 12-Aug-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Aug-2016 |
12-Aug-2016 |
Change |
Change % |
Previous Week |
| Open |
1.0338 |
1.0366 |
0.0028 |
0.3% |
1.0284 |
| High |
1.0367 |
1.0371 |
0.0004 |
0.0% |
1.0371 |
| Low |
1.0317 |
1.0316 |
-0.0001 |
0.0% |
1.0238 |
| Close |
1.0337 |
1.0330 |
-0.0007 |
-0.1% |
1.0330 |
| Range |
0.0050 |
0.0055 |
0.0005 |
10.0% |
0.0133 |
| ATR |
0.0064 |
0.0063 |
-0.0001 |
-1.0% |
0.0000 |
| Volume |
18 |
6 |
-12 |
-66.7% |
31 |
|
| Daily Pivots for day following 12-Aug-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0504 |
1.0472 |
1.0360 |
|
| R3 |
1.0449 |
1.0417 |
1.0345 |
|
| R2 |
1.0394 |
1.0394 |
1.0340 |
|
| R1 |
1.0362 |
1.0362 |
1.0335 |
1.0351 |
| PP |
1.0339 |
1.0339 |
1.0339 |
1.0333 |
| S1 |
1.0307 |
1.0307 |
1.0325 |
1.0296 |
| S2 |
1.0284 |
1.0284 |
1.0320 |
|
| S3 |
1.0229 |
1.0252 |
1.0315 |
|
| S4 |
1.0174 |
1.0197 |
1.0300 |
|
|
| Weekly Pivots for week ending 12-Aug-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0712 |
1.0654 |
1.0403 |
|
| R3 |
1.0579 |
1.0521 |
1.0367 |
|
| R2 |
1.0446 |
1.0446 |
1.0354 |
|
| R1 |
1.0388 |
1.0388 |
1.0342 |
1.0417 |
| PP |
1.0313 |
1.0313 |
1.0313 |
1.0328 |
| S1 |
1.0255 |
1.0255 |
1.0318 |
1.0284 |
| S2 |
1.0180 |
1.0180 |
1.0306 |
|
| S3 |
1.0047 |
1.0122 |
1.0293 |
|
| S4 |
0.9914 |
0.9989 |
1.0257 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0371 |
1.0238 |
0.0133 |
1.3% |
0.0047 |
0.5% |
69% |
True |
False |
6 |
| 10 |
1.0458 |
1.0238 |
0.0220 |
2.1% |
0.0045 |
0.4% |
42% |
False |
False |
6 |
| 20 |
1.0458 |
1.0135 |
0.0323 |
3.1% |
0.0055 |
0.5% |
60% |
False |
False |
8 |
| 40 |
1.0578 |
1.0135 |
0.0443 |
4.3% |
0.0050 |
0.5% |
44% |
False |
False |
8 |
| 60 |
1.0578 |
1.0135 |
0.0443 |
4.3% |
0.0037 |
0.4% |
44% |
False |
False |
7 |
| 80 |
1.0599 |
1.0135 |
0.0464 |
4.5% |
0.0029 |
0.3% |
42% |
False |
False |
5 |
| 100 |
1.0618 |
1.0135 |
0.0483 |
4.7% |
0.0025 |
0.2% |
40% |
False |
False |
4 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0605 |
|
2.618 |
1.0515 |
|
1.618 |
1.0460 |
|
1.000 |
1.0426 |
|
0.618 |
1.0405 |
|
HIGH |
1.0371 |
|
0.618 |
1.0350 |
|
0.500 |
1.0344 |
|
0.382 |
1.0337 |
|
LOW |
1.0316 |
|
0.618 |
1.0282 |
|
1.000 |
1.0261 |
|
1.618 |
1.0227 |
|
2.618 |
1.0172 |
|
4.250 |
1.0082 |
|
|
| Fisher Pivots for day following 12-Aug-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1.0344 |
1.0329 |
| PP |
1.0339 |
1.0327 |
| S1 |
1.0335 |
1.0326 |
|