CME Swiss Franc Future December 2016
| Trading Metrics calculated at close of trading on 17-Aug-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Aug-2016 |
17-Aug-2016 |
Change |
Change % |
Previous Week |
| Open |
1.0349 |
1.0470 |
0.0121 |
1.2% |
1.0284 |
| High |
1.0499 |
1.0491 |
-0.0008 |
-0.1% |
1.0371 |
| Low |
1.0347 |
1.0429 |
0.0082 |
0.8% |
1.0238 |
| Close |
1.0463 |
1.0471 |
0.0008 |
0.1% |
1.0330 |
| Range |
0.0152 |
0.0062 |
-0.0090 |
-59.2% |
0.0133 |
| ATR |
0.0068 |
0.0068 |
0.0000 |
-0.7% |
0.0000 |
| Volume |
71 |
37 |
-34 |
-47.9% |
31 |
|
| Daily Pivots for day following 17-Aug-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0650 |
1.0622 |
1.0505 |
|
| R3 |
1.0588 |
1.0560 |
1.0488 |
|
| R2 |
1.0526 |
1.0526 |
1.0482 |
|
| R1 |
1.0498 |
1.0498 |
1.0477 |
1.0512 |
| PP |
1.0464 |
1.0464 |
1.0464 |
1.0471 |
| S1 |
1.0436 |
1.0436 |
1.0465 |
1.0450 |
| S2 |
1.0402 |
1.0402 |
1.0460 |
|
| S3 |
1.0340 |
1.0374 |
1.0454 |
|
| S4 |
1.0278 |
1.0312 |
1.0437 |
|
|
| 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 |
1.0499 |
1.0316 |
0.0183 |
1.7% |
0.0072 |
0.7% |
85% |
False |
False |
26 |
| 10 |
1.0499 |
1.0238 |
0.0261 |
2.5% |
0.0061 |
0.6% |
89% |
False |
False |
14 |
| 20 |
1.0499 |
1.0135 |
0.0364 |
3.5% |
0.0063 |
0.6% |
92% |
False |
False |
12 |
| 40 |
1.0578 |
1.0135 |
0.0443 |
4.2% |
0.0053 |
0.5% |
76% |
False |
False |
11 |
| 60 |
1.0578 |
1.0135 |
0.0443 |
4.2% |
0.0042 |
0.4% |
76% |
False |
False |
9 |
| 80 |
1.0599 |
1.0135 |
0.0464 |
4.4% |
0.0032 |
0.3% |
72% |
False |
False |
7 |
| 100 |
1.0618 |
1.0135 |
0.0483 |
4.6% |
0.0027 |
0.3% |
70% |
False |
False |
5 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0755 |
|
2.618 |
1.0653 |
|
1.618 |
1.0591 |
|
1.000 |
1.0553 |
|
0.618 |
1.0529 |
|
HIGH |
1.0491 |
|
0.618 |
1.0467 |
|
0.500 |
1.0460 |
|
0.382 |
1.0453 |
|
LOW |
1.0429 |
|
0.618 |
1.0391 |
|
1.000 |
1.0367 |
|
1.618 |
1.0329 |
|
2.618 |
1.0267 |
|
4.250 |
1.0166 |
|
|
| Fisher Pivots for day following 17-Aug-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1.0467 |
1.0451 |
| PP |
1.0464 |
1.0430 |
| S1 |
1.0460 |
1.0410 |
|