CME Swiss Franc Future December 2016
| Trading Metrics calculated at close of trading on 18-Aug-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Aug-2016 |
18-Aug-2016 |
Change |
Change % |
Previous Week |
| Open |
1.0470 |
1.0484 |
0.0014 |
0.1% |
1.0284 |
| High |
1.0491 |
1.0556 |
0.0065 |
0.6% |
1.0371 |
| Low |
1.0429 |
1.0463 |
0.0034 |
0.3% |
1.0238 |
| Close |
1.0471 |
1.0555 |
0.0084 |
0.8% |
1.0330 |
| Range |
0.0062 |
0.0093 |
0.0031 |
50.0% |
0.0133 |
| ATR |
0.0068 |
0.0070 |
0.0002 |
2.7% |
0.0000 |
| Volume |
37 |
102 |
65 |
175.7% |
31 |
|
| Daily Pivots for day following 18-Aug-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0804 |
1.0772 |
1.0606 |
|
| R3 |
1.0711 |
1.0679 |
1.0581 |
|
| R2 |
1.0618 |
1.0618 |
1.0572 |
|
| R1 |
1.0586 |
1.0586 |
1.0564 |
1.0602 |
| PP |
1.0525 |
1.0525 |
1.0525 |
1.0533 |
| S1 |
1.0493 |
1.0493 |
1.0546 |
1.0509 |
| S2 |
1.0432 |
1.0432 |
1.0538 |
|
| S3 |
1.0339 |
1.0400 |
1.0529 |
|
| S4 |
1.0246 |
1.0307 |
1.0504 |
|
|
| 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 |
1.0556 |
1.0316 |
0.0240 |
2.3% |
0.0081 |
0.8% |
100% |
True |
False |
43 |
| 10 |
1.0556 |
1.0238 |
0.0318 |
3.0% |
0.0068 |
0.6% |
100% |
True |
False |
24 |
| 20 |
1.0556 |
1.0135 |
0.0421 |
4.0% |
0.0065 |
0.6% |
100% |
True |
False |
17 |
| 40 |
1.0578 |
1.0135 |
0.0443 |
4.2% |
0.0054 |
0.5% |
95% |
False |
False |
13 |
| 60 |
1.0578 |
1.0135 |
0.0443 |
4.2% |
0.0043 |
0.4% |
95% |
False |
False |
11 |
| 80 |
1.0599 |
1.0135 |
0.0464 |
4.4% |
0.0033 |
0.3% |
91% |
False |
False |
8 |
| 100 |
1.0618 |
1.0135 |
0.0483 |
4.6% |
0.0028 |
0.3% |
87% |
False |
False |
6 |
| 120 |
1.0618 |
1.0135 |
0.0483 |
4.6% |
0.0024 |
0.2% |
87% |
False |
False |
5 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0951 |
|
2.618 |
1.0799 |
|
1.618 |
1.0706 |
|
1.000 |
1.0649 |
|
0.618 |
1.0613 |
|
HIGH |
1.0556 |
|
0.618 |
1.0520 |
|
0.500 |
1.0510 |
|
0.382 |
1.0499 |
|
LOW |
1.0463 |
|
0.618 |
1.0406 |
|
1.000 |
1.0370 |
|
1.618 |
1.0313 |
|
2.618 |
1.0220 |
|
4.250 |
1.0068 |
|
|
| Fisher Pivots for day following 18-Aug-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1.0540 |
1.0521 |
| PP |
1.0525 |
1.0486 |
| S1 |
1.0510 |
1.0452 |
|