CME Swiss Franc Future December 2016
| Trading Metrics calculated at close of trading on 19-Aug-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Aug-2016 |
19-Aug-2016 |
Change |
Change % |
Previous Week |
| Open |
1.0484 |
1.0542 |
0.0058 |
0.6% |
1.0355 |
| High |
1.0556 |
1.0545 |
-0.0011 |
-0.1% |
1.0556 |
| Low |
1.0463 |
1.0476 |
0.0013 |
0.1% |
1.0321 |
| Close |
1.0555 |
1.0493 |
-0.0062 |
-0.6% |
1.0493 |
| Range |
0.0093 |
0.0069 |
-0.0024 |
-25.8% |
0.0235 |
| ATR |
0.0070 |
0.0070 |
0.0001 |
1.0% |
0.0000 |
| Volume |
102 |
22 |
-80 |
-78.4% |
233 |
|
| Daily Pivots for day following 19-Aug-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0712 |
1.0671 |
1.0531 |
|
| R3 |
1.0643 |
1.0602 |
1.0512 |
|
| R2 |
1.0574 |
1.0574 |
1.0506 |
|
| R1 |
1.0533 |
1.0533 |
1.0499 |
1.0519 |
| PP |
1.0505 |
1.0505 |
1.0505 |
1.0498 |
| S1 |
1.0464 |
1.0464 |
1.0487 |
1.0450 |
| S2 |
1.0436 |
1.0436 |
1.0480 |
|
| S3 |
1.0367 |
1.0395 |
1.0474 |
|
| S4 |
1.0298 |
1.0326 |
1.0455 |
|
|
| Weekly Pivots for week ending 19-Aug-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1162 |
1.1062 |
1.0622 |
|
| R3 |
1.0927 |
1.0827 |
1.0558 |
|
| R2 |
1.0692 |
1.0692 |
1.0536 |
|
| R1 |
1.0592 |
1.0592 |
1.0515 |
1.0642 |
| PP |
1.0457 |
1.0457 |
1.0457 |
1.0482 |
| S1 |
1.0357 |
1.0357 |
1.0471 |
1.0407 |
| S2 |
1.0222 |
1.0222 |
1.0450 |
|
| S3 |
0.9987 |
1.0122 |
1.0428 |
|
| S4 |
0.9752 |
0.9887 |
1.0364 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0556 |
1.0321 |
0.0235 |
2.2% |
0.0084 |
0.8% |
73% |
False |
False |
46 |
| 10 |
1.0556 |
1.0238 |
0.0318 |
3.0% |
0.0065 |
0.6% |
80% |
False |
False |
26 |
| 20 |
1.0556 |
1.0135 |
0.0421 |
4.0% |
0.0066 |
0.6% |
85% |
False |
False |
18 |
| 40 |
1.0556 |
1.0135 |
0.0421 |
4.0% |
0.0055 |
0.5% |
85% |
False |
False |
14 |
| 60 |
1.0578 |
1.0135 |
0.0443 |
4.2% |
0.0044 |
0.4% |
81% |
False |
False |
11 |
| 80 |
1.0599 |
1.0135 |
0.0464 |
4.4% |
0.0034 |
0.3% |
77% |
False |
False |
8 |
| 100 |
1.0618 |
1.0135 |
0.0483 |
4.6% |
0.0029 |
0.3% |
74% |
False |
False |
6 |
| 120 |
1.0618 |
1.0135 |
0.0483 |
4.6% |
0.0024 |
0.2% |
74% |
False |
False |
5 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0838 |
|
2.618 |
1.0726 |
|
1.618 |
1.0657 |
|
1.000 |
1.0614 |
|
0.618 |
1.0588 |
|
HIGH |
1.0545 |
|
0.618 |
1.0519 |
|
0.500 |
1.0511 |
|
0.382 |
1.0502 |
|
LOW |
1.0476 |
|
0.618 |
1.0433 |
|
1.000 |
1.0407 |
|
1.618 |
1.0364 |
|
2.618 |
1.0295 |
|
4.250 |
1.0183 |
|
|
| Fisher Pivots for day following 19-Aug-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1.0511 |
1.0493 |
| PP |
1.0505 |
1.0493 |
| S1 |
1.0499 |
1.0493 |
|