CME Swiss Franc Future December 2016
| Trading Metrics calculated at close of trading on 24-Aug-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Aug-2016 |
24-Aug-2016 |
Change |
Change % |
Previous Week |
| Open |
1.0468 |
1.0449 |
-0.0019 |
-0.2% |
1.0355 |
| High |
1.0492 |
1.0457 |
-0.0035 |
-0.3% |
1.0556 |
| Low |
1.0453 |
1.0399 |
-0.0054 |
-0.5% |
1.0321 |
| Close |
1.0457 |
1.0409 |
-0.0048 |
-0.5% |
1.0493 |
| Range |
0.0039 |
0.0058 |
0.0019 |
48.7% |
0.0235 |
| ATR |
0.0067 |
0.0067 |
-0.0001 |
-1.0% |
0.0000 |
| Volume |
17 |
14 |
-3 |
-17.6% |
233 |
|
| Daily Pivots for day following 24-Aug-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0596 |
1.0560 |
1.0441 |
|
| R3 |
1.0538 |
1.0502 |
1.0425 |
|
| R2 |
1.0480 |
1.0480 |
1.0420 |
|
| R1 |
1.0444 |
1.0444 |
1.0414 |
1.0433 |
| PP |
1.0422 |
1.0422 |
1.0422 |
1.0416 |
| S1 |
1.0386 |
1.0386 |
1.0404 |
1.0375 |
| S2 |
1.0364 |
1.0364 |
1.0398 |
|
| S3 |
1.0306 |
1.0328 |
1.0393 |
|
| S4 |
1.0248 |
1.0270 |
1.0377 |
|
|
| 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 |
1.0399 |
0.0157 |
1.5% |
0.0060 |
0.6% |
6% |
False |
True |
55 |
| 10 |
1.0556 |
1.0316 |
0.0240 |
2.3% |
0.0066 |
0.6% |
39% |
False |
False |
41 |
| 20 |
1.0556 |
1.0238 |
0.0318 |
3.1% |
0.0062 |
0.6% |
54% |
False |
False |
25 |
| 40 |
1.0556 |
1.0135 |
0.0421 |
4.0% |
0.0052 |
0.5% |
65% |
False |
False |
16 |
| 60 |
1.0578 |
1.0135 |
0.0443 |
4.3% |
0.0047 |
0.4% |
62% |
False |
False |
13 |
| 80 |
1.0599 |
1.0135 |
0.0464 |
4.5% |
0.0036 |
0.3% |
59% |
False |
False |
10 |
| 100 |
1.0618 |
1.0135 |
0.0483 |
4.6% |
0.0030 |
0.3% |
57% |
False |
False |
8 |
| 120 |
1.0618 |
1.0135 |
0.0483 |
4.6% |
0.0025 |
0.2% |
57% |
False |
False |
7 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0704 |
|
2.618 |
1.0609 |
|
1.618 |
1.0551 |
|
1.000 |
1.0515 |
|
0.618 |
1.0493 |
|
HIGH |
1.0457 |
|
0.618 |
1.0435 |
|
0.500 |
1.0428 |
|
0.382 |
1.0421 |
|
LOW |
1.0399 |
|
0.618 |
1.0363 |
|
1.000 |
1.0341 |
|
1.618 |
1.0305 |
|
2.618 |
1.0247 |
|
4.250 |
1.0153 |
|
|
| Fisher Pivots for day following 24-Aug-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1.0428 |
1.0446 |
| PP |
1.0422 |
1.0433 |
| S1 |
1.0415 |
1.0421 |
|