CME Swiss Franc Future December 2016
| Trading Metrics calculated at close of trading on 26-Aug-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Aug-2016 |
26-Aug-2016 |
Change |
Change % |
Previous Week |
| Open |
1.0423 |
1.0401 |
-0.0022 |
-0.2% |
1.0443 |
| High |
1.0440 |
1.0448 |
0.0008 |
0.1% |
1.0492 |
| Low |
1.0392 |
1.0280 |
-0.0112 |
-1.1% |
1.0280 |
| Close |
1.0400 |
1.0282 |
-0.0118 |
-1.1% |
1.0282 |
| Range |
0.0048 |
0.0168 |
0.0120 |
250.0% |
0.0212 |
| ATR |
0.0065 |
0.0073 |
0.0007 |
11.3% |
0.0000 |
| Volume |
13 |
96 |
83 |
638.5% |
262 |
|
| Daily Pivots for day following 26-Aug-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0841 |
1.0729 |
1.0374 |
|
| R3 |
1.0673 |
1.0561 |
1.0328 |
|
| R2 |
1.0505 |
1.0505 |
1.0313 |
|
| R1 |
1.0393 |
1.0393 |
1.0297 |
1.0365 |
| PP |
1.0337 |
1.0337 |
1.0337 |
1.0323 |
| S1 |
1.0225 |
1.0225 |
1.0267 |
1.0197 |
| S2 |
1.0169 |
1.0169 |
1.0251 |
|
| S3 |
1.0001 |
1.0057 |
1.0236 |
|
| S4 |
0.9833 |
0.9889 |
1.0190 |
|
|
| Weekly Pivots for week ending 26-Aug-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0987 |
1.0847 |
1.0399 |
|
| R3 |
1.0775 |
1.0635 |
1.0340 |
|
| R2 |
1.0563 |
1.0563 |
1.0321 |
|
| R1 |
1.0423 |
1.0423 |
1.0301 |
1.0387 |
| PP |
1.0351 |
1.0351 |
1.0351 |
1.0334 |
| S1 |
1.0211 |
1.0211 |
1.0263 |
1.0175 |
| S2 |
1.0139 |
1.0139 |
1.0243 |
|
| S3 |
0.9927 |
0.9999 |
1.0224 |
|
| S4 |
0.9715 |
0.9787 |
1.0165 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0492 |
1.0280 |
0.0212 |
2.1% |
0.0070 |
0.7% |
1% |
False |
True |
52 |
| 10 |
1.0556 |
1.0280 |
0.0276 |
2.7% |
0.0077 |
0.7% |
1% |
False |
True |
49 |
| 20 |
1.0556 |
1.0238 |
0.0318 |
3.1% |
0.0061 |
0.6% |
14% |
False |
False |
28 |
| 40 |
1.0556 |
1.0135 |
0.0421 |
4.1% |
0.0056 |
0.5% |
35% |
False |
False |
18 |
| 60 |
1.0578 |
1.0135 |
0.0443 |
4.3% |
0.0050 |
0.5% |
33% |
False |
False |
15 |
| 80 |
1.0578 |
1.0135 |
0.0443 |
4.3% |
0.0039 |
0.4% |
33% |
False |
False |
11 |
| 100 |
1.0618 |
1.0135 |
0.0483 |
4.7% |
0.0032 |
0.3% |
30% |
False |
False |
9 |
| 120 |
1.0618 |
1.0135 |
0.0483 |
4.7% |
0.0027 |
0.3% |
30% |
False |
False |
7 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1162 |
|
2.618 |
1.0888 |
|
1.618 |
1.0720 |
|
1.000 |
1.0616 |
|
0.618 |
1.0552 |
|
HIGH |
1.0448 |
|
0.618 |
1.0384 |
|
0.500 |
1.0364 |
|
0.382 |
1.0344 |
|
LOW |
1.0280 |
|
0.618 |
1.0176 |
|
1.000 |
1.0112 |
|
1.618 |
1.0008 |
|
2.618 |
0.9840 |
|
4.250 |
0.9566 |
|
|
| Fisher Pivots for day following 26-Aug-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1.0364 |
1.0369 |
| PP |
1.0337 |
1.0340 |
| S1 |
1.0309 |
1.0311 |
|