CME Swiss Franc Future December 2016
| Trading Metrics calculated at close of trading on 29-Aug-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Aug-2016 |
29-Aug-2016 |
Change |
Change % |
Previous Week |
| Open |
1.0401 |
1.0290 |
-0.0111 |
-1.1% |
1.0443 |
| High |
1.0448 |
1.0307 |
-0.0141 |
-1.3% |
1.0492 |
| Low |
1.0280 |
1.0266 |
-0.0014 |
-0.1% |
1.0280 |
| Close |
1.0282 |
1.0289 |
0.0007 |
0.1% |
1.0282 |
| Range |
0.0168 |
0.0041 |
-0.0127 |
-75.6% |
0.0212 |
| ATR |
0.0073 |
0.0070 |
-0.0002 |
-3.1% |
0.0000 |
| Volume |
96 |
31 |
-65 |
-67.7% |
262 |
|
| Daily Pivots for day following 29-Aug-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0410 |
1.0391 |
1.0312 |
|
| R3 |
1.0369 |
1.0350 |
1.0300 |
|
| R2 |
1.0328 |
1.0328 |
1.0297 |
|
| R1 |
1.0309 |
1.0309 |
1.0293 |
1.0298 |
| PP |
1.0287 |
1.0287 |
1.0287 |
1.0282 |
| S1 |
1.0268 |
1.0268 |
1.0285 |
1.0257 |
| S2 |
1.0246 |
1.0246 |
1.0281 |
|
| S3 |
1.0205 |
1.0227 |
1.0278 |
|
| S4 |
1.0164 |
1.0186 |
1.0266 |
|
|
| 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 |
1.0266 |
0.0226 |
2.2% |
0.0071 |
0.7% |
10% |
False |
True |
34 |
| 10 |
1.0556 |
1.0266 |
0.0290 |
2.8% |
0.0077 |
0.7% |
8% |
False |
True |
52 |
| 20 |
1.0556 |
1.0238 |
0.0318 |
3.1% |
0.0061 |
0.6% |
16% |
False |
False |
28 |
| 40 |
1.0556 |
1.0135 |
0.0421 |
4.1% |
0.0057 |
0.6% |
37% |
False |
False |
19 |
| 60 |
1.0578 |
1.0135 |
0.0443 |
4.3% |
0.0049 |
0.5% |
35% |
False |
False |
16 |
| 80 |
1.0578 |
1.0135 |
0.0443 |
4.3% |
0.0039 |
0.4% |
35% |
False |
False |
12 |
| 100 |
1.0618 |
1.0135 |
0.0483 |
4.7% |
0.0033 |
0.3% |
32% |
False |
False |
9 |
| 120 |
1.0618 |
1.0135 |
0.0483 |
4.7% |
0.0027 |
0.3% |
32% |
False |
False |
8 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0481 |
|
2.618 |
1.0414 |
|
1.618 |
1.0373 |
|
1.000 |
1.0348 |
|
0.618 |
1.0332 |
|
HIGH |
1.0307 |
|
0.618 |
1.0291 |
|
0.500 |
1.0287 |
|
0.382 |
1.0282 |
|
LOW |
1.0266 |
|
0.618 |
1.0241 |
|
1.000 |
1.0225 |
|
1.618 |
1.0200 |
|
2.618 |
1.0159 |
|
4.250 |
1.0092 |
|
|
| Fisher Pivots for day following 29-Aug-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1.0288 |
1.0357 |
| PP |
1.0287 |
1.0334 |
| S1 |
1.0287 |
1.0312 |
|