CME Swiss Franc Future December 2016
| Trading Metrics calculated at close of trading on 30-Aug-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Aug-2016 |
30-Aug-2016 |
Change |
Change % |
Previous Week |
| Open |
1.0290 |
1.0275 |
-0.0015 |
-0.1% |
1.0443 |
| High |
1.0307 |
1.0294 |
-0.0013 |
-0.1% |
1.0492 |
| Low |
1.0266 |
1.0225 |
-0.0041 |
-0.4% |
1.0280 |
| Close |
1.0289 |
1.0230 |
-0.0059 |
-0.6% |
1.0282 |
| Range |
0.0041 |
0.0069 |
0.0028 |
68.3% |
0.0212 |
| ATR |
0.0070 |
0.0070 |
0.0000 |
-0.1% |
0.0000 |
| Volume |
31 |
38 |
7 |
22.6% |
262 |
|
| Daily Pivots for day following 30-Aug-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0457 |
1.0412 |
1.0268 |
|
| R3 |
1.0388 |
1.0343 |
1.0249 |
|
| R2 |
1.0319 |
1.0319 |
1.0243 |
|
| R1 |
1.0274 |
1.0274 |
1.0236 |
1.0262 |
| PP |
1.0250 |
1.0250 |
1.0250 |
1.0244 |
| S1 |
1.0205 |
1.0205 |
1.0224 |
1.0193 |
| S2 |
1.0181 |
1.0181 |
1.0217 |
|
| S3 |
1.0112 |
1.0136 |
1.0211 |
|
| S4 |
1.0043 |
1.0067 |
1.0192 |
|
|
| 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 |
1.0457 |
1.0225 |
0.0232 |
2.3% |
0.0077 |
0.8% |
2% |
False |
True |
38 |
| 10 |
1.0556 |
1.0225 |
0.0331 |
3.2% |
0.0069 |
0.7% |
2% |
False |
True |
49 |
| 20 |
1.0556 |
1.0225 |
0.0331 |
3.2% |
0.0062 |
0.6% |
2% |
False |
True |
29 |
| 40 |
1.0556 |
1.0135 |
0.0421 |
4.1% |
0.0059 |
0.6% |
23% |
False |
False |
20 |
| 60 |
1.0578 |
1.0135 |
0.0443 |
4.3% |
0.0051 |
0.5% |
21% |
False |
False |
16 |
| 80 |
1.0578 |
1.0135 |
0.0443 |
4.3% |
0.0040 |
0.4% |
21% |
False |
False |
12 |
| 100 |
1.0615 |
1.0135 |
0.0480 |
4.7% |
0.0033 |
0.3% |
20% |
False |
False |
10 |
| 120 |
1.0618 |
1.0135 |
0.0483 |
4.7% |
0.0028 |
0.3% |
20% |
False |
False |
8 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0587 |
|
2.618 |
1.0475 |
|
1.618 |
1.0406 |
|
1.000 |
1.0363 |
|
0.618 |
1.0337 |
|
HIGH |
1.0294 |
|
0.618 |
1.0268 |
|
0.500 |
1.0260 |
|
0.382 |
1.0251 |
|
LOW |
1.0225 |
|
0.618 |
1.0182 |
|
1.000 |
1.0156 |
|
1.618 |
1.0113 |
|
2.618 |
1.0044 |
|
4.250 |
0.9932 |
|
|
| Fisher Pivots for day following 30-Aug-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1.0260 |
1.0337 |
| PP |
1.0250 |
1.0301 |
| S1 |
1.0240 |
1.0266 |
|