CME Swiss Franc Future December 2016
| Trading Metrics calculated at close of trading on 31-Aug-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Aug-2016 |
31-Aug-2016 |
Change |
Change % |
Previous Week |
| Open |
1.0275 |
1.0238 |
-0.0037 |
-0.4% |
1.0443 |
| High |
1.0294 |
1.0249 |
-0.0045 |
-0.4% |
1.0492 |
| Low |
1.0225 |
1.0204 |
-0.0021 |
-0.2% |
1.0280 |
| Close |
1.0230 |
1.0234 |
0.0004 |
0.0% |
1.0282 |
| Range |
0.0069 |
0.0045 |
-0.0024 |
-34.8% |
0.0212 |
| ATR |
0.0070 |
0.0068 |
-0.0002 |
-2.6% |
0.0000 |
| Volume |
38 |
670 |
632 |
1,663.2% |
262 |
|
| Daily Pivots for day following 31-Aug-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0364 |
1.0344 |
1.0259 |
|
| R3 |
1.0319 |
1.0299 |
1.0246 |
|
| R2 |
1.0274 |
1.0274 |
1.0242 |
|
| R1 |
1.0254 |
1.0254 |
1.0238 |
1.0242 |
| PP |
1.0229 |
1.0229 |
1.0229 |
1.0223 |
| S1 |
1.0209 |
1.0209 |
1.0230 |
1.0197 |
| S2 |
1.0184 |
1.0184 |
1.0226 |
|
| S3 |
1.0139 |
1.0164 |
1.0222 |
|
| S4 |
1.0094 |
1.0119 |
1.0209 |
|
|
| 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 |
1.0448 |
1.0204 |
0.0244 |
2.4% |
0.0074 |
0.7% |
12% |
False |
True |
169 |
| 10 |
1.0556 |
1.0204 |
0.0352 |
3.4% |
0.0067 |
0.7% |
9% |
False |
True |
112 |
| 20 |
1.0556 |
1.0204 |
0.0352 |
3.4% |
0.0064 |
0.6% |
9% |
False |
True |
63 |
| 40 |
1.0556 |
1.0135 |
0.0421 |
4.1% |
0.0059 |
0.6% |
24% |
False |
False |
36 |
| 60 |
1.0578 |
1.0135 |
0.0443 |
4.3% |
0.0051 |
0.5% |
22% |
False |
False |
27 |
| 80 |
1.0578 |
1.0135 |
0.0443 |
4.3% |
0.0040 |
0.4% |
22% |
False |
False |
21 |
| 100 |
1.0603 |
1.0135 |
0.0468 |
4.6% |
0.0034 |
0.3% |
21% |
False |
False |
16 |
| 120 |
1.0618 |
1.0135 |
0.0483 |
4.7% |
0.0028 |
0.3% |
20% |
False |
False |
14 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0440 |
|
2.618 |
1.0367 |
|
1.618 |
1.0322 |
|
1.000 |
1.0294 |
|
0.618 |
1.0277 |
|
HIGH |
1.0249 |
|
0.618 |
1.0232 |
|
0.500 |
1.0227 |
|
0.382 |
1.0221 |
|
LOW |
1.0204 |
|
0.618 |
1.0176 |
|
1.000 |
1.0159 |
|
1.618 |
1.0131 |
|
2.618 |
1.0086 |
|
4.250 |
1.0013 |
|
|
| Fisher Pivots for day following 31-Aug-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1.0232 |
1.0256 |
| PP |
1.0229 |
1.0248 |
| S1 |
1.0227 |
1.0241 |
|