CME Swiss Franc Future September 2016
| Trading Metrics calculated at close of trading on 01-Aug-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Jul-2016 |
01-Aug-2016 |
Change |
Change % |
Previous Week |
| Open |
1.0227 |
1.0346 |
0.0119 |
1.2% |
1.0147 |
| High |
1.0405 |
1.0375 |
-0.0030 |
-0.3% |
1.0405 |
| Low |
1.0218 |
1.0333 |
0.0115 |
1.1% |
1.0034 |
| Close |
1.0353 |
1.0362 |
0.0009 |
0.1% |
1.0353 |
| Range |
0.0187 |
0.0042 |
-0.0145 |
-77.5% |
0.0371 |
| ATR |
0.0089 |
0.0086 |
-0.0003 |
-3.8% |
0.0000 |
| Volume |
34,660 |
16,623 |
-18,037 |
-52.0% |
98,951 |
|
| Daily Pivots for day following 01-Aug-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0483 |
1.0464 |
1.0385 |
|
| R3 |
1.0441 |
1.0422 |
1.0374 |
|
| R2 |
1.0399 |
1.0399 |
1.0370 |
|
| R1 |
1.0380 |
1.0380 |
1.0366 |
1.0390 |
| PP |
1.0357 |
1.0357 |
1.0357 |
1.0361 |
| S1 |
1.0338 |
1.0338 |
1.0358 |
1.0348 |
| S2 |
1.0315 |
1.0315 |
1.0354 |
|
| S3 |
1.0273 |
1.0296 |
1.0350 |
|
| S4 |
1.0231 |
1.0254 |
1.0339 |
|
|
| Weekly Pivots for week ending 29-Jul-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1377 |
1.1236 |
1.0557 |
|
| R3 |
1.1006 |
1.0865 |
1.0455 |
|
| R2 |
1.0635 |
1.0635 |
1.0421 |
|
| R1 |
1.0494 |
1.0494 |
1.0387 |
1.0565 |
| PP |
1.0264 |
1.0264 |
1.0264 |
1.0299 |
| S1 |
1.0123 |
1.0123 |
1.0319 |
1.0194 |
| S2 |
0.9893 |
0.9893 |
1.0285 |
|
| S3 |
0.9522 |
0.9752 |
1.0251 |
|
| S4 |
0.9151 |
0.9381 |
1.0149 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0405 |
1.0034 |
0.0371 |
3.6% |
0.0109 |
1.1% |
88% |
False |
False |
20,844 |
| 10 |
1.0405 |
1.0034 |
0.0371 |
3.6% |
0.0084 |
0.8% |
88% |
False |
False |
17,112 |
| 20 |
1.0405 |
1.0034 |
0.0371 |
3.6% |
0.0079 |
0.8% |
88% |
False |
False |
16,570 |
| 40 |
1.0552 |
1.0034 |
0.0518 |
5.0% |
0.0083 |
0.8% |
63% |
False |
False |
19,285 |
| 60 |
1.0552 |
1.0034 |
0.0518 |
5.0% |
0.0071 |
0.7% |
63% |
False |
False |
12,947 |
| 80 |
1.0650 |
1.0034 |
0.0616 |
5.9% |
0.0066 |
0.6% |
53% |
False |
False |
9,715 |
| 100 |
1.0650 |
1.0034 |
0.0616 |
5.9% |
0.0058 |
0.6% |
53% |
False |
False |
7,774 |
| 120 |
1.0650 |
1.0034 |
0.0616 |
5.9% |
0.0049 |
0.5% |
53% |
False |
False |
6,478 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0554 |
|
2.618 |
1.0485 |
|
1.618 |
1.0443 |
|
1.000 |
1.0417 |
|
0.618 |
1.0401 |
|
HIGH |
1.0375 |
|
0.618 |
1.0359 |
|
0.500 |
1.0354 |
|
0.382 |
1.0349 |
|
LOW |
1.0333 |
|
0.618 |
1.0307 |
|
1.000 |
1.0291 |
|
1.618 |
1.0265 |
|
2.618 |
1.0223 |
|
4.250 |
1.0155 |
|
|
| Fisher Pivots for day following 01-Aug-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1.0359 |
1.0336 |
| PP |
1.0357 |
1.0309 |
| S1 |
1.0354 |
1.0283 |
|