CME Swiss Franc Future September 2016
| Trading Metrics calculated at close of trading on 02-Aug-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Aug-2016 |
02-Aug-2016 |
Change |
Change % |
Previous Week |
| Open |
1.0346 |
1.0357 |
0.0011 |
0.1% |
1.0147 |
| High |
1.0375 |
1.0407 |
0.0032 |
0.3% |
1.0405 |
| Low |
1.0333 |
1.0350 |
0.0017 |
0.2% |
1.0034 |
| Close |
1.0362 |
1.0399 |
0.0037 |
0.4% |
1.0353 |
| Range |
0.0042 |
0.0057 |
0.0015 |
35.7% |
0.0371 |
| ATR |
0.0086 |
0.0084 |
-0.0002 |
-2.4% |
0.0000 |
| Volume |
16,623 |
14,785 |
-1,838 |
-11.1% |
98,951 |
|
| Daily Pivots for day following 02-Aug-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0556 |
1.0535 |
1.0430 |
|
| R3 |
1.0499 |
1.0478 |
1.0415 |
|
| R2 |
1.0442 |
1.0442 |
1.0409 |
|
| R1 |
1.0421 |
1.0421 |
1.0404 |
1.0432 |
| PP |
1.0385 |
1.0385 |
1.0385 |
1.0391 |
| S1 |
1.0364 |
1.0364 |
1.0394 |
1.0375 |
| S2 |
1.0328 |
1.0328 |
1.0389 |
|
| S3 |
1.0271 |
1.0307 |
1.0383 |
|
| S4 |
1.0214 |
1.0250 |
1.0368 |
|
|
| 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 |
1.0407 |
1.0034 |
0.0373 |
3.6% |
0.0100 |
1.0% |
98% |
True |
False |
20,208 |
| 10 |
1.0407 |
1.0034 |
0.0373 |
3.6% |
0.0083 |
0.8% |
98% |
True |
False |
17,312 |
| 20 |
1.0407 |
1.0034 |
0.0373 |
3.6% |
0.0077 |
0.7% |
98% |
True |
False |
16,315 |
| 40 |
1.0552 |
1.0034 |
0.0518 |
5.0% |
0.0082 |
0.8% |
70% |
False |
False |
19,370 |
| 60 |
1.0552 |
1.0034 |
0.0518 |
5.0% |
0.0072 |
0.7% |
70% |
False |
False |
13,193 |
| 80 |
1.0650 |
1.0034 |
0.0616 |
5.9% |
0.0066 |
0.6% |
59% |
False |
False |
9,900 |
| 100 |
1.0650 |
1.0034 |
0.0616 |
5.9% |
0.0057 |
0.5% |
59% |
False |
False |
7,922 |
| 120 |
1.0650 |
1.0034 |
0.0616 |
5.9% |
0.0050 |
0.5% |
59% |
False |
False |
6,601 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0649 |
|
2.618 |
1.0556 |
|
1.618 |
1.0499 |
|
1.000 |
1.0464 |
|
0.618 |
1.0442 |
|
HIGH |
1.0407 |
|
0.618 |
1.0385 |
|
0.500 |
1.0379 |
|
0.382 |
1.0372 |
|
LOW |
1.0350 |
|
0.618 |
1.0315 |
|
1.000 |
1.0293 |
|
1.618 |
1.0258 |
|
2.618 |
1.0201 |
|
4.250 |
1.0108 |
|
|
| Fisher Pivots for day following 02-Aug-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1.0392 |
1.0370 |
| PP |
1.0385 |
1.0341 |
| S1 |
1.0379 |
1.0313 |
|