CME Swiss Franc Future September 2016
| Trading Metrics calculated at close of trading on 03-Aug-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Aug-2016 |
03-Aug-2016 |
Change |
Change % |
Previous Week |
| Open |
1.0357 |
1.0396 |
0.0039 |
0.4% |
1.0147 |
| High |
1.0407 |
1.0403 |
-0.0004 |
0.0% |
1.0405 |
| Low |
1.0350 |
1.0294 |
-0.0056 |
-0.5% |
1.0034 |
| Close |
1.0399 |
1.0299 |
-0.0100 |
-1.0% |
1.0353 |
| Range |
0.0057 |
0.0109 |
0.0052 |
91.2% |
0.0371 |
| ATR |
0.0084 |
0.0085 |
0.0002 |
2.2% |
0.0000 |
| Volume |
14,785 |
18,326 |
3,541 |
23.9% |
98,951 |
|
| Daily Pivots for day following 03-Aug-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0659 |
1.0588 |
1.0359 |
|
| R3 |
1.0550 |
1.0479 |
1.0329 |
|
| R2 |
1.0441 |
1.0441 |
1.0319 |
|
| R1 |
1.0370 |
1.0370 |
1.0309 |
1.0351 |
| PP |
1.0332 |
1.0332 |
1.0332 |
1.0323 |
| S1 |
1.0261 |
1.0261 |
1.0289 |
1.0242 |
| S2 |
1.0223 |
1.0223 |
1.0279 |
|
| S3 |
1.0114 |
1.0152 |
1.0269 |
|
| S4 |
1.0005 |
1.0043 |
1.0239 |
|
|
| 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 |
1.0161 |
0.0246 |
2.4% |
0.0094 |
0.9% |
56% |
False |
False |
20,575 |
| 10 |
1.0407 |
1.0034 |
0.0373 |
3.6% |
0.0088 |
0.9% |
71% |
False |
False |
17,548 |
| 20 |
1.0407 |
1.0034 |
0.0373 |
3.6% |
0.0079 |
0.8% |
71% |
False |
False |
16,439 |
| 40 |
1.0552 |
1.0034 |
0.0518 |
5.0% |
0.0083 |
0.8% |
51% |
False |
False |
19,466 |
| 60 |
1.0552 |
1.0034 |
0.0518 |
5.0% |
0.0073 |
0.7% |
51% |
False |
False |
13,498 |
| 80 |
1.0650 |
1.0034 |
0.0616 |
6.0% |
0.0067 |
0.6% |
43% |
False |
False |
10,129 |
| 100 |
1.0650 |
1.0034 |
0.0616 |
6.0% |
0.0058 |
0.6% |
43% |
False |
False |
8,105 |
| 120 |
1.0650 |
1.0034 |
0.0616 |
6.0% |
0.0051 |
0.5% |
43% |
False |
False |
6,754 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0866 |
|
2.618 |
1.0688 |
|
1.618 |
1.0579 |
|
1.000 |
1.0512 |
|
0.618 |
1.0470 |
|
HIGH |
1.0403 |
|
0.618 |
1.0361 |
|
0.500 |
1.0349 |
|
0.382 |
1.0336 |
|
LOW |
1.0294 |
|
0.618 |
1.0227 |
|
1.000 |
1.0185 |
|
1.618 |
1.0118 |
|
2.618 |
1.0009 |
|
4.250 |
0.9831 |
|
|
| Fisher Pivots for day following 03-Aug-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1.0349 |
1.0351 |
| PP |
1.0332 |
1.0333 |
| S1 |
1.0316 |
1.0316 |
|