CME Swiss Franc Future September 2016
| Trading Metrics calculated at close of trading on 04-Aug-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Aug-2016 |
04-Aug-2016 |
Change |
Change % |
Previous Week |
| Open |
1.0396 |
1.0305 |
-0.0091 |
-0.9% |
1.0147 |
| High |
1.0403 |
1.0311 |
-0.0092 |
-0.9% |
1.0405 |
| Low |
1.0294 |
1.0281 |
-0.0013 |
-0.1% |
1.0034 |
| Close |
1.0299 |
1.0293 |
-0.0006 |
-0.1% |
1.0353 |
| Range |
0.0109 |
0.0030 |
-0.0079 |
-72.5% |
0.0371 |
| ATR |
0.0085 |
0.0081 |
-0.0004 |
-4.6% |
0.0000 |
| Volume |
18,326 |
12,515 |
-5,811 |
-31.7% |
98,951 |
|
| Daily Pivots for day following 04-Aug-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0385 |
1.0369 |
1.0310 |
|
| R3 |
1.0355 |
1.0339 |
1.0301 |
|
| R2 |
1.0325 |
1.0325 |
1.0299 |
|
| R1 |
1.0309 |
1.0309 |
1.0296 |
1.0302 |
| PP |
1.0295 |
1.0295 |
1.0295 |
1.0292 |
| S1 |
1.0279 |
1.0279 |
1.0290 |
1.0272 |
| S2 |
1.0265 |
1.0265 |
1.0288 |
|
| S3 |
1.0235 |
1.0249 |
1.0285 |
|
| S4 |
1.0205 |
1.0219 |
1.0277 |
|
|
| 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 |
1.0218 |
0.0189 |
1.8% |
0.0085 |
0.8% |
40% |
False |
False |
19,381 |
| 10 |
1.0407 |
1.0034 |
0.0373 |
3.6% |
0.0084 |
0.8% |
69% |
False |
False |
17,342 |
| 20 |
1.0407 |
1.0034 |
0.0373 |
3.6% |
0.0078 |
0.8% |
69% |
False |
False |
16,505 |
| 40 |
1.0552 |
1.0034 |
0.0518 |
5.0% |
0.0082 |
0.8% |
50% |
False |
False |
19,355 |
| 60 |
1.0552 |
1.0034 |
0.0518 |
5.0% |
0.0073 |
0.7% |
50% |
False |
False |
13,707 |
| 80 |
1.0650 |
1.0034 |
0.0616 |
6.0% |
0.0066 |
0.6% |
42% |
False |
False |
10,285 |
| 100 |
1.0650 |
1.0034 |
0.0616 |
6.0% |
0.0059 |
0.6% |
42% |
False |
False |
8,230 |
| 120 |
1.0650 |
1.0034 |
0.0616 |
6.0% |
0.0051 |
0.5% |
42% |
False |
False |
6,858 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0439 |
|
2.618 |
1.0390 |
|
1.618 |
1.0360 |
|
1.000 |
1.0341 |
|
0.618 |
1.0330 |
|
HIGH |
1.0311 |
|
0.618 |
1.0300 |
|
0.500 |
1.0296 |
|
0.382 |
1.0292 |
|
LOW |
1.0281 |
|
0.618 |
1.0262 |
|
1.000 |
1.0251 |
|
1.618 |
1.0232 |
|
2.618 |
1.0202 |
|
4.250 |
1.0154 |
|
|
| Fisher Pivots for day following 04-Aug-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1.0296 |
1.0344 |
| PP |
1.0295 |
1.0327 |
| S1 |
1.0294 |
1.0310 |
|