CME Swiss Franc Future September 2016
| Trading Metrics calculated at close of trading on 05-Aug-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Aug-2016 |
05-Aug-2016 |
Change |
Change % |
Previous Week |
| Open |
1.0305 |
1.0287 |
-0.0018 |
-0.2% |
1.0346 |
| High |
1.0311 |
1.0305 |
-0.0006 |
-0.1% |
1.0407 |
| Low |
1.0281 |
1.0195 |
-0.0086 |
-0.8% |
1.0195 |
| Close |
1.0293 |
1.0230 |
-0.0063 |
-0.6% |
1.0230 |
| Range |
0.0030 |
0.0110 |
0.0080 |
266.7% |
0.0212 |
| ATR |
0.0081 |
0.0083 |
0.0002 |
2.5% |
0.0000 |
| Volume |
12,515 |
20,340 |
7,825 |
62.5% |
82,589 |
|
| Daily Pivots for day following 05-Aug-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0573 |
1.0512 |
1.0291 |
|
| R3 |
1.0463 |
1.0402 |
1.0260 |
|
| R2 |
1.0353 |
1.0353 |
1.0250 |
|
| R1 |
1.0292 |
1.0292 |
1.0240 |
1.0268 |
| PP |
1.0243 |
1.0243 |
1.0243 |
1.0231 |
| S1 |
1.0182 |
1.0182 |
1.0220 |
1.0158 |
| S2 |
1.0133 |
1.0133 |
1.0210 |
|
| S3 |
1.0023 |
1.0072 |
1.0200 |
|
| S4 |
0.9913 |
0.9962 |
1.0170 |
|
|
| Weekly Pivots for week ending 05-Aug-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0913 |
1.0784 |
1.0347 |
|
| R3 |
1.0701 |
1.0572 |
1.0288 |
|
| R2 |
1.0489 |
1.0489 |
1.0269 |
|
| R1 |
1.0360 |
1.0360 |
1.0249 |
1.0319 |
| PP |
1.0277 |
1.0277 |
1.0277 |
1.0257 |
| S1 |
1.0148 |
1.0148 |
1.0211 |
1.0107 |
| S2 |
1.0065 |
1.0065 |
1.0191 |
|
| S3 |
0.9853 |
0.9936 |
1.0172 |
|
| S4 |
0.9641 |
0.9724 |
1.0113 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0407 |
1.0195 |
0.0212 |
2.1% |
0.0070 |
0.7% |
17% |
False |
True |
16,517 |
| 10 |
1.0407 |
1.0034 |
0.0373 |
3.6% |
0.0090 |
0.9% |
53% |
False |
False |
18,154 |
| 20 |
1.0407 |
1.0034 |
0.0373 |
3.6% |
0.0078 |
0.8% |
53% |
False |
False |
16,496 |
| 40 |
1.0552 |
1.0034 |
0.0518 |
5.1% |
0.0082 |
0.8% |
38% |
False |
False |
19,373 |
| 60 |
1.0552 |
1.0034 |
0.0518 |
5.1% |
0.0075 |
0.7% |
38% |
False |
False |
14,046 |
| 80 |
1.0650 |
1.0034 |
0.0616 |
6.0% |
0.0067 |
0.7% |
32% |
False |
False |
10,539 |
| 100 |
1.0650 |
1.0034 |
0.0616 |
6.0% |
0.0060 |
0.6% |
32% |
False |
False |
8,434 |
| 120 |
1.0650 |
1.0034 |
0.0616 |
6.0% |
0.0052 |
0.5% |
32% |
False |
False |
7,028 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0773 |
|
2.618 |
1.0593 |
|
1.618 |
1.0483 |
|
1.000 |
1.0415 |
|
0.618 |
1.0373 |
|
HIGH |
1.0305 |
|
0.618 |
1.0263 |
|
0.500 |
1.0250 |
|
0.382 |
1.0237 |
|
LOW |
1.0195 |
|
0.618 |
1.0127 |
|
1.000 |
1.0085 |
|
1.618 |
1.0017 |
|
2.618 |
0.9907 |
|
4.250 |
0.9728 |
|
|
| Fisher Pivots for day following 05-Aug-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1.0250 |
1.0299 |
| PP |
1.0243 |
1.0276 |
| S1 |
1.0237 |
1.0253 |
|