CME Swiss Franc Future September 2016
| Trading Metrics calculated at close of trading on 08-Aug-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Aug-2016 |
08-Aug-2016 |
Change |
Change % |
Previous Week |
| Open |
1.0287 |
1.0226 |
-0.0061 |
-0.6% |
1.0346 |
| High |
1.0305 |
1.0238 |
-0.0067 |
-0.7% |
1.0407 |
| Low |
1.0195 |
1.0183 |
-0.0012 |
-0.1% |
1.0195 |
| Close |
1.0230 |
1.0194 |
-0.0036 |
-0.4% |
1.0230 |
| Range |
0.0110 |
0.0055 |
-0.0055 |
-50.0% |
0.0212 |
| ATR |
0.0083 |
0.0081 |
-0.0002 |
-2.4% |
0.0000 |
| Volume |
20,340 |
9,881 |
-10,459 |
-51.4% |
82,589 |
|
| Daily Pivots for day following 08-Aug-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0370 |
1.0337 |
1.0224 |
|
| R3 |
1.0315 |
1.0282 |
1.0209 |
|
| R2 |
1.0260 |
1.0260 |
1.0204 |
|
| R1 |
1.0227 |
1.0227 |
1.0199 |
1.0216 |
| PP |
1.0205 |
1.0205 |
1.0205 |
1.0200 |
| S1 |
1.0172 |
1.0172 |
1.0189 |
1.0161 |
| S2 |
1.0150 |
1.0150 |
1.0184 |
|
| S3 |
1.0095 |
1.0117 |
1.0179 |
|
| S4 |
1.0040 |
1.0062 |
1.0164 |
|
|
| 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 |
1.0183 |
0.0224 |
2.2% |
0.0072 |
0.7% |
5% |
False |
True |
15,169 |
| 10 |
1.0407 |
1.0034 |
0.0373 |
3.7% |
0.0091 |
0.9% |
43% |
False |
False |
18,006 |
| 20 |
1.0407 |
1.0034 |
0.0373 |
3.7% |
0.0079 |
0.8% |
43% |
False |
False |
16,339 |
| 40 |
1.0552 |
1.0034 |
0.0518 |
5.1% |
0.0083 |
0.8% |
31% |
False |
False |
18,985 |
| 60 |
1.0552 |
1.0034 |
0.0518 |
5.1% |
0.0075 |
0.7% |
31% |
False |
False |
14,210 |
| 80 |
1.0650 |
1.0034 |
0.0616 |
6.0% |
0.0067 |
0.7% |
26% |
False |
False |
10,663 |
| 100 |
1.0650 |
1.0034 |
0.0616 |
6.0% |
0.0060 |
0.6% |
26% |
False |
False |
8,532 |
| 120 |
1.0650 |
1.0034 |
0.0616 |
6.0% |
0.0052 |
0.5% |
26% |
False |
False |
7,110 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0472 |
|
2.618 |
1.0382 |
|
1.618 |
1.0327 |
|
1.000 |
1.0293 |
|
0.618 |
1.0272 |
|
HIGH |
1.0238 |
|
0.618 |
1.0217 |
|
0.500 |
1.0211 |
|
0.382 |
1.0204 |
|
LOW |
1.0183 |
|
0.618 |
1.0149 |
|
1.000 |
1.0128 |
|
1.618 |
1.0094 |
|
2.618 |
1.0039 |
|
4.250 |
0.9949 |
|
|
| Fisher Pivots for day following 08-Aug-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1.0211 |
1.0247 |
| PP |
1.0205 |
1.0229 |
| S1 |
1.0200 |
1.0212 |
|