CME Swiss Franc Future September 2016
| Trading Metrics calculated at close of trading on 09-Aug-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Aug-2016 |
09-Aug-2016 |
Change |
Change % |
Previous Week |
| Open |
1.0226 |
1.0196 |
-0.0030 |
-0.3% |
1.0346 |
| High |
1.0238 |
1.0213 |
-0.0025 |
-0.2% |
1.0407 |
| Low |
1.0183 |
1.0180 |
-0.0003 |
0.0% |
1.0195 |
| Close |
1.0194 |
1.0201 |
0.0007 |
0.1% |
1.0230 |
| Range |
0.0055 |
0.0033 |
-0.0022 |
-40.0% |
0.0212 |
| ATR |
0.0081 |
0.0078 |
-0.0003 |
-4.2% |
0.0000 |
| Volume |
9,881 |
9,000 |
-881 |
-8.9% |
82,589 |
|
| Daily Pivots for day following 09-Aug-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0297 |
1.0282 |
1.0219 |
|
| R3 |
1.0264 |
1.0249 |
1.0210 |
|
| R2 |
1.0231 |
1.0231 |
1.0207 |
|
| R1 |
1.0216 |
1.0216 |
1.0204 |
1.0224 |
| PP |
1.0198 |
1.0198 |
1.0198 |
1.0202 |
| S1 |
1.0183 |
1.0183 |
1.0198 |
1.0191 |
| S2 |
1.0165 |
1.0165 |
1.0195 |
|
| S3 |
1.0132 |
1.0150 |
1.0192 |
|
| S4 |
1.0099 |
1.0117 |
1.0183 |
|
|
| 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 |
1.0403 |
1.0180 |
0.0223 |
2.2% |
0.0067 |
0.7% |
9% |
False |
True |
14,012 |
| 10 |
1.0407 |
1.0034 |
0.0373 |
3.7% |
0.0084 |
0.8% |
45% |
False |
False |
17,110 |
| 20 |
1.0407 |
1.0034 |
0.0373 |
3.7% |
0.0075 |
0.7% |
45% |
False |
False |
15,750 |
| 40 |
1.0552 |
1.0034 |
0.0518 |
5.1% |
0.0082 |
0.8% |
32% |
False |
False |
18,653 |
| 60 |
1.0552 |
1.0034 |
0.0518 |
5.1% |
0.0074 |
0.7% |
32% |
False |
False |
14,360 |
| 80 |
1.0650 |
1.0034 |
0.0616 |
6.0% |
0.0068 |
0.7% |
27% |
False |
False |
10,775 |
| 100 |
1.0650 |
1.0034 |
0.0616 |
6.0% |
0.0060 |
0.6% |
27% |
False |
False |
8,622 |
| 120 |
1.0650 |
1.0034 |
0.0616 |
6.0% |
0.0053 |
0.5% |
27% |
False |
False |
7,185 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0353 |
|
2.618 |
1.0299 |
|
1.618 |
1.0266 |
|
1.000 |
1.0246 |
|
0.618 |
1.0233 |
|
HIGH |
1.0213 |
|
0.618 |
1.0200 |
|
0.500 |
1.0197 |
|
0.382 |
1.0193 |
|
LOW |
1.0180 |
|
0.618 |
1.0160 |
|
1.000 |
1.0147 |
|
1.618 |
1.0127 |
|
2.618 |
1.0094 |
|
4.250 |
1.0040 |
|
|
| Fisher Pivots for day following 09-Aug-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1.0200 |
1.0243 |
| PP |
1.0198 |
1.0229 |
| S1 |
1.0197 |
1.0215 |
|