CME Swiss Franc Future September 2016
| Trading Metrics calculated at close of trading on 11-Aug-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Aug-2016 |
11-Aug-2016 |
Change |
Change % |
Previous Week |
| Open |
1.0208 |
1.0280 |
0.0072 |
0.7% |
1.0346 |
| High |
1.0281 |
1.0317 |
0.0036 |
0.4% |
1.0407 |
| Low |
1.0205 |
1.0259 |
0.0054 |
0.5% |
1.0195 |
| Close |
1.0273 |
1.0281 |
0.0008 |
0.1% |
1.0230 |
| Range |
0.0076 |
0.0058 |
-0.0018 |
-23.7% |
0.0212 |
| ATR |
0.0078 |
0.0077 |
-0.0001 |
-1.8% |
0.0000 |
| Volume |
14,213 |
10,234 |
-3,979 |
-28.0% |
82,589 |
|
| Daily Pivots for day following 11-Aug-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0460 |
1.0428 |
1.0313 |
|
| R3 |
1.0402 |
1.0370 |
1.0297 |
|
| R2 |
1.0344 |
1.0344 |
1.0292 |
|
| R1 |
1.0312 |
1.0312 |
1.0286 |
1.0328 |
| PP |
1.0286 |
1.0286 |
1.0286 |
1.0294 |
| S1 |
1.0254 |
1.0254 |
1.0276 |
1.0270 |
| S2 |
1.0228 |
1.0228 |
1.0270 |
|
| S3 |
1.0170 |
1.0196 |
1.0265 |
|
| S4 |
1.0112 |
1.0138 |
1.0249 |
|
|
| 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 |
1.0317 |
1.0180 |
0.0137 |
1.3% |
0.0066 |
0.6% |
74% |
True |
False |
12,733 |
| 10 |
1.0407 |
1.0180 |
0.0227 |
2.2% |
0.0076 |
0.7% |
44% |
False |
False |
16,057 |
| 20 |
1.0407 |
1.0034 |
0.0373 |
3.6% |
0.0074 |
0.7% |
66% |
False |
False |
15,169 |
| 40 |
1.0552 |
1.0034 |
0.0518 |
5.0% |
0.0082 |
0.8% |
48% |
False |
False |
18,089 |
| 60 |
1.0552 |
1.0034 |
0.0518 |
5.0% |
0.0075 |
0.7% |
48% |
False |
False |
14,767 |
| 80 |
1.0650 |
1.0034 |
0.0616 |
6.0% |
0.0069 |
0.7% |
40% |
False |
False |
11,081 |
| 100 |
1.0650 |
1.0034 |
0.0616 |
6.0% |
0.0061 |
0.6% |
40% |
False |
False |
8,867 |
| 120 |
1.0650 |
1.0034 |
0.0616 |
6.0% |
0.0054 |
0.5% |
40% |
False |
False |
7,389 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0564 |
|
2.618 |
1.0469 |
|
1.618 |
1.0411 |
|
1.000 |
1.0375 |
|
0.618 |
1.0353 |
|
HIGH |
1.0317 |
|
0.618 |
1.0295 |
|
0.500 |
1.0288 |
|
0.382 |
1.0281 |
|
LOW |
1.0259 |
|
0.618 |
1.0223 |
|
1.000 |
1.0201 |
|
1.618 |
1.0165 |
|
2.618 |
1.0107 |
|
4.250 |
1.0013 |
|
|
| Fisher Pivots for day following 11-Aug-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1.0288 |
1.0270 |
| PP |
1.0286 |
1.0259 |
| S1 |
1.0283 |
1.0249 |
|