CME Swiss Franc Future September 2016
| Trading Metrics calculated at close of trading on 15-Aug-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Aug-2016 |
15-Aug-2016 |
Change |
Change % |
Previous Week |
| Open |
1.0271 |
1.0275 |
0.0004 |
0.0% |
1.0226 |
| High |
1.0321 |
1.0314 |
-0.0007 |
-0.1% |
1.0321 |
| Low |
1.0258 |
1.0265 |
0.0007 |
0.1% |
1.0180 |
| Close |
1.0274 |
1.0300 |
0.0026 |
0.3% |
1.0274 |
| Range |
0.0063 |
0.0049 |
-0.0014 |
-22.2% |
0.0141 |
| ATR |
0.0076 |
0.0074 |
-0.0002 |
-2.5% |
0.0000 |
| Volume |
11,031 |
8,431 |
-2,600 |
-23.6% |
54,359 |
|
| Daily Pivots for day following 15-Aug-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0440 |
1.0419 |
1.0327 |
|
| R3 |
1.0391 |
1.0370 |
1.0313 |
|
| R2 |
1.0342 |
1.0342 |
1.0309 |
|
| R1 |
1.0321 |
1.0321 |
1.0304 |
1.0332 |
| PP |
1.0293 |
1.0293 |
1.0293 |
1.0298 |
| S1 |
1.0272 |
1.0272 |
1.0296 |
1.0283 |
| S2 |
1.0244 |
1.0244 |
1.0291 |
|
| S3 |
1.0195 |
1.0223 |
1.0287 |
|
| S4 |
1.0146 |
1.0174 |
1.0273 |
|
|
| Weekly Pivots for week ending 12-Aug-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0681 |
1.0619 |
1.0352 |
|
| R3 |
1.0540 |
1.0478 |
1.0313 |
|
| R2 |
1.0399 |
1.0399 |
1.0300 |
|
| R1 |
1.0337 |
1.0337 |
1.0287 |
1.0368 |
| PP |
1.0258 |
1.0258 |
1.0258 |
1.0274 |
| S1 |
1.0196 |
1.0196 |
1.0261 |
1.0227 |
| S2 |
1.0117 |
1.0117 |
1.0248 |
|
| S3 |
0.9976 |
1.0055 |
1.0235 |
|
| S4 |
0.9835 |
0.9914 |
1.0196 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0321 |
1.0180 |
0.0141 |
1.4% |
0.0056 |
0.5% |
85% |
False |
False |
10,581 |
| 10 |
1.0407 |
1.0180 |
0.0227 |
2.2% |
0.0064 |
0.6% |
53% |
False |
False |
12,875 |
| 20 |
1.0407 |
1.0034 |
0.0373 |
3.6% |
0.0074 |
0.7% |
71% |
False |
False |
14,993 |
| 40 |
1.0552 |
1.0034 |
0.0518 |
5.0% |
0.0080 |
0.8% |
51% |
False |
False |
16,995 |
| 60 |
1.0552 |
1.0034 |
0.0518 |
5.0% |
0.0075 |
0.7% |
51% |
False |
False |
15,090 |
| 80 |
1.0650 |
1.0034 |
0.0616 |
6.0% |
0.0067 |
0.7% |
43% |
False |
False |
11,323 |
| 100 |
1.0650 |
1.0034 |
0.0616 |
6.0% |
0.0062 |
0.6% |
43% |
False |
False |
9,061 |
| 120 |
1.0650 |
1.0034 |
0.0616 |
6.0% |
0.0055 |
0.5% |
43% |
False |
False |
7,551 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0522 |
|
2.618 |
1.0442 |
|
1.618 |
1.0393 |
|
1.000 |
1.0363 |
|
0.618 |
1.0344 |
|
HIGH |
1.0314 |
|
0.618 |
1.0295 |
|
0.500 |
1.0290 |
|
0.382 |
1.0284 |
|
LOW |
1.0265 |
|
0.618 |
1.0235 |
|
1.000 |
1.0216 |
|
1.618 |
1.0186 |
|
2.618 |
1.0137 |
|
4.250 |
1.0057 |
|
|
| Fisher Pivots for day following 15-Aug-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1.0297 |
1.0297 |
| PP |
1.0293 |
1.0293 |
| S1 |
1.0290 |
1.0290 |
|