CME Swiss Franc Future September 2016
| Trading Metrics calculated at close of trading on 17-Aug-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Aug-2016 |
17-Aug-2016 |
Change |
Change % |
Previous Week |
| Open |
1.0293 |
1.0417 |
0.0124 |
1.2% |
1.0226 |
| High |
1.0452 |
1.0437 |
-0.0015 |
-0.1% |
1.0321 |
| Low |
1.0292 |
1.0370 |
0.0078 |
0.8% |
1.0180 |
| Close |
1.0408 |
1.0416 |
0.0008 |
0.1% |
1.0274 |
| Range |
0.0160 |
0.0067 |
-0.0093 |
-58.1% |
0.0141 |
| ATR |
0.0080 |
0.0079 |
-0.0001 |
-1.2% |
0.0000 |
| Volume |
27,515 |
20,503 |
-7,012 |
-25.5% |
54,359 |
|
| Daily Pivots for day following 17-Aug-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0609 |
1.0579 |
1.0453 |
|
| R3 |
1.0542 |
1.0512 |
1.0434 |
|
| R2 |
1.0475 |
1.0475 |
1.0428 |
|
| R1 |
1.0445 |
1.0445 |
1.0422 |
1.0427 |
| PP |
1.0408 |
1.0408 |
1.0408 |
1.0398 |
| S1 |
1.0378 |
1.0378 |
1.0410 |
1.0360 |
| S2 |
1.0341 |
1.0341 |
1.0404 |
|
| S3 |
1.0274 |
1.0311 |
1.0398 |
|
| S4 |
1.0207 |
1.0244 |
1.0379 |
|
|
| 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 |
1.0452 |
1.0258 |
0.0194 |
1.9% |
0.0079 |
0.8% |
81% |
False |
False |
15,542 |
| 10 |
1.0452 |
1.0180 |
0.0272 |
2.6% |
0.0070 |
0.7% |
87% |
False |
False |
14,366 |
| 20 |
1.0452 |
1.0034 |
0.0418 |
4.0% |
0.0079 |
0.8% |
91% |
False |
False |
15,957 |
| 40 |
1.0552 |
1.0034 |
0.0518 |
5.0% |
0.0082 |
0.8% |
74% |
False |
False |
17,095 |
| 60 |
1.0552 |
1.0034 |
0.0518 |
5.0% |
0.0078 |
0.8% |
74% |
False |
False |
15,890 |
| 80 |
1.0650 |
1.0034 |
0.0616 |
5.9% |
0.0070 |
0.7% |
62% |
False |
False |
11,923 |
| 100 |
1.0650 |
1.0034 |
0.0616 |
5.9% |
0.0064 |
0.6% |
62% |
False |
False |
9,541 |
| 120 |
1.0650 |
1.0034 |
0.0616 |
5.9% |
0.0056 |
0.5% |
62% |
False |
False |
7,951 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0722 |
|
2.618 |
1.0612 |
|
1.618 |
1.0545 |
|
1.000 |
1.0504 |
|
0.618 |
1.0478 |
|
HIGH |
1.0437 |
|
0.618 |
1.0411 |
|
0.500 |
1.0404 |
|
0.382 |
1.0396 |
|
LOW |
1.0370 |
|
0.618 |
1.0329 |
|
1.000 |
1.0303 |
|
1.618 |
1.0262 |
|
2.618 |
1.0195 |
|
4.250 |
1.0085 |
|
|
| Fisher Pivots for day following 17-Aug-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1.0412 |
1.0397 |
| PP |
1.0408 |
1.0378 |
| S1 |
1.0404 |
1.0359 |
|