CME Swiss Franc Future September 2016
| Trading Metrics calculated at close of trading on 18-Aug-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Aug-2016 |
18-Aug-2016 |
Change |
Change % |
Previous Week |
| Open |
1.0417 |
1.0410 |
-0.0007 |
-0.1% |
1.0226 |
| High |
1.0437 |
1.0501 |
0.0064 |
0.6% |
1.0321 |
| Low |
1.0370 |
1.0408 |
0.0038 |
0.4% |
1.0180 |
| Close |
1.0416 |
1.0499 |
0.0083 |
0.8% |
1.0274 |
| Range |
0.0067 |
0.0093 |
0.0026 |
38.8% |
0.0141 |
| ATR |
0.0079 |
0.0080 |
0.0001 |
1.3% |
0.0000 |
| Volume |
20,503 |
24,174 |
3,671 |
17.9% |
54,359 |
|
| Daily Pivots for day following 18-Aug-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0748 |
1.0717 |
1.0550 |
|
| R3 |
1.0655 |
1.0624 |
1.0525 |
|
| R2 |
1.0562 |
1.0562 |
1.0516 |
|
| R1 |
1.0531 |
1.0531 |
1.0508 |
1.0547 |
| PP |
1.0469 |
1.0469 |
1.0469 |
1.0477 |
| S1 |
1.0438 |
1.0438 |
1.0490 |
1.0454 |
| S2 |
1.0376 |
1.0376 |
1.0482 |
|
| S3 |
1.0283 |
1.0345 |
1.0473 |
|
| S4 |
1.0190 |
1.0252 |
1.0448 |
|
|
| 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 |
1.0501 |
1.0258 |
0.0243 |
2.3% |
0.0086 |
0.8% |
99% |
True |
False |
18,330 |
| 10 |
1.0501 |
1.0180 |
0.0321 |
3.1% |
0.0076 |
0.7% |
99% |
True |
False |
15,532 |
| 20 |
1.0501 |
1.0034 |
0.0467 |
4.4% |
0.0080 |
0.8% |
100% |
True |
False |
16,437 |
| 40 |
1.0552 |
1.0034 |
0.0518 |
4.9% |
0.0082 |
0.8% |
90% |
False |
False |
17,159 |
| 60 |
1.0552 |
1.0034 |
0.0518 |
4.9% |
0.0080 |
0.8% |
90% |
False |
False |
16,283 |
| 80 |
1.0650 |
1.0034 |
0.0616 |
5.9% |
0.0070 |
0.7% |
75% |
False |
False |
12,225 |
| 100 |
1.0650 |
1.0034 |
0.0616 |
5.9% |
0.0064 |
0.6% |
75% |
False |
False |
9,782 |
| 120 |
1.0650 |
1.0034 |
0.0616 |
5.9% |
0.0057 |
0.5% |
75% |
False |
False |
8,153 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0896 |
|
2.618 |
1.0744 |
|
1.618 |
1.0651 |
|
1.000 |
1.0594 |
|
0.618 |
1.0558 |
|
HIGH |
1.0501 |
|
0.618 |
1.0465 |
|
0.500 |
1.0455 |
|
0.382 |
1.0444 |
|
LOW |
1.0408 |
|
0.618 |
1.0351 |
|
1.000 |
1.0315 |
|
1.618 |
1.0258 |
|
2.618 |
1.0165 |
|
4.250 |
1.0013 |
|
|
| Fisher Pivots for day following 18-Aug-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1.0484 |
1.0465 |
| PP |
1.0469 |
1.0431 |
| S1 |
1.0455 |
1.0397 |
|