CME Swiss Franc Future September 2016
| Trading Metrics calculated at close of trading on 19-Aug-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Aug-2016 |
19-Aug-2016 |
Change |
Change % |
Previous Week |
| Open |
1.0410 |
1.0493 |
0.0083 |
0.8% |
1.0275 |
| High |
1.0501 |
1.0499 |
-0.0002 |
0.0% |
1.0501 |
| Low |
1.0408 |
1.0420 |
0.0012 |
0.1% |
1.0265 |
| Close |
1.0499 |
1.0436 |
-0.0063 |
-0.6% |
1.0436 |
| Range |
0.0093 |
0.0079 |
-0.0014 |
-15.1% |
0.0236 |
| ATR |
0.0080 |
0.0080 |
0.0000 |
-0.1% |
0.0000 |
| Volume |
24,174 |
25,317 |
1,143 |
4.7% |
105,940 |
|
| Daily Pivots for day following 19-Aug-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0689 |
1.0641 |
1.0479 |
|
| R3 |
1.0610 |
1.0562 |
1.0458 |
|
| R2 |
1.0531 |
1.0531 |
1.0450 |
|
| R1 |
1.0483 |
1.0483 |
1.0443 |
1.0468 |
| PP |
1.0452 |
1.0452 |
1.0452 |
1.0444 |
| S1 |
1.0404 |
1.0404 |
1.0429 |
1.0389 |
| S2 |
1.0373 |
1.0373 |
1.0422 |
|
| S3 |
1.0294 |
1.0325 |
1.0414 |
|
| S4 |
1.0215 |
1.0246 |
1.0393 |
|
|
| Weekly Pivots for week ending 19-Aug-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1109 |
1.1008 |
1.0566 |
|
| R3 |
1.0873 |
1.0772 |
1.0501 |
|
| R2 |
1.0637 |
1.0637 |
1.0479 |
|
| R1 |
1.0536 |
1.0536 |
1.0458 |
1.0587 |
| PP |
1.0401 |
1.0401 |
1.0401 |
1.0426 |
| S1 |
1.0300 |
1.0300 |
1.0414 |
1.0351 |
| S2 |
1.0165 |
1.0165 |
1.0393 |
|
| S3 |
0.9929 |
1.0064 |
1.0371 |
|
| S4 |
0.9693 |
0.9828 |
1.0306 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0501 |
1.0265 |
0.0236 |
2.3% |
0.0090 |
0.9% |
72% |
False |
False |
21,188 |
| 10 |
1.0501 |
1.0180 |
0.0321 |
3.1% |
0.0073 |
0.7% |
80% |
False |
False |
16,029 |
| 20 |
1.0501 |
1.0034 |
0.0467 |
4.5% |
0.0082 |
0.8% |
86% |
False |
False |
17,091 |
| 40 |
1.0501 |
1.0034 |
0.0467 |
4.5% |
0.0082 |
0.8% |
86% |
False |
False |
17,139 |
| 60 |
1.0552 |
1.0034 |
0.0518 |
5.0% |
0.0080 |
0.8% |
78% |
False |
False |
16,704 |
| 80 |
1.0650 |
1.0034 |
0.0616 |
5.9% |
0.0071 |
0.7% |
65% |
False |
False |
12,541 |
| 100 |
1.0650 |
1.0034 |
0.0616 |
5.9% |
0.0064 |
0.6% |
65% |
False |
False |
10,035 |
| 120 |
1.0650 |
1.0034 |
0.0616 |
5.9% |
0.0058 |
0.6% |
65% |
False |
False |
8,364 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0835 |
|
2.618 |
1.0706 |
|
1.618 |
1.0627 |
|
1.000 |
1.0578 |
|
0.618 |
1.0548 |
|
HIGH |
1.0499 |
|
0.618 |
1.0469 |
|
0.500 |
1.0460 |
|
0.382 |
1.0450 |
|
LOW |
1.0420 |
|
0.618 |
1.0371 |
|
1.000 |
1.0341 |
|
1.618 |
1.0292 |
|
2.618 |
1.0213 |
|
4.250 |
1.0084 |
|
|
| Fisher Pivots for day following 19-Aug-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1.0460 |
1.0436 |
| PP |
1.0452 |
1.0436 |
| S1 |
1.0444 |
1.0436 |
|