CME Swiss Franc Future September 2016
| Trading Metrics calculated at close of trading on 22-Aug-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Aug-2016 |
22-Aug-2016 |
Change |
Change % |
Previous Week |
| Open |
1.0493 |
1.0421 |
-0.0072 |
-0.7% |
1.0275 |
| High |
1.0499 |
1.0433 |
-0.0066 |
-0.6% |
1.0501 |
| Low |
1.0420 |
1.0379 |
-0.0041 |
-0.4% |
1.0265 |
| Close |
1.0436 |
1.0416 |
-0.0020 |
-0.2% |
1.0436 |
| Range |
0.0079 |
0.0054 |
-0.0025 |
-31.6% |
0.0236 |
| ATR |
0.0080 |
0.0078 |
-0.0002 |
-2.0% |
0.0000 |
| Volume |
25,317 |
16,886 |
-8,431 |
-33.3% |
105,940 |
|
| Daily Pivots for day following 22-Aug-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0571 |
1.0548 |
1.0446 |
|
| R3 |
1.0517 |
1.0494 |
1.0431 |
|
| R2 |
1.0463 |
1.0463 |
1.0426 |
|
| R1 |
1.0440 |
1.0440 |
1.0421 |
1.0425 |
| PP |
1.0409 |
1.0409 |
1.0409 |
1.0402 |
| S1 |
1.0386 |
1.0386 |
1.0411 |
1.0371 |
| S2 |
1.0355 |
1.0355 |
1.0406 |
|
| S3 |
1.0301 |
1.0332 |
1.0401 |
|
| S4 |
1.0247 |
1.0278 |
1.0386 |
|
|
| 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 |
1.0292 |
0.0209 |
2.0% |
0.0091 |
0.9% |
59% |
False |
False |
22,879 |
| 10 |
1.0501 |
1.0180 |
0.0321 |
3.1% |
0.0073 |
0.7% |
74% |
False |
False |
16,730 |
| 20 |
1.0501 |
1.0034 |
0.0467 |
4.5% |
0.0082 |
0.8% |
82% |
False |
False |
17,368 |
| 40 |
1.0501 |
1.0034 |
0.0467 |
4.5% |
0.0078 |
0.7% |
82% |
False |
False |
16,642 |
| 60 |
1.0552 |
1.0034 |
0.0518 |
5.0% |
0.0081 |
0.8% |
74% |
False |
False |
16,985 |
| 80 |
1.0650 |
1.0034 |
0.0616 |
5.9% |
0.0071 |
0.7% |
62% |
False |
False |
12,752 |
| 100 |
1.0650 |
1.0034 |
0.0616 |
5.9% |
0.0064 |
0.6% |
62% |
False |
False |
10,204 |
| 120 |
1.0650 |
1.0034 |
0.0616 |
5.9% |
0.0058 |
0.6% |
62% |
False |
False |
8,505 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0663 |
|
2.618 |
1.0574 |
|
1.618 |
1.0520 |
|
1.000 |
1.0487 |
|
0.618 |
1.0466 |
|
HIGH |
1.0433 |
|
0.618 |
1.0412 |
|
0.500 |
1.0406 |
|
0.382 |
1.0400 |
|
LOW |
1.0379 |
|
0.618 |
1.0346 |
|
1.000 |
1.0325 |
|
1.618 |
1.0292 |
|
2.618 |
1.0238 |
|
4.250 |
1.0150 |
|
|
| Fisher Pivots for day following 22-Aug-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1.0413 |
1.0440 |
| PP |
1.0409 |
1.0432 |
| S1 |
1.0406 |
1.0424 |
|