CME Swiss Franc Future September 2016
| Trading Metrics calculated at close of trading on 23-Aug-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Aug-2016 |
23-Aug-2016 |
Change |
Change % |
Previous Week |
| Open |
1.0421 |
1.0410 |
-0.0011 |
-0.1% |
1.0275 |
| High |
1.0433 |
1.0438 |
0.0005 |
0.0% |
1.0501 |
| Low |
1.0379 |
1.0394 |
0.0015 |
0.1% |
1.0265 |
| Close |
1.0416 |
1.0401 |
-0.0015 |
-0.1% |
1.0436 |
| Range |
0.0054 |
0.0044 |
-0.0010 |
-18.5% |
0.0236 |
| ATR |
0.0078 |
0.0076 |
-0.0002 |
-3.1% |
0.0000 |
| Volume |
16,886 |
13,618 |
-3,268 |
-19.4% |
105,940 |
|
| Daily Pivots for day following 23-Aug-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0543 |
1.0516 |
1.0425 |
|
| R3 |
1.0499 |
1.0472 |
1.0413 |
|
| R2 |
1.0455 |
1.0455 |
1.0409 |
|
| R1 |
1.0428 |
1.0428 |
1.0405 |
1.0420 |
| PP |
1.0411 |
1.0411 |
1.0411 |
1.0407 |
| S1 |
1.0384 |
1.0384 |
1.0397 |
1.0376 |
| S2 |
1.0367 |
1.0367 |
1.0393 |
|
| S3 |
1.0323 |
1.0340 |
1.0389 |
|
| S4 |
1.0279 |
1.0296 |
1.0377 |
|
|
| 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 |
1.0370 |
0.0131 |
1.3% |
0.0067 |
0.6% |
24% |
False |
False |
20,099 |
| 10 |
1.0501 |
1.0205 |
0.0296 |
2.8% |
0.0074 |
0.7% |
66% |
False |
False |
17,192 |
| 20 |
1.0501 |
1.0034 |
0.0467 |
4.5% |
0.0079 |
0.8% |
79% |
False |
False |
17,151 |
| 40 |
1.0501 |
1.0034 |
0.0467 |
4.5% |
0.0076 |
0.7% |
79% |
False |
False |
16,351 |
| 60 |
1.0552 |
1.0034 |
0.0518 |
5.0% |
0.0081 |
0.8% |
71% |
False |
False |
17,210 |
| 80 |
1.0650 |
1.0034 |
0.0616 |
5.9% |
0.0071 |
0.7% |
60% |
False |
False |
12,922 |
| 100 |
1.0650 |
1.0034 |
0.0616 |
5.9% |
0.0064 |
0.6% |
60% |
False |
False |
10,340 |
| 120 |
1.0650 |
1.0034 |
0.0616 |
5.9% |
0.0058 |
0.6% |
60% |
False |
False |
8,618 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0625 |
|
2.618 |
1.0553 |
|
1.618 |
1.0509 |
|
1.000 |
1.0482 |
|
0.618 |
1.0465 |
|
HIGH |
1.0438 |
|
0.618 |
1.0421 |
|
0.500 |
1.0416 |
|
0.382 |
1.0411 |
|
LOW |
1.0394 |
|
0.618 |
1.0367 |
|
1.000 |
1.0350 |
|
1.618 |
1.0323 |
|
2.618 |
1.0279 |
|
4.250 |
1.0207 |
|
|
| Fisher Pivots for day following 23-Aug-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1.0416 |
1.0439 |
| PP |
1.0411 |
1.0426 |
| S1 |
1.0406 |
1.0414 |
|