CME Swiss Franc Future September 2016
| Trading Metrics calculated at close of trading on 24-Aug-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Aug-2016 |
24-Aug-2016 |
Change |
Change % |
Previous Week |
| Open |
1.0410 |
1.0398 |
-0.0012 |
-0.1% |
1.0275 |
| High |
1.0438 |
1.0402 |
-0.0036 |
-0.3% |
1.0501 |
| Low |
1.0394 |
1.0340 |
-0.0054 |
-0.5% |
1.0265 |
| Close |
1.0401 |
1.0352 |
-0.0049 |
-0.5% |
1.0436 |
| Range |
0.0044 |
0.0062 |
0.0018 |
40.9% |
0.0236 |
| ATR |
0.0076 |
0.0075 |
-0.0001 |
-1.3% |
0.0000 |
| Volume |
13,618 |
19,254 |
5,636 |
41.4% |
105,940 |
|
| Daily Pivots for day following 24-Aug-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0551 |
1.0513 |
1.0386 |
|
| R3 |
1.0489 |
1.0451 |
1.0369 |
|
| R2 |
1.0427 |
1.0427 |
1.0363 |
|
| R1 |
1.0389 |
1.0389 |
1.0358 |
1.0377 |
| PP |
1.0365 |
1.0365 |
1.0365 |
1.0359 |
| S1 |
1.0327 |
1.0327 |
1.0346 |
1.0315 |
| S2 |
1.0303 |
1.0303 |
1.0341 |
|
| S3 |
1.0241 |
1.0265 |
1.0335 |
|
| S4 |
1.0179 |
1.0203 |
1.0318 |
|
|
| 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 |
1.0340 |
0.0161 |
1.6% |
0.0066 |
0.6% |
7% |
False |
True |
19,849 |
| 10 |
1.0501 |
1.0258 |
0.0243 |
2.3% |
0.0073 |
0.7% |
39% |
False |
False |
17,696 |
| 20 |
1.0501 |
1.0161 |
0.0340 |
3.3% |
0.0075 |
0.7% |
56% |
False |
False |
17,289 |
| 40 |
1.0501 |
1.0034 |
0.0467 |
4.5% |
0.0075 |
0.7% |
68% |
False |
False |
16,458 |
| 60 |
1.0552 |
1.0034 |
0.0518 |
5.0% |
0.0081 |
0.8% |
61% |
False |
False |
17,523 |
| 80 |
1.0650 |
1.0034 |
0.0616 |
6.0% |
0.0071 |
0.7% |
52% |
False |
False |
13,162 |
| 100 |
1.0650 |
1.0034 |
0.0616 |
6.0% |
0.0065 |
0.6% |
52% |
False |
False |
10,533 |
| 120 |
1.0650 |
1.0034 |
0.0616 |
6.0% |
0.0059 |
0.6% |
52% |
False |
False |
8,778 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0666 |
|
2.618 |
1.0564 |
|
1.618 |
1.0502 |
|
1.000 |
1.0464 |
|
0.618 |
1.0440 |
|
HIGH |
1.0402 |
|
0.618 |
1.0378 |
|
0.500 |
1.0371 |
|
0.382 |
1.0364 |
|
LOW |
1.0340 |
|
0.618 |
1.0302 |
|
1.000 |
1.0278 |
|
1.618 |
1.0240 |
|
2.618 |
1.0178 |
|
4.250 |
1.0077 |
|
|
| Fisher Pivots for day following 24-Aug-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1.0371 |
1.0389 |
| PP |
1.0365 |
1.0377 |
| S1 |
1.0358 |
1.0364 |
|