CME Swiss Franc Future September 2016
| Trading Metrics calculated at close of trading on 25-Aug-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Aug-2016 |
25-Aug-2016 |
Change |
Change % |
Previous Week |
| Open |
1.0398 |
1.0354 |
-0.0044 |
-0.4% |
1.0275 |
| High |
1.0402 |
1.0385 |
-0.0017 |
-0.2% |
1.0501 |
| Low |
1.0340 |
1.0335 |
-0.0005 |
0.0% |
1.0265 |
| Close |
1.0352 |
1.0343 |
-0.0009 |
-0.1% |
1.0436 |
| Range |
0.0062 |
0.0050 |
-0.0012 |
-19.4% |
0.0236 |
| ATR |
0.0075 |
0.0073 |
-0.0002 |
-2.4% |
0.0000 |
| Volume |
19,254 |
16,650 |
-2,604 |
-13.5% |
105,940 |
|
| Daily Pivots for day following 25-Aug-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0504 |
1.0474 |
1.0371 |
|
| R3 |
1.0454 |
1.0424 |
1.0357 |
|
| R2 |
1.0404 |
1.0404 |
1.0352 |
|
| R1 |
1.0374 |
1.0374 |
1.0348 |
1.0364 |
| PP |
1.0354 |
1.0354 |
1.0354 |
1.0350 |
| S1 |
1.0324 |
1.0324 |
1.0338 |
1.0314 |
| S2 |
1.0304 |
1.0304 |
1.0334 |
|
| S3 |
1.0254 |
1.0274 |
1.0329 |
|
| S4 |
1.0204 |
1.0224 |
1.0316 |
|
|
| 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 |
1.0499 |
1.0335 |
0.0164 |
1.6% |
0.0058 |
0.6% |
5% |
False |
True |
18,345 |
| 10 |
1.0501 |
1.0258 |
0.0243 |
2.3% |
0.0072 |
0.7% |
35% |
False |
False |
18,337 |
| 20 |
1.0501 |
1.0180 |
0.0321 |
3.1% |
0.0074 |
0.7% |
51% |
False |
False |
17,197 |
| 40 |
1.0501 |
1.0034 |
0.0467 |
4.5% |
0.0075 |
0.7% |
66% |
False |
False |
16,522 |
| 60 |
1.0552 |
1.0034 |
0.0518 |
5.0% |
0.0080 |
0.8% |
60% |
False |
False |
17,785 |
| 80 |
1.0552 |
1.0034 |
0.0518 |
5.0% |
0.0070 |
0.7% |
60% |
False |
False |
13,369 |
| 100 |
1.0650 |
1.0034 |
0.0616 |
6.0% |
0.0065 |
0.6% |
50% |
False |
False |
10,699 |
| 120 |
1.0650 |
1.0034 |
0.0616 |
6.0% |
0.0059 |
0.6% |
50% |
False |
False |
8,917 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0598 |
|
2.618 |
1.0516 |
|
1.618 |
1.0466 |
|
1.000 |
1.0435 |
|
0.618 |
1.0416 |
|
HIGH |
1.0385 |
|
0.618 |
1.0366 |
|
0.500 |
1.0360 |
|
0.382 |
1.0354 |
|
LOW |
1.0335 |
|
0.618 |
1.0304 |
|
1.000 |
1.0285 |
|
1.618 |
1.0254 |
|
2.618 |
1.0204 |
|
4.250 |
1.0123 |
|
|
| Fisher Pivots for day following 25-Aug-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1.0360 |
1.0387 |
| PP |
1.0354 |
1.0372 |
| S1 |
1.0349 |
1.0358 |
|