CME Swiss Franc Future September 2016
| Trading Metrics calculated at close of trading on 29-Aug-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Aug-2016 |
29-Aug-2016 |
Change |
Change % |
Previous Week |
| Open |
1.0346 |
1.0230 |
-0.0116 |
-1.1% |
1.0421 |
| High |
1.0395 |
1.0251 |
-0.0144 |
-1.4% |
1.0438 |
| Low |
1.0223 |
1.0209 |
-0.0014 |
-0.1% |
1.0223 |
| Close |
1.0226 |
1.0233 |
0.0007 |
0.1% |
1.0226 |
| Range |
0.0172 |
0.0042 |
-0.0130 |
-75.6% |
0.0215 |
| ATR |
0.0080 |
0.0077 |
-0.0003 |
-3.4% |
0.0000 |
| Volume |
48,807 |
16,371 |
-32,436 |
-66.5% |
115,215 |
|
| Daily Pivots for day following 29-Aug-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0357 |
1.0337 |
1.0256 |
|
| R3 |
1.0315 |
1.0295 |
1.0245 |
|
| R2 |
1.0273 |
1.0273 |
1.0241 |
|
| R1 |
1.0253 |
1.0253 |
1.0237 |
1.0263 |
| PP |
1.0231 |
1.0231 |
1.0231 |
1.0236 |
| S1 |
1.0211 |
1.0211 |
1.0229 |
1.0221 |
| S2 |
1.0189 |
1.0189 |
1.0225 |
|
| S3 |
1.0147 |
1.0169 |
1.0221 |
|
| S4 |
1.0105 |
1.0127 |
1.0210 |
|
|
| Weekly Pivots for week ending 26-Aug-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0941 |
1.0798 |
1.0344 |
|
| R3 |
1.0726 |
1.0583 |
1.0285 |
|
| R2 |
1.0511 |
1.0511 |
1.0265 |
|
| R1 |
1.0368 |
1.0368 |
1.0246 |
1.0332 |
| PP |
1.0296 |
1.0296 |
1.0296 |
1.0278 |
| S1 |
1.0153 |
1.0153 |
1.0206 |
1.0117 |
| S2 |
1.0081 |
1.0081 |
1.0187 |
|
| S3 |
0.9866 |
0.9938 |
1.0167 |
|
| S4 |
0.9651 |
0.9723 |
1.0108 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0438 |
1.0209 |
0.0229 |
2.2% |
0.0074 |
0.7% |
10% |
False |
True |
22,940 |
| 10 |
1.0501 |
1.0209 |
0.0292 |
2.9% |
0.0082 |
0.8% |
8% |
False |
True |
22,909 |
| 20 |
1.0501 |
1.0180 |
0.0321 |
3.1% |
0.0073 |
0.7% |
17% |
False |
False |
17,892 |
| 40 |
1.0501 |
1.0034 |
0.0467 |
4.6% |
0.0076 |
0.7% |
43% |
False |
False |
17,231 |
| 60 |
1.0552 |
1.0034 |
0.0518 |
5.1% |
0.0080 |
0.8% |
38% |
False |
False |
18,820 |
| 80 |
1.0552 |
1.0034 |
0.0518 |
5.1% |
0.0072 |
0.7% |
38% |
False |
False |
14,183 |
| 100 |
1.0650 |
1.0034 |
0.0616 |
6.0% |
0.0067 |
0.7% |
32% |
False |
False |
11,351 |
| 120 |
1.0650 |
1.0034 |
0.0616 |
6.0% |
0.0061 |
0.6% |
32% |
False |
False |
9,460 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0430 |
|
2.618 |
1.0361 |
|
1.618 |
1.0319 |
|
1.000 |
1.0293 |
|
0.618 |
1.0277 |
|
HIGH |
1.0251 |
|
0.618 |
1.0235 |
|
0.500 |
1.0230 |
|
0.382 |
1.0225 |
|
LOW |
1.0209 |
|
0.618 |
1.0183 |
|
1.000 |
1.0167 |
|
1.618 |
1.0141 |
|
2.618 |
1.0099 |
|
4.250 |
1.0031 |
|
|
| Fisher Pivots for day following 29-Aug-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1.0232 |
1.0302 |
| PP |
1.0231 |
1.0279 |
| S1 |
1.0230 |
1.0256 |
|