CME Swiss Franc Future September 2016
| Trading Metrics calculated at close of trading on 31-Aug-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Aug-2016 |
31-Aug-2016 |
Change |
Change % |
Previous Week |
| Open |
1.0233 |
1.0176 |
-0.0057 |
-0.6% |
1.0421 |
| High |
1.0240 |
1.0194 |
-0.0046 |
-0.4% |
1.0438 |
| Low |
1.0169 |
1.0148 |
-0.0021 |
-0.2% |
1.0223 |
| Close |
1.0175 |
1.0180 |
0.0005 |
0.0% |
1.0226 |
| Range |
0.0071 |
0.0046 |
-0.0025 |
-35.2% |
0.0215 |
| ATR |
0.0077 |
0.0075 |
-0.0002 |
-2.9% |
0.0000 |
| Volume |
21,421 |
21,140 |
-281 |
-1.3% |
115,215 |
|
| Daily Pivots for day following 31-Aug-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0312 |
1.0292 |
1.0205 |
|
| R3 |
1.0266 |
1.0246 |
1.0193 |
|
| R2 |
1.0220 |
1.0220 |
1.0188 |
|
| R1 |
1.0200 |
1.0200 |
1.0184 |
1.0210 |
| PP |
1.0174 |
1.0174 |
1.0174 |
1.0179 |
| S1 |
1.0154 |
1.0154 |
1.0176 |
1.0164 |
| S2 |
1.0128 |
1.0128 |
1.0172 |
|
| S3 |
1.0082 |
1.0108 |
1.0167 |
|
| S4 |
1.0036 |
1.0062 |
1.0155 |
|
|
| 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 |
1.0395 |
1.0148 |
0.0247 |
2.4% |
0.0076 |
0.7% |
13% |
False |
True |
24,877 |
| 10 |
1.0501 |
1.0148 |
0.0353 |
3.5% |
0.0071 |
0.7% |
9% |
False |
True |
22,363 |
| 20 |
1.0501 |
1.0148 |
0.0353 |
3.5% |
0.0071 |
0.7% |
9% |
False |
True |
18,365 |
| 40 |
1.0501 |
1.0034 |
0.0467 |
4.6% |
0.0075 |
0.7% |
31% |
False |
False |
17,402 |
| 60 |
1.0552 |
1.0034 |
0.0518 |
5.1% |
0.0079 |
0.8% |
28% |
False |
False |
19,099 |
| 80 |
1.0552 |
1.0034 |
0.0518 |
5.1% |
0.0073 |
0.7% |
28% |
False |
False |
14,715 |
| 100 |
1.0650 |
1.0034 |
0.0616 |
6.1% |
0.0067 |
0.7% |
24% |
False |
False |
11,776 |
| 120 |
1.0650 |
1.0034 |
0.0616 |
6.1% |
0.0060 |
0.6% |
24% |
False |
False |
9,815 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0390 |
|
2.618 |
1.0314 |
|
1.618 |
1.0268 |
|
1.000 |
1.0240 |
|
0.618 |
1.0222 |
|
HIGH |
1.0194 |
|
0.618 |
1.0176 |
|
0.500 |
1.0171 |
|
0.382 |
1.0166 |
|
LOW |
1.0148 |
|
0.618 |
1.0120 |
|
1.000 |
1.0102 |
|
1.618 |
1.0074 |
|
2.618 |
1.0028 |
|
4.250 |
0.9953 |
|
|
| Fisher Pivots for day following 31-Aug-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1.0177 |
1.0200 |
| PP |
1.0174 |
1.0193 |
| S1 |
1.0171 |
1.0187 |
|