CME Swiss Franc Future December 2016
| Trading Metrics calculated at close of trading on 05-Aug-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Aug-2016 |
05-Aug-2016 |
Change |
Change % |
Previous Week |
| Open |
1.0349 |
1.0264 |
-0.0085 |
-0.8% |
1.0399 |
| High |
1.0360 |
1.0354 |
-0.0006 |
-0.1% |
1.0458 |
| Low |
1.0338 |
1.0254 |
-0.0084 |
-0.8% |
1.0254 |
| Close |
1.0349 |
1.0285 |
-0.0064 |
-0.6% |
1.0285 |
| Range |
0.0022 |
0.0100 |
0.0078 |
354.5% |
0.0204 |
| ATR |
0.0066 |
0.0068 |
0.0002 |
3.7% |
0.0000 |
| Volume |
1 |
2 |
1 |
100.0% |
38 |
|
| Daily Pivots for day following 05-Aug-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0598 |
1.0541 |
1.0340 |
|
| R3 |
1.0498 |
1.0441 |
1.0313 |
|
| R2 |
1.0398 |
1.0398 |
1.0303 |
|
| R1 |
1.0341 |
1.0341 |
1.0294 |
1.0370 |
| PP |
1.0298 |
1.0298 |
1.0298 |
1.0312 |
| S1 |
1.0241 |
1.0241 |
1.0276 |
1.0270 |
| S2 |
1.0198 |
1.0198 |
1.0267 |
|
| S3 |
1.0098 |
1.0141 |
1.0258 |
|
| S4 |
0.9998 |
1.0041 |
1.0230 |
|
|
| Weekly Pivots for week ending 05-Aug-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0944 |
1.0819 |
1.0397 |
|
| R3 |
1.0740 |
1.0615 |
1.0341 |
|
| R2 |
1.0536 |
1.0536 |
1.0322 |
|
| R1 |
1.0411 |
1.0411 |
1.0304 |
1.0372 |
| PP |
1.0332 |
1.0332 |
1.0332 |
1.0313 |
| S1 |
1.0207 |
1.0207 |
1.0266 |
1.0168 |
| S2 |
1.0128 |
1.0128 |
1.0248 |
|
| S3 |
0.9924 |
1.0003 |
1.0229 |
|
| S4 |
0.9720 |
0.9799 |
1.0173 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0458 |
1.0254 |
0.0204 |
2.0% |
0.0043 |
0.4% |
15% |
False |
True |
7 |
| 10 |
1.0458 |
1.0135 |
0.0323 |
3.1% |
0.0066 |
0.6% |
46% |
False |
False |
10 |
| 20 |
1.0458 |
1.0135 |
0.0323 |
3.1% |
0.0056 |
0.5% |
46% |
False |
False |
9 |
| 40 |
1.0578 |
1.0135 |
0.0443 |
4.3% |
0.0047 |
0.5% |
34% |
False |
False |
9 |
| 60 |
1.0578 |
1.0135 |
0.0443 |
4.3% |
0.0034 |
0.3% |
34% |
False |
False |
7 |
| 80 |
1.0599 |
1.0135 |
0.0464 |
4.5% |
0.0028 |
0.3% |
32% |
False |
False |
5 |
| 100 |
1.0618 |
1.0135 |
0.0483 |
4.7% |
0.0022 |
0.2% |
31% |
False |
False |
4 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0779 |
|
2.618 |
1.0616 |
|
1.618 |
1.0516 |
|
1.000 |
1.0454 |
|
0.618 |
1.0416 |
|
HIGH |
1.0354 |
|
0.618 |
1.0316 |
|
0.500 |
1.0304 |
|
0.382 |
1.0292 |
|
LOW |
1.0254 |
|
0.618 |
1.0192 |
|
1.000 |
1.0154 |
|
1.618 |
1.0092 |
|
2.618 |
0.9992 |
|
4.250 |
0.9829 |
|
|
| Fisher Pivots for day following 05-Aug-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1.0304 |
1.0307 |
| PP |
1.0298 |
1.0300 |
| S1 |
1.0291 |
1.0292 |
|