CME Swiss Franc Future December 2016
| Trading Metrics calculated at close of trading on 08-Aug-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Aug-2016 |
08-Aug-2016 |
Change |
Change % |
Previous Week |
| Open |
1.0264 |
1.0284 |
0.0020 |
0.2% |
1.0399 |
| High |
1.0354 |
1.0288 |
-0.0066 |
-0.6% |
1.0458 |
| Low |
1.0254 |
1.0240 |
-0.0014 |
-0.1% |
1.0254 |
| Close |
1.0285 |
1.0249 |
-0.0036 |
-0.4% |
1.0285 |
| Range |
0.0100 |
0.0048 |
-0.0052 |
-52.0% |
0.0204 |
| ATR |
0.0068 |
0.0067 |
-0.0001 |
-2.1% |
0.0000 |
| Volume |
2 |
1 |
-1 |
-50.0% |
38 |
|
| Daily Pivots for day following 08-Aug-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0403 |
1.0374 |
1.0275 |
|
| R3 |
1.0355 |
1.0326 |
1.0262 |
|
| R2 |
1.0307 |
1.0307 |
1.0258 |
|
| R1 |
1.0278 |
1.0278 |
1.0253 |
1.0269 |
| PP |
1.0259 |
1.0259 |
1.0259 |
1.0254 |
| S1 |
1.0230 |
1.0230 |
1.0245 |
1.0221 |
| S2 |
1.0211 |
1.0211 |
1.0240 |
|
| S3 |
1.0163 |
1.0182 |
1.0236 |
|
| S4 |
1.0115 |
1.0134 |
1.0223 |
|
|
| 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 |
1.0240 |
0.0218 |
2.1% |
0.0045 |
0.4% |
4% |
False |
True |
1 |
| 10 |
1.0458 |
1.0135 |
0.0323 |
3.2% |
0.0067 |
0.7% |
35% |
False |
False |
10 |
| 20 |
1.0458 |
1.0135 |
0.0323 |
3.2% |
0.0057 |
0.6% |
35% |
False |
False |
8 |
| 40 |
1.0578 |
1.0135 |
0.0443 |
4.3% |
0.0048 |
0.5% |
26% |
False |
False |
9 |
| 60 |
1.0578 |
1.0135 |
0.0443 |
4.3% |
0.0034 |
0.3% |
26% |
False |
False |
7 |
| 80 |
1.0599 |
1.0135 |
0.0464 |
4.5% |
0.0028 |
0.3% |
25% |
False |
False |
5 |
| 100 |
1.0618 |
1.0135 |
0.0483 |
4.7% |
0.0023 |
0.2% |
24% |
False |
False |
4 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0492 |
|
2.618 |
1.0414 |
|
1.618 |
1.0366 |
|
1.000 |
1.0336 |
|
0.618 |
1.0318 |
|
HIGH |
1.0288 |
|
0.618 |
1.0270 |
|
0.500 |
1.0264 |
|
0.382 |
1.0258 |
|
LOW |
1.0240 |
|
0.618 |
1.0210 |
|
1.000 |
1.0192 |
|
1.618 |
1.0162 |
|
2.618 |
1.0114 |
|
4.250 |
1.0036 |
|
|
| Fisher Pivots for day following 08-Aug-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1.0264 |
1.0300 |
| PP |
1.0259 |
1.0283 |
| S1 |
1.0254 |
1.0266 |
|