CME Swiss Franc Future December 2016
| Trading Metrics calculated at close of trading on 09-Aug-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Aug-2016 |
09-Aug-2016 |
Change |
Change % |
Previous Week |
| Open |
1.0284 |
1.0256 |
-0.0028 |
-0.3% |
1.0399 |
| High |
1.0288 |
1.0264 |
-0.0024 |
-0.2% |
1.0458 |
| Low |
1.0240 |
1.0238 |
-0.0002 |
0.0% |
1.0254 |
| Close |
1.0249 |
1.0256 |
0.0007 |
0.1% |
1.0285 |
| Range |
0.0048 |
0.0026 |
-0.0022 |
-45.8% |
0.0204 |
| ATR |
0.0067 |
0.0064 |
-0.0003 |
-4.4% |
0.0000 |
| Volume |
1 |
0 |
-1 |
-100.0% |
38 |
|
| Daily Pivots for day following 09-Aug-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0331 |
1.0319 |
1.0270 |
|
| R3 |
1.0305 |
1.0293 |
1.0263 |
|
| R2 |
1.0279 |
1.0279 |
1.0261 |
|
| R1 |
1.0267 |
1.0267 |
1.0258 |
1.0269 |
| PP |
1.0253 |
1.0253 |
1.0253 |
1.0254 |
| S1 |
1.0241 |
1.0241 |
1.0254 |
1.0243 |
| S2 |
1.0227 |
1.0227 |
1.0251 |
|
| S3 |
1.0201 |
1.0215 |
1.0249 |
|
| S4 |
1.0175 |
1.0189 |
1.0242 |
|
|
| 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 |
1.0360 |
1.0238 |
0.0122 |
1.2% |
0.0040 |
0.4% |
15% |
False |
True |
|
| 10 |
1.0458 |
1.0135 |
0.0323 |
3.1% |
0.0061 |
0.6% |
37% |
False |
False |
9 |
| 20 |
1.0458 |
1.0135 |
0.0323 |
3.1% |
0.0058 |
0.6% |
37% |
False |
False |
8 |
| 40 |
1.0578 |
1.0135 |
0.0443 |
4.3% |
0.0048 |
0.5% |
27% |
False |
False |
9 |
| 60 |
1.0578 |
1.0135 |
0.0443 |
4.3% |
0.0035 |
0.3% |
27% |
False |
False |
7 |
| 80 |
1.0599 |
1.0135 |
0.0464 |
4.5% |
0.0029 |
0.3% |
26% |
False |
False |
5 |
| 100 |
1.0618 |
1.0135 |
0.0483 |
4.7% |
0.0023 |
0.2% |
25% |
False |
False |
4 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0375 |
|
2.618 |
1.0332 |
|
1.618 |
1.0306 |
|
1.000 |
1.0290 |
|
0.618 |
1.0280 |
|
HIGH |
1.0264 |
|
0.618 |
1.0254 |
|
0.500 |
1.0251 |
|
0.382 |
1.0248 |
|
LOW |
1.0238 |
|
0.618 |
1.0222 |
|
1.000 |
1.0212 |
|
1.618 |
1.0196 |
|
2.618 |
1.0170 |
|
4.250 |
1.0128 |
|
|
| Fisher Pivots for day following 09-Aug-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1.0254 |
1.0296 |
| PP |
1.0253 |
1.0283 |
| S1 |
1.0251 |
1.0269 |
|