CME Swiss Franc Future December 2016
| Trading Metrics calculated at close of trading on 10-Aug-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Aug-2016 |
10-Aug-2016 |
Change |
Change % |
Previous Week |
| Open |
1.0256 |
1.0282 |
0.0026 |
0.3% |
1.0399 |
| High |
1.0264 |
1.0334 |
0.0070 |
0.7% |
1.0458 |
| Low |
1.0238 |
1.0280 |
0.0042 |
0.4% |
1.0254 |
| Close |
1.0256 |
1.0328 |
0.0072 |
0.7% |
1.0285 |
| Range |
0.0026 |
0.0054 |
0.0028 |
107.7% |
0.0204 |
| ATR |
0.0064 |
0.0065 |
0.0001 |
1.6% |
0.0000 |
| Volume |
0 |
6 |
6 |
|
38 |
|
| Daily Pivots for day following 10-Aug-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0476 |
1.0456 |
1.0358 |
|
| R3 |
1.0422 |
1.0402 |
1.0343 |
|
| R2 |
1.0368 |
1.0368 |
1.0338 |
|
| R1 |
1.0348 |
1.0348 |
1.0333 |
1.0358 |
| PP |
1.0314 |
1.0314 |
1.0314 |
1.0319 |
| S1 |
1.0294 |
1.0294 |
1.0323 |
1.0304 |
| S2 |
1.0260 |
1.0260 |
1.0318 |
|
| S3 |
1.0206 |
1.0240 |
1.0313 |
|
| S4 |
1.0152 |
1.0186 |
1.0298 |
|
|
| 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% |
0.0050 |
0.5% |
74% |
False |
False |
2 |
| 10 |
1.0458 |
1.0238 |
0.0220 |
2.1% |
0.0057 |
0.6% |
41% |
False |
False |
9 |
| 20 |
1.0458 |
1.0135 |
0.0323 |
3.1% |
0.0057 |
0.6% |
60% |
False |
False |
7 |
| 40 |
1.0578 |
1.0135 |
0.0443 |
4.3% |
0.0049 |
0.5% |
44% |
False |
False |
8 |
| 60 |
1.0578 |
1.0135 |
0.0443 |
4.3% |
0.0036 |
0.3% |
44% |
False |
False |
7 |
| 80 |
1.0599 |
1.0135 |
0.0464 |
4.5% |
0.0029 |
0.3% |
42% |
False |
False |
5 |
| 100 |
1.0618 |
1.0135 |
0.0483 |
4.7% |
0.0024 |
0.2% |
40% |
False |
False |
4 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0564 |
|
2.618 |
1.0475 |
|
1.618 |
1.0421 |
|
1.000 |
1.0388 |
|
0.618 |
1.0367 |
|
HIGH |
1.0334 |
|
0.618 |
1.0313 |
|
0.500 |
1.0307 |
|
0.382 |
1.0301 |
|
LOW |
1.0280 |
|
0.618 |
1.0247 |
|
1.000 |
1.0226 |
|
1.618 |
1.0193 |
|
2.618 |
1.0139 |
|
4.250 |
1.0051 |
|
|
| Fisher Pivots for day following 10-Aug-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1.0321 |
1.0314 |
| PP |
1.0314 |
1.0300 |
| S1 |
1.0307 |
1.0286 |
|