CME Swiss Franc Future December 2016
| Trading Metrics calculated at close of trading on 11-Aug-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Aug-2016 |
11-Aug-2016 |
Change |
Change % |
Previous Week |
| Open |
1.0282 |
1.0338 |
0.0056 |
0.5% |
1.0399 |
| High |
1.0334 |
1.0367 |
0.0033 |
0.3% |
1.0458 |
| Low |
1.0280 |
1.0317 |
0.0037 |
0.4% |
1.0254 |
| Close |
1.0328 |
1.0337 |
0.0009 |
0.1% |
1.0285 |
| Range |
0.0054 |
0.0050 |
-0.0004 |
-7.4% |
0.0204 |
| ATR |
0.0065 |
0.0064 |
-0.0001 |
-1.6% |
0.0000 |
| Volume |
6 |
18 |
12 |
200.0% |
38 |
|
| Daily Pivots for day following 11-Aug-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0490 |
1.0464 |
1.0365 |
|
| R3 |
1.0440 |
1.0414 |
1.0351 |
|
| R2 |
1.0390 |
1.0390 |
1.0346 |
|
| R1 |
1.0364 |
1.0364 |
1.0342 |
1.0352 |
| PP |
1.0340 |
1.0340 |
1.0340 |
1.0335 |
| S1 |
1.0314 |
1.0314 |
1.0332 |
1.0302 |
| S2 |
1.0290 |
1.0290 |
1.0328 |
|
| S3 |
1.0240 |
1.0264 |
1.0323 |
|
| S4 |
1.0190 |
1.0214 |
1.0310 |
|
|
| 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 |
1.0367 |
1.0238 |
0.0129 |
1.2% |
0.0056 |
0.5% |
77% |
True |
False |
5 |
| 10 |
1.0458 |
1.0238 |
0.0220 |
2.1% |
0.0057 |
0.6% |
45% |
False |
False |
9 |
| 20 |
1.0458 |
1.0135 |
0.0323 |
3.1% |
0.0055 |
0.5% |
63% |
False |
False |
8 |
| 40 |
1.0578 |
1.0135 |
0.0443 |
4.3% |
0.0049 |
0.5% |
46% |
False |
False |
9 |
| 60 |
1.0578 |
1.0135 |
0.0443 |
4.3% |
0.0036 |
0.4% |
46% |
False |
False |
7 |
| 80 |
1.0599 |
1.0135 |
0.0464 |
4.5% |
0.0030 |
0.3% |
44% |
False |
False |
5 |
| 100 |
1.0618 |
1.0135 |
0.0483 |
4.7% |
0.0024 |
0.2% |
42% |
False |
False |
4 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0580 |
|
2.618 |
1.0498 |
|
1.618 |
1.0448 |
|
1.000 |
1.0417 |
|
0.618 |
1.0398 |
|
HIGH |
1.0367 |
|
0.618 |
1.0348 |
|
0.500 |
1.0342 |
|
0.382 |
1.0336 |
|
LOW |
1.0317 |
|
0.618 |
1.0286 |
|
1.000 |
1.0267 |
|
1.618 |
1.0236 |
|
2.618 |
1.0186 |
|
4.250 |
1.0105 |
|
|
| Fisher Pivots for day following 11-Aug-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1.0342 |
1.0326 |
| PP |
1.0340 |
1.0314 |
| S1 |
1.0339 |
1.0303 |
|