CME Swiss Franc Future December 2016
| Trading Metrics calculated at close of trading on 16-Aug-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Aug-2016 |
16-Aug-2016 |
Change |
Change % |
Previous Week |
| Open |
1.0355 |
1.0349 |
-0.0006 |
-0.1% |
1.0284 |
| High |
1.0364 |
1.0499 |
0.0135 |
1.3% |
1.0371 |
| Low |
1.0321 |
1.0347 |
0.0026 |
0.3% |
1.0238 |
| Close |
1.0355 |
1.0463 |
0.0108 |
1.0% |
1.0330 |
| Range |
0.0043 |
0.0152 |
0.0109 |
253.5% |
0.0133 |
| ATR |
0.0062 |
0.0068 |
0.0006 |
10.4% |
0.0000 |
| Volume |
1 |
71 |
70 |
7,000.0% |
31 |
|
| Daily Pivots for day following 16-Aug-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0892 |
1.0830 |
1.0547 |
|
| R3 |
1.0740 |
1.0678 |
1.0505 |
|
| R2 |
1.0588 |
1.0588 |
1.0491 |
|
| R1 |
1.0526 |
1.0526 |
1.0477 |
1.0557 |
| PP |
1.0436 |
1.0436 |
1.0436 |
1.0452 |
| S1 |
1.0374 |
1.0374 |
1.0449 |
1.0405 |
| S2 |
1.0284 |
1.0284 |
1.0435 |
|
| S3 |
1.0132 |
1.0222 |
1.0421 |
|
| S4 |
0.9980 |
1.0070 |
1.0379 |
|
|
| Weekly Pivots for week ending 12-Aug-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0712 |
1.0654 |
1.0403 |
|
| R3 |
1.0579 |
1.0521 |
1.0367 |
|
| R2 |
1.0446 |
1.0446 |
1.0354 |
|
| R1 |
1.0388 |
1.0388 |
1.0342 |
1.0417 |
| PP |
1.0313 |
1.0313 |
1.0313 |
1.0328 |
| S1 |
1.0255 |
1.0255 |
1.0318 |
1.0284 |
| S2 |
1.0180 |
1.0180 |
1.0306 |
|
| S3 |
1.0047 |
1.0122 |
1.0293 |
|
| S4 |
0.9914 |
0.9989 |
1.0257 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0499 |
1.0280 |
0.0219 |
2.1% |
0.0071 |
0.7% |
84% |
True |
False |
20 |
| 10 |
1.0499 |
1.0238 |
0.0261 |
2.5% |
0.0055 |
0.5% |
86% |
True |
False |
10 |
| 20 |
1.0499 |
1.0135 |
0.0364 |
3.5% |
0.0062 |
0.6% |
90% |
True |
False |
11 |
| 40 |
1.0578 |
1.0135 |
0.0443 |
4.2% |
0.0053 |
0.5% |
74% |
False |
False |
10 |
| 60 |
1.0578 |
1.0135 |
0.0443 |
4.2% |
0.0041 |
0.4% |
74% |
False |
False |
8 |
| 80 |
1.0599 |
1.0135 |
0.0464 |
4.4% |
0.0031 |
0.3% |
71% |
False |
False |
6 |
| 100 |
1.0618 |
1.0135 |
0.0483 |
4.6% |
0.0027 |
0.3% |
68% |
False |
False |
5 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1145 |
|
2.618 |
1.0897 |
|
1.618 |
1.0745 |
|
1.000 |
1.0651 |
|
0.618 |
1.0593 |
|
HIGH |
1.0499 |
|
0.618 |
1.0441 |
|
0.500 |
1.0423 |
|
0.382 |
1.0405 |
|
LOW |
1.0347 |
|
0.618 |
1.0253 |
|
1.000 |
1.0195 |
|
1.618 |
1.0101 |
|
2.618 |
0.9949 |
|
4.250 |
0.9701 |
|
|
| Fisher Pivots for day following 16-Aug-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1.0450 |
1.0445 |
| PP |
1.0436 |
1.0426 |
| S1 |
1.0423 |
1.0408 |
|