CME Swiss Franc Future December 2016
| Trading Metrics calculated at close of trading on 22-Aug-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Aug-2016 |
22-Aug-2016 |
Change |
Change % |
Previous Week |
| Open |
1.0542 |
1.0443 |
-0.0099 |
-0.9% |
1.0355 |
| High |
1.0545 |
1.0475 |
-0.0070 |
-0.7% |
1.0556 |
| Low |
1.0476 |
1.0436 |
-0.0040 |
-0.4% |
1.0321 |
| Close |
1.0493 |
1.0472 |
-0.0021 |
-0.2% |
1.0493 |
| Range |
0.0069 |
0.0039 |
-0.0030 |
-43.5% |
0.0235 |
| ATR |
0.0070 |
0.0069 |
-0.0001 |
-1.3% |
0.0000 |
| Volume |
22 |
122 |
100 |
454.5% |
233 |
|
| Daily Pivots for day following 22-Aug-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0578 |
1.0564 |
1.0493 |
|
| R3 |
1.0539 |
1.0525 |
1.0483 |
|
| R2 |
1.0500 |
1.0500 |
1.0479 |
|
| R1 |
1.0486 |
1.0486 |
1.0476 |
1.0493 |
| PP |
1.0461 |
1.0461 |
1.0461 |
1.0465 |
| S1 |
1.0447 |
1.0447 |
1.0468 |
1.0454 |
| S2 |
1.0422 |
1.0422 |
1.0465 |
|
| S3 |
1.0383 |
1.0408 |
1.0461 |
|
| S4 |
1.0344 |
1.0369 |
1.0451 |
|
|
| Weekly Pivots for week ending 19-Aug-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1162 |
1.1062 |
1.0622 |
|
| R3 |
1.0927 |
1.0827 |
1.0558 |
|
| R2 |
1.0692 |
1.0692 |
1.0536 |
|
| R1 |
1.0592 |
1.0592 |
1.0515 |
1.0642 |
| PP |
1.0457 |
1.0457 |
1.0457 |
1.0482 |
| S1 |
1.0357 |
1.0357 |
1.0471 |
1.0407 |
| S2 |
1.0222 |
1.0222 |
1.0450 |
|
| S3 |
0.9987 |
1.0122 |
1.0428 |
|
| S4 |
0.9752 |
0.9887 |
1.0364 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0556 |
1.0347 |
0.0209 |
2.0% |
0.0083 |
0.8% |
60% |
False |
False |
70 |
| 10 |
1.0556 |
1.0238 |
0.0318 |
3.0% |
0.0064 |
0.6% |
74% |
False |
False |
38 |
| 20 |
1.0556 |
1.0135 |
0.0421 |
4.0% |
0.0066 |
0.6% |
80% |
False |
False |
24 |
| 40 |
1.0556 |
1.0135 |
0.0421 |
4.0% |
0.0052 |
0.5% |
80% |
False |
False |
16 |
| 60 |
1.0578 |
1.0135 |
0.0443 |
4.2% |
0.0045 |
0.4% |
76% |
False |
False |
13 |
| 80 |
1.0599 |
1.0135 |
0.0464 |
4.4% |
0.0035 |
0.3% |
73% |
False |
False |
10 |
| 100 |
1.0618 |
1.0135 |
0.0483 |
4.6% |
0.0029 |
0.3% |
70% |
False |
False |
8 |
| 120 |
1.0618 |
1.0135 |
0.0483 |
4.6% |
0.0024 |
0.2% |
70% |
False |
False |
6 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0641 |
|
2.618 |
1.0577 |
|
1.618 |
1.0538 |
|
1.000 |
1.0514 |
|
0.618 |
1.0499 |
|
HIGH |
1.0475 |
|
0.618 |
1.0460 |
|
0.500 |
1.0456 |
|
0.382 |
1.0451 |
|
LOW |
1.0436 |
|
0.618 |
1.0412 |
|
1.000 |
1.0397 |
|
1.618 |
1.0373 |
|
2.618 |
1.0334 |
|
4.250 |
1.0270 |
|
|
| Fisher Pivots for day following 22-Aug-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1.0467 |
1.0496 |
| PP |
1.0461 |
1.0488 |
| S1 |
1.0456 |
1.0480 |
|