CME Swiss Franc Future December 2016
| Trading Metrics calculated at close of trading on 23-Aug-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Aug-2016 |
23-Aug-2016 |
Change |
Change % |
Previous Week |
| Open |
1.0443 |
1.0468 |
0.0025 |
0.2% |
1.0355 |
| High |
1.0475 |
1.0492 |
0.0017 |
0.2% |
1.0556 |
| Low |
1.0436 |
1.0453 |
0.0017 |
0.2% |
1.0321 |
| Close |
1.0472 |
1.0457 |
-0.0015 |
-0.1% |
1.0493 |
| Range |
0.0039 |
0.0039 |
0.0000 |
0.0% |
0.0235 |
| ATR |
0.0069 |
0.0067 |
-0.0002 |
-3.1% |
0.0000 |
| Volume |
122 |
17 |
-105 |
-86.1% |
233 |
|
| Daily Pivots for day following 23-Aug-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0584 |
1.0560 |
1.0478 |
|
| R3 |
1.0545 |
1.0521 |
1.0468 |
|
| R2 |
1.0506 |
1.0506 |
1.0464 |
|
| R1 |
1.0482 |
1.0482 |
1.0461 |
1.0475 |
| PP |
1.0467 |
1.0467 |
1.0467 |
1.0464 |
| S1 |
1.0443 |
1.0443 |
1.0453 |
1.0436 |
| S2 |
1.0428 |
1.0428 |
1.0450 |
|
| S3 |
1.0389 |
1.0404 |
1.0446 |
|
| S4 |
1.0350 |
1.0365 |
1.0436 |
|
|
| 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 |
1.0429 |
0.0127 |
1.2% |
0.0060 |
0.6% |
22% |
False |
False |
60 |
| 10 |
1.0556 |
1.0280 |
0.0276 |
2.6% |
0.0066 |
0.6% |
64% |
False |
False |
40 |
| 20 |
1.0556 |
1.0135 |
0.0421 |
4.0% |
0.0063 |
0.6% |
76% |
False |
False |
25 |
| 40 |
1.0556 |
1.0135 |
0.0421 |
4.0% |
0.0052 |
0.5% |
76% |
False |
False |
16 |
| 60 |
1.0578 |
1.0135 |
0.0443 |
4.2% |
0.0046 |
0.4% |
73% |
False |
False |
13 |
| 80 |
1.0599 |
1.0135 |
0.0464 |
4.4% |
0.0035 |
0.3% |
69% |
False |
False |
10 |
| 100 |
1.0618 |
1.0135 |
0.0483 |
4.6% |
0.0030 |
0.3% |
67% |
False |
False |
8 |
| 120 |
1.0618 |
1.0135 |
0.0483 |
4.6% |
0.0025 |
0.2% |
67% |
False |
False |
6 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0658 |
|
2.618 |
1.0594 |
|
1.618 |
1.0555 |
|
1.000 |
1.0531 |
|
0.618 |
1.0516 |
|
HIGH |
1.0492 |
|
0.618 |
1.0477 |
|
0.500 |
1.0473 |
|
0.382 |
1.0468 |
|
LOW |
1.0453 |
|
0.618 |
1.0429 |
|
1.000 |
1.0414 |
|
1.618 |
1.0390 |
|
2.618 |
1.0351 |
|
4.250 |
1.0287 |
|
|
| Fisher Pivots for day following 23-Aug-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1.0473 |
1.0491 |
| PP |
1.0467 |
1.0479 |
| S1 |
1.0462 |
1.0468 |
|