CME Swiss Franc Future December 2016
| Trading Metrics calculated at close of trading on 25-Aug-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Aug-2016 |
25-Aug-2016 |
Change |
Change % |
Previous Week |
| Open |
1.0449 |
1.0423 |
-0.0026 |
-0.2% |
1.0355 |
| High |
1.0457 |
1.0440 |
-0.0017 |
-0.2% |
1.0556 |
| Low |
1.0399 |
1.0392 |
-0.0007 |
-0.1% |
1.0321 |
| Close |
1.0409 |
1.0400 |
-0.0009 |
-0.1% |
1.0493 |
| Range |
0.0058 |
0.0048 |
-0.0010 |
-17.2% |
0.0235 |
| ATR |
0.0067 |
0.0065 |
-0.0001 |
-2.0% |
0.0000 |
| Volume |
14 |
13 |
-1 |
-7.1% |
233 |
|
| Daily Pivots for day following 25-Aug-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0555 |
1.0525 |
1.0426 |
|
| R3 |
1.0507 |
1.0477 |
1.0413 |
|
| R2 |
1.0459 |
1.0459 |
1.0409 |
|
| R1 |
1.0429 |
1.0429 |
1.0404 |
1.0420 |
| PP |
1.0411 |
1.0411 |
1.0411 |
1.0406 |
| S1 |
1.0381 |
1.0381 |
1.0396 |
1.0372 |
| S2 |
1.0363 |
1.0363 |
1.0391 |
|
| S3 |
1.0315 |
1.0333 |
1.0387 |
|
| S4 |
1.0267 |
1.0285 |
1.0374 |
|
|
| 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 |
1.0545 |
1.0392 |
0.0153 |
1.5% |
0.0051 |
0.5% |
5% |
False |
True |
37 |
| 10 |
1.0556 |
1.0316 |
0.0240 |
2.3% |
0.0066 |
0.6% |
35% |
False |
False |
40 |
| 20 |
1.0556 |
1.0238 |
0.0318 |
3.1% |
0.0062 |
0.6% |
51% |
False |
False |
25 |
| 40 |
1.0556 |
1.0135 |
0.0421 |
4.0% |
0.0053 |
0.5% |
63% |
False |
False |
16 |
| 60 |
1.0578 |
1.0135 |
0.0443 |
4.3% |
0.0047 |
0.5% |
60% |
False |
False |
14 |
| 80 |
1.0578 |
1.0135 |
0.0443 |
4.3% |
0.0037 |
0.4% |
60% |
False |
False |
10 |
| 100 |
1.0618 |
1.0135 |
0.0483 |
4.6% |
0.0031 |
0.3% |
55% |
False |
False |
8 |
| 120 |
1.0618 |
1.0135 |
0.0483 |
4.6% |
0.0026 |
0.2% |
55% |
False |
False |
7 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0644 |
|
2.618 |
1.0566 |
|
1.618 |
1.0518 |
|
1.000 |
1.0488 |
|
0.618 |
1.0470 |
|
HIGH |
1.0440 |
|
0.618 |
1.0422 |
|
0.500 |
1.0416 |
|
0.382 |
1.0410 |
|
LOW |
1.0392 |
|
0.618 |
1.0362 |
|
1.000 |
1.0344 |
|
1.618 |
1.0314 |
|
2.618 |
1.0266 |
|
4.250 |
1.0188 |
|
|
| Fisher Pivots for day following 25-Aug-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1.0416 |
1.0442 |
| PP |
1.0411 |
1.0428 |
| S1 |
1.0405 |
1.0414 |
|