CME Swiss Franc Future September 2016
| Trading Metrics calculated at close of trading on 09-Sep-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Sep-2016 |
09-Sep-2016 |
Change |
Change % |
Previous Week |
| Open |
1.0316 |
1.0288 |
-0.0028 |
-0.3% |
1.0203 |
| High |
1.0367 |
1.0301 |
-0.0066 |
-0.6% |
1.0367 |
| Low |
1.0273 |
1.0223 |
-0.0050 |
-0.5% |
1.0196 |
| Close |
1.0283 |
1.0257 |
-0.0026 |
-0.3% |
1.0257 |
| Range |
0.0094 |
0.0078 |
-0.0016 |
-17.0% |
0.0171 |
| ATR |
0.0079 |
0.0079 |
0.0000 |
-0.1% |
0.0000 |
| Volume |
25,604 |
20,527 |
-5,077 |
-19.8% |
101,078 |
|
| Daily Pivots for day following 09-Sep-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0494 |
1.0454 |
1.0300 |
|
| R3 |
1.0416 |
1.0376 |
1.0278 |
|
| R2 |
1.0338 |
1.0338 |
1.0271 |
|
| R1 |
1.0298 |
1.0298 |
1.0264 |
1.0279 |
| PP |
1.0260 |
1.0260 |
1.0260 |
1.0251 |
| S1 |
1.0220 |
1.0220 |
1.0250 |
1.0201 |
| S2 |
1.0182 |
1.0182 |
1.0243 |
|
| S3 |
1.0104 |
1.0142 |
1.0236 |
|
| S4 |
1.0026 |
1.0064 |
1.0214 |
|
|
| Weekly Pivots for week ending 09-Sep-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0786 |
1.0693 |
1.0351 |
|
| R3 |
1.0615 |
1.0522 |
1.0304 |
|
| R2 |
1.0444 |
1.0444 |
1.0288 |
|
| R1 |
1.0351 |
1.0351 |
1.0273 |
1.0398 |
| PP |
1.0273 |
1.0273 |
1.0273 |
1.0297 |
| S1 |
1.0180 |
1.0180 |
1.0241 |
1.0227 |
| S2 |
1.0102 |
1.0102 |
1.0226 |
|
| S3 |
0.9931 |
1.0009 |
1.0210 |
|
| S4 |
0.9760 |
0.9838 |
1.0163 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0367 |
1.0187 |
0.0180 |
1.8% |
0.0086 |
0.8% |
39% |
False |
False |
24,442 |
| 10 |
1.0395 |
1.0123 |
0.0272 |
2.7% |
0.0086 |
0.8% |
49% |
False |
False |
26,074 |
| 20 |
1.0501 |
1.0123 |
0.0378 |
3.7% |
0.0079 |
0.8% |
35% |
False |
False |
22,206 |
| 40 |
1.0501 |
1.0034 |
0.0467 |
4.6% |
0.0076 |
0.7% |
48% |
False |
False |
18,687 |
| 60 |
1.0552 |
1.0034 |
0.0518 |
5.1% |
0.0081 |
0.8% |
43% |
False |
False |
19,461 |
| 80 |
1.0552 |
1.0034 |
0.0518 |
5.1% |
0.0076 |
0.7% |
43% |
False |
False |
16,627 |
| 100 |
1.0650 |
1.0034 |
0.0616 |
6.0% |
0.0071 |
0.7% |
36% |
False |
False |
13,306 |
| 120 |
1.0650 |
1.0034 |
0.0616 |
6.0% |
0.0064 |
0.6% |
36% |
False |
False |
11,090 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0633 |
|
2.618 |
1.0505 |
|
1.618 |
1.0427 |
|
1.000 |
1.0379 |
|
0.618 |
1.0349 |
|
HIGH |
1.0301 |
|
0.618 |
1.0271 |
|
0.500 |
1.0262 |
|
0.382 |
1.0253 |
|
LOW |
1.0223 |
|
0.618 |
1.0175 |
|
1.000 |
1.0145 |
|
1.618 |
1.0097 |
|
2.618 |
1.0019 |
|
4.250 |
0.9892 |
|
|
| Fisher Pivots for day following 09-Sep-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1.0262 |
1.0295 |
| PP |
1.0260 |
1.0282 |
| S1 |
1.0259 |
1.0270 |
|