CME Swiss Franc Future December 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 |
1.0369 |
1.0345 |
-0.0024 |
-0.2% |
1.0285 |
High |
1.0419 |
1.0352 |
-0.0067 |
-0.6% |
1.0419 |
Low |
1.0324 |
1.0274 |
-0.0050 |
-0.5% |
1.0250 |
Close |
1.0335 |
1.0308 |
-0.0027 |
-0.3% |
1.0308 |
Range |
0.0095 |
0.0078 |
-0.0017 |
-17.9% |
0.0169 |
ATR |
0.0074 |
0.0074 |
0.0000 |
0.4% |
0.0000 |
Volume |
1,255 |
2,440 |
1,185 |
94.4% |
6,870 |
|
Daily Pivots for day following 09-Sep-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.0545 |
1.0505 |
1.0351 |
|
R3 |
1.0467 |
1.0427 |
1.0329 |
|
R2 |
1.0389 |
1.0389 |
1.0322 |
|
R1 |
1.0349 |
1.0349 |
1.0315 |
1.0330 |
PP |
1.0311 |
1.0311 |
1.0311 |
1.0302 |
S1 |
1.0271 |
1.0271 |
1.0301 |
1.0252 |
S2 |
1.0233 |
1.0233 |
1.0294 |
|
S3 |
1.0155 |
1.0193 |
1.0287 |
|
S4 |
1.0077 |
1.0115 |
1.0265 |
|
|
Weekly Pivots for week ending 09-Sep-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.0833 |
1.0739 |
1.0401 |
|
R3 |
1.0664 |
1.0570 |
1.0354 |
|
R2 |
1.0495 |
1.0495 |
1.0339 |
|
R1 |
1.0401 |
1.0401 |
1.0323 |
1.0448 |
PP |
1.0326 |
1.0326 |
1.0326 |
1.0349 |
S1 |
1.0232 |
1.0232 |
1.0293 |
1.0279 |
S2 |
1.0157 |
1.0157 |
1.0277 |
|
S3 |
0.9988 |
1.0063 |
1.0262 |
|
S4 |
0.9819 |
0.9894 |
1.0215 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1.0419 |
1.0245 |
0.0174 |
1.7% |
0.0084 |
0.8% |
36% |
False |
False |
1,513 |
10 |
1.0448 |
1.0180 |
0.0268 |
2.6% |
0.0084 |
0.8% |
48% |
False |
False |
911 |
20 |
1.0556 |
1.0180 |
0.0376 |
3.6% |
0.0075 |
0.7% |
34% |
False |
False |
475 |
40 |
1.0556 |
1.0135 |
0.0421 |
4.1% |
0.0065 |
0.6% |
41% |
False |
False |
242 |
60 |
1.0578 |
1.0135 |
0.0443 |
4.3% |
0.0058 |
0.6% |
39% |
False |
False |
164 |
80 |
1.0578 |
1.0135 |
0.0443 |
4.3% |
0.0046 |
0.4% |
39% |
False |
False |
124 |
100 |
1.0599 |
1.0135 |
0.0464 |
4.5% |
0.0039 |
0.4% |
37% |
False |
False |
99 |
120 |
1.0618 |
1.0135 |
0.0483 |
4.7% |
0.0033 |
0.3% |
36% |
False |
False |
83 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.0684 |
2.618 |
1.0556 |
1.618 |
1.0478 |
1.000 |
1.0430 |
0.618 |
1.0400 |
HIGH |
1.0352 |
0.618 |
1.0322 |
0.500 |
1.0313 |
0.382 |
1.0304 |
LOW |
1.0274 |
0.618 |
1.0226 |
1.000 |
1.0196 |
1.618 |
1.0148 |
2.618 |
1.0070 |
4.250 |
0.9943 |
|
|
Fisher Pivots for day following 09-Sep-2016 |
Pivot |
1 day |
3 day |
R1 |
1.0313 |
1.0347 |
PP |
1.0311 |
1.0334 |
S1 |
1.0310 |
1.0321 |
|