CME Swiss Franc Future September 2016
| Trading Metrics calculated at close of trading on 02-Sep-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Sep-2016 |
02-Sep-2016 |
Change |
Change % |
Previous Week |
| Open |
1.0169 |
1.0211 |
0.0042 |
0.4% |
1.0230 |
| High |
1.0226 |
1.0276 |
0.0050 |
0.5% |
1.0276 |
| Low |
1.0123 |
1.0187 |
0.0064 |
0.6% |
1.0123 |
| Close |
1.0212 |
1.0207 |
-0.0005 |
0.0% |
1.0207 |
| Range |
0.0103 |
0.0089 |
-0.0014 |
-13.6% |
0.0153 |
| ATR |
0.0077 |
0.0078 |
0.0001 |
1.1% |
0.0000 |
| Volume |
30,792 |
21,136 |
-9,656 |
-31.4% |
110,860 |
|
| Daily Pivots for day following 02-Sep-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0490 |
1.0438 |
1.0256 |
|
| R3 |
1.0401 |
1.0349 |
1.0231 |
|
| R2 |
1.0312 |
1.0312 |
1.0223 |
|
| R1 |
1.0260 |
1.0260 |
1.0215 |
1.0242 |
| PP |
1.0223 |
1.0223 |
1.0223 |
1.0214 |
| S1 |
1.0171 |
1.0171 |
1.0199 |
1.0153 |
| S2 |
1.0134 |
1.0134 |
1.0191 |
|
| S3 |
1.0045 |
1.0082 |
1.0183 |
|
| S4 |
0.9956 |
0.9993 |
1.0158 |
|
|
| Weekly Pivots for week ending 02-Sep-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0661 |
1.0587 |
1.0291 |
|
| R3 |
1.0508 |
1.0434 |
1.0249 |
|
| R2 |
1.0355 |
1.0355 |
1.0235 |
|
| R1 |
1.0281 |
1.0281 |
1.0221 |
1.0242 |
| PP |
1.0202 |
1.0202 |
1.0202 |
1.0182 |
| S1 |
1.0128 |
1.0128 |
1.0193 |
1.0089 |
| S2 |
1.0049 |
1.0049 |
1.0179 |
|
| S3 |
0.9896 |
0.9975 |
1.0165 |
|
| S4 |
0.9743 |
0.9822 |
1.0123 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0276 |
1.0123 |
0.0153 |
1.5% |
0.0070 |
0.7% |
55% |
True |
False |
22,172 |
| 10 |
1.0438 |
1.0123 |
0.0315 |
3.1% |
0.0073 |
0.7% |
27% |
False |
False |
22,607 |
| 20 |
1.0501 |
1.0123 |
0.0378 |
3.7% |
0.0073 |
0.7% |
22% |
False |
False |
19,318 |
| 40 |
1.0501 |
1.0034 |
0.0467 |
4.6% |
0.0076 |
0.7% |
37% |
False |
False |
17,907 |
| 60 |
1.0552 |
1.0034 |
0.0518 |
5.1% |
0.0079 |
0.8% |
33% |
False |
False |
19,355 |
| 80 |
1.0552 |
1.0034 |
0.0518 |
5.1% |
0.0074 |
0.7% |
33% |
False |
False |
15,364 |
| 100 |
1.0650 |
1.0034 |
0.0616 |
6.0% |
0.0068 |
0.7% |
28% |
False |
False |
12,295 |
| 120 |
1.0650 |
1.0034 |
0.0616 |
6.0% |
0.0062 |
0.6% |
28% |
False |
False |
10,248 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0654 |
|
2.618 |
1.0509 |
|
1.618 |
1.0420 |
|
1.000 |
1.0365 |
|
0.618 |
1.0331 |
|
HIGH |
1.0276 |
|
0.618 |
1.0242 |
|
0.500 |
1.0232 |
|
0.382 |
1.0221 |
|
LOW |
1.0187 |
|
0.618 |
1.0132 |
|
1.000 |
1.0098 |
|
1.618 |
1.0043 |
|
2.618 |
0.9954 |
|
4.250 |
0.9809 |
|
|
| Fisher Pivots for day following 02-Sep-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1.0232 |
1.0205 |
| PP |
1.0223 |
1.0202 |
| S1 |
1.0215 |
1.0200 |
|