CME Swiss Franc Future September 2016
| Trading Metrics calculated at close of trading on 07-Sep-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Sep-2016 |
07-Sep-2016 |
Change |
Change % |
Previous Week |
| Open |
1.0203 |
1.0315 |
0.0112 |
1.1% |
1.0230 |
| High |
1.0322 |
1.0347 |
0.0025 |
0.2% |
1.0276 |
| Low |
1.0196 |
1.0304 |
0.0108 |
1.1% |
1.0123 |
| Close |
1.0315 |
1.0321 |
0.0006 |
0.1% |
1.0207 |
| Range |
0.0126 |
0.0043 |
-0.0083 |
-65.9% |
0.0153 |
| ATR |
0.0081 |
0.0078 |
-0.0003 |
-3.4% |
0.0000 |
| Volume |
30,296 |
24,651 |
-5,645 |
-18.6% |
110,860 |
|
| Daily Pivots for day following 07-Sep-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0453 |
1.0430 |
1.0345 |
|
| R3 |
1.0410 |
1.0387 |
1.0333 |
|
| R2 |
1.0367 |
1.0367 |
1.0329 |
|
| R1 |
1.0344 |
1.0344 |
1.0325 |
1.0356 |
| PP |
1.0324 |
1.0324 |
1.0324 |
1.0330 |
| S1 |
1.0301 |
1.0301 |
1.0317 |
1.0313 |
| S2 |
1.0281 |
1.0281 |
1.0313 |
|
| S3 |
1.0238 |
1.0258 |
1.0309 |
|
| S4 |
1.0195 |
1.0215 |
1.0297 |
|
|
| 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 |
1.0347 |
1.0123 |
0.0224 |
2.2% |
0.0081 |
0.8% |
88% |
True |
False |
25,603 |
| 10 |
1.0402 |
1.0123 |
0.0279 |
2.7% |
0.0080 |
0.8% |
71% |
False |
False |
25,051 |
| 20 |
1.0501 |
1.0123 |
0.0378 |
3.7% |
0.0077 |
0.7% |
52% |
False |
False |
21,122 |
| 40 |
1.0501 |
1.0034 |
0.0467 |
4.5% |
0.0076 |
0.7% |
61% |
False |
False |
18,436 |
| 60 |
1.0552 |
1.0034 |
0.0518 |
5.0% |
0.0081 |
0.8% |
55% |
False |
False |
19,476 |
| 80 |
1.0552 |
1.0034 |
0.0518 |
5.0% |
0.0075 |
0.7% |
55% |
False |
False |
16,050 |
| 100 |
1.0650 |
1.0034 |
0.0616 |
6.0% |
0.0070 |
0.7% |
47% |
False |
False |
12,845 |
| 120 |
1.0650 |
1.0034 |
0.0616 |
6.0% |
0.0063 |
0.6% |
47% |
False |
False |
10,705 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0530 |
|
2.618 |
1.0460 |
|
1.618 |
1.0417 |
|
1.000 |
1.0390 |
|
0.618 |
1.0374 |
|
HIGH |
1.0347 |
|
0.618 |
1.0331 |
|
0.500 |
1.0326 |
|
0.382 |
1.0320 |
|
LOW |
1.0304 |
|
0.618 |
1.0277 |
|
1.000 |
1.0261 |
|
1.618 |
1.0234 |
|
2.618 |
1.0191 |
|
4.250 |
1.0121 |
|
|
| Fisher Pivots for day following 07-Sep-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1.0326 |
1.0303 |
| PP |
1.0324 |
1.0285 |
| S1 |
1.0323 |
1.0267 |
|