CME Swiss Franc Future September 2016
| Trading Metrics calculated at close of trading on 13-Sep-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Sep-2016 |
13-Sep-2016 |
Change |
Change % |
Previous Week |
| Open |
1.0260 |
1.0289 |
0.0029 |
0.3% |
1.0203 |
| High |
1.0322 |
1.0304 |
-0.0018 |
-0.2% |
1.0367 |
| Low |
1.0245 |
1.0222 |
-0.0023 |
-0.2% |
1.0196 |
| Close |
1.0292 |
1.0231 |
-0.0061 |
-0.6% |
1.0257 |
| Range |
0.0077 |
0.0082 |
0.0005 |
6.5% |
0.0171 |
| ATR |
0.0079 |
0.0079 |
0.0000 |
0.3% |
0.0000 |
| Volume |
22,930 |
30,829 |
7,899 |
34.4% |
101,078 |
|
| Daily Pivots for day following 13-Sep-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0498 |
1.0447 |
1.0276 |
|
| R3 |
1.0416 |
1.0365 |
1.0254 |
|
| R2 |
1.0334 |
1.0334 |
1.0246 |
|
| R1 |
1.0283 |
1.0283 |
1.0239 |
1.0268 |
| PP |
1.0252 |
1.0252 |
1.0252 |
1.0245 |
| S1 |
1.0201 |
1.0201 |
1.0223 |
1.0186 |
| S2 |
1.0170 |
1.0170 |
1.0216 |
|
| S3 |
1.0088 |
1.0119 |
1.0208 |
|
| S4 |
1.0006 |
1.0037 |
1.0186 |
|
|
| 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 |
1.0222 |
0.0145 |
1.4% |
0.0075 |
0.7% |
6% |
False |
True |
24,908 |
| 10 |
1.0367 |
1.0123 |
0.0244 |
2.4% |
0.0081 |
0.8% |
44% |
False |
False |
24,932 |
| 20 |
1.0501 |
1.0123 |
0.0378 |
3.7% |
0.0082 |
0.8% |
29% |
False |
False |
23,921 |
| 40 |
1.0501 |
1.0034 |
0.0467 |
4.6% |
0.0078 |
0.8% |
42% |
False |
False |
19,457 |
| 60 |
1.0552 |
1.0034 |
0.0518 |
5.1% |
0.0081 |
0.8% |
38% |
False |
False |
19,304 |
| 80 |
1.0552 |
1.0034 |
0.0518 |
5.1% |
0.0077 |
0.8% |
38% |
False |
False |
17,298 |
| 100 |
1.0650 |
1.0034 |
0.0616 |
6.0% |
0.0070 |
0.7% |
32% |
False |
False |
13,842 |
| 120 |
1.0650 |
1.0034 |
0.0616 |
6.0% |
0.0065 |
0.6% |
32% |
False |
False |
11,538 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0653 |
|
2.618 |
1.0519 |
|
1.618 |
1.0437 |
|
1.000 |
1.0386 |
|
0.618 |
1.0355 |
|
HIGH |
1.0304 |
|
0.618 |
1.0273 |
|
0.500 |
1.0263 |
|
0.382 |
1.0253 |
|
LOW |
1.0222 |
|
0.618 |
1.0171 |
|
1.000 |
1.0140 |
|
1.618 |
1.0089 |
|
2.618 |
1.0007 |
|
4.250 |
0.9874 |
|
|
| Fisher Pivots for day following 13-Sep-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1.0263 |
1.0272 |
| PP |
1.0252 |
1.0258 |
| S1 |
1.0242 |
1.0245 |
|