CME Swiss Franc Future September 2016
| Trading Metrics calculated at close of trading on 16-Sep-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Sep-2016 |
16-Sep-2016 |
Change |
Change % |
Previous Week |
| Open |
1.0277 |
1.0289 |
0.0012 |
0.1% |
1.0260 |
| High |
1.0321 |
1.0297 |
-0.0024 |
-0.2% |
1.0322 |
| Low |
1.0239 |
1.0186 |
-0.0053 |
-0.5% |
1.0186 |
| Close |
1.0293 |
1.0193 |
-0.0100 |
-1.0% |
1.0193 |
| Range |
0.0082 |
0.0111 |
0.0029 |
35.4% |
0.0136 |
| ATR |
0.0080 |
0.0082 |
0.0002 |
2.7% |
0.0000 |
| Volume |
35,808 |
7,653 |
-28,155 |
-78.6% |
132,215 |
|
| Daily Pivots for day following 16-Sep-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0558 |
1.0487 |
1.0254 |
|
| R3 |
1.0447 |
1.0376 |
1.0224 |
|
| R2 |
1.0336 |
1.0336 |
1.0213 |
|
| R1 |
1.0265 |
1.0265 |
1.0203 |
1.0245 |
| PP |
1.0225 |
1.0225 |
1.0225 |
1.0216 |
| S1 |
1.0154 |
1.0154 |
1.0183 |
1.0134 |
| S2 |
1.0114 |
1.0114 |
1.0173 |
|
| S3 |
1.0003 |
1.0043 |
1.0162 |
|
| S4 |
0.9892 |
0.9932 |
1.0132 |
|
|
| Weekly Pivots for week ending 16-Sep-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0642 |
1.0553 |
1.0268 |
|
| R3 |
1.0506 |
1.0417 |
1.0230 |
|
| R2 |
1.0370 |
1.0370 |
1.0218 |
|
| R1 |
1.0281 |
1.0281 |
1.0205 |
1.0258 |
| PP |
1.0234 |
1.0234 |
1.0234 |
1.0222 |
| S1 |
1.0145 |
1.0145 |
1.0181 |
1.0122 |
| S2 |
1.0098 |
1.0098 |
1.0168 |
|
| S3 |
0.9962 |
1.0009 |
1.0156 |
|
| S4 |
0.9826 |
0.9873 |
1.0118 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0322 |
1.0186 |
0.0136 |
1.3% |
0.0088 |
0.9% |
5% |
False |
True |
26,443 |
| 10 |
1.0367 |
1.0186 |
0.0181 |
1.8% |
0.0087 |
0.9% |
4% |
False |
True |
25,442 |
| 20 |
1.0499 |
1.0123 |
0.0376 |
3.7% |
0.0080 |
0.8% |
19% |
False |
False |
24,234 |
| 40 |
1.0501 |
1.0034 |
0.0467 |
4.6% |
0.0080 |
0.8% |
34% |
False |
False |
20,335 |
| 60 |
1.0552 |
1.0034 |
0.0518 |
5.1% |
0.0081 |
0.8% |
31% |
False |
False |
19,517 |
| 80 |
1.0552 |
1.0034 |
0.0518 |
5.1% |
0.0080 |
0.8% |
31% |
False |
False |
18,271 |
| 100 |
1.0650 |
1.0034 |
0.0616 |
6.0% |
0.0072 |
0.7% |
26% |
False |
False |
14,627 |
| 120 |
1.0650 |
1.0034 |
0.0616 |
6.0% |
0.0066 |
0.6% |
26% |
False |
False |
12,191 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0769 |
|
2.618 |
1.0588 |
|
1.618 |
1.0477 |
|
1.000 |
1.0408 |
|
0.618 |
1.0366 |
|
HIGH |
1.0297 |
|
0.618 |
1.0255 |
|
0.500 |
1.0242 |
|
0.382 |
1.0228 |
|
LOW |
1.0186 |
|
0.618 |
1.0117 |
|
1.000 |
1.0075 |
|
1.618 |
1.0006 |
|
2.618 |
0.9895 |
|
4.250 |
0.9714 |
|
|
| Fisher Pivots for day following 16-Sep-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1.0242 |
1.0254 |
| PP |
1.0225 |
1.0233 |
| S1 |
1.0209 |
1.0213 |
|