CME Swiss Franc Future December 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 |
1.0231 |
1.0265 |
0.0034 |
0.3% |
1.0290 |
| High |
1.0279 |
1.0326 |
0.0047 |
0.5% |
1.0326 |
| Low |
1.0180 |
1.0245 |
0.0065 |
0.6% |
1.0180 |
| Close |
1.0266 |
1.0260 |
-0.0006 |
-0.1% |
1.0260 |
| Range |
0.0099 |
0.0081 |
-0.0018 |
-18.2% |
0.0146 |
| ATR |
0.0071 |
0.0071 |
0.0001 |
1.1% |
0.0000 |
| Volume |
709 |
698 |
-11 |
-1.6% |
2,146 |
|
| Daily Pivots for day following 02-Sep-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0520 |
1.0471 |
1.0305 |
|
| R3 |
1.0439 |
1.0390 |
1.0282 |
|
| R2 |
1.0358 |
1.0358 |
1.0275 |
|
| R1 |
1.0309 |
1.0309 |
1.0267 |
1.0293 |
| PP |
1.0277 |
1.0277 |
1.0277 |
1.0269 |
| S1 |
1.0228 |
1.0228 |
1.0253 |
1.0212 |
| S2 |
1.0196 |
1.0196 |
1.0245 |
|
| S3 |
1.0115 |
1.0147 |
1.0238 |
|
| S4 |
1.0034 |
1.0066 |
1.0215 |
|
|
| Weekly Pivots for week ending 02-Sep-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0693 |
1.0623 |
1.0340 |
|
| R3 |
1.0547 |
1.0477 |
1.0300 |
|
| R2 |
1.0401 |
1.0401 |
1.0287 |
|
| R1 |
1.0331 |
1.0331 |
1.0273 |
1.0293 |
| PP |
1.0255 |
1.0255 |
1.0255 |
1.0237 |
| S1 |
1.0185 |
1.0185 |
1.0247 |
1.0147 |
| S2 |
1.0109 |
1.0109 |
1.0233 |
|
| S3 |
0.9963 |
1.0039 |
1.0220 |
|
| S4 |
0.9817 |
0.9893 |
1.0180 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0326 |
1.0180 |
0.0146 |
1.4% |
0.0067 |
0.7% |
55% |
True |
False |
429 |
| 10 |
1.0492 |
1.0180 |
0.0312 |
3.0% |
0.0069 |
0.7% |
26% |
False |
False |
240 |
| 20 |
1.0556 |
1.0180 |
0.0376 |
3.7% |
0.0067 |
0.7% |
21% |
False |
False |
133 |
| 40 |
1.0556 |
1.0135 |
0.0421 |
4.1% |
0.0061 |
0.6% |
30% |
False |
False |
71 |
| 60 |
1.0578 |
1.0135 |
0.0443 |
4.3% |
0.0054 |
0.5% |
28% |
False |
False |
51 |
| 80 |
1.0578 |
1.0135 |
0.0443 |
4.3% |
0.0042 |
0.4% |
28% |
False |
False |
38 |
| 100 |
1.0599 |
1.0135 |
0.0464 |
4.5% |
0.0036 |
0.3% |
27% |
False |
False |
30 |
| 120 |
1.0618 |
1.0135 |
0.0483 |
4.7% |
0.0030 |
0.3% |
26% |
False |
False |
25 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0670 |
|
2.618 |
1.0538 |
|
1.618 |
1.0457 |
|
1.000 |
1.0407 |
|
0.618 |
1.0376 |
|
HIGH |
1.0326 |
|
0.618 |
1.0295 |
|
0.500 |
1.0286 |
|
0.382 |
1.0276 |
|
LOW |
1.0245 |
|
0.618 |
1.0195 |
|
1.000 |
1.0164 |
|
1.618 |
1.0114 |
|
2.618 |
1.0033 |
|
4.250 |
0.9901 |
|
|
| Fisher Pivots for day following 02-Sep-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1.0286 |
1.0258 |
| PP |
1.0277 |
1.0255 |
| S1 |
1.0269 |
1.0253 |
|