CME Swiss Franc Future December 2016
| Trading Metrics calculated at close of trading on 09-Sep-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Sep-2016 |
09-Sep-2016 |
Change |
Change % |
Previous Week |
| Open |
1.0369 |
1.0345 |
-0.0024 |
-0.2% |
1.0285 |
| High |
1.0419 |
1.0352 |
-0.0067 |
-0.6% |
1.0419 |
| Low |
1.0324 |
1.0274 |
-0.0050 |
-0.5% |
1.0250 |
| Close |
1.0335 |
1.0308 |
-0.0027 |
-0.3% |
1.0308 |
| Range |
0.0095 |
0.0078 |
-0.0017 |
-17.9% |
0.0169 |
| ATR |
0.0074 |
0.0074 |
0.0000 |
0.4% |
0.0000 |
| Volume |
1,255 |
2,440 |
1,185 |
94.4% |
6,870 |
|
| Daily Pivots for day following 09-Sep-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0545 |
1.0505 |
1.0351 |
|
| R3 |
1.0467 |
1.0427 |
1.0329 |
|
| R2 |
1.0389 |
1.0389 |
1.0322 |
|
| R1 |
1.0349 |
1.0349 |
1.0315 |
1.0330 |
| PP |
1.0311 |
1.0311 |
1.0311 |
1.0302 |
| S1 |
1.0271 |
1.0271 |
1.0301 |
1.0252 |
| S2 |
1.0233 |
1.0233 |
1.0294 |
|
| S3 |
1.0155 |
1.0193 |
1.0287 |
|
| S4 |
1.0077 |
1.0115 |
1.0265 |
|
|
| Weekly Pivots for week ending 09-Sep-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0833 |
1.0739 |
1.0401 |
|
| R3 |
1.0664 |
1.0570 |
1.0354 |
|
| R2 |
1.0495 |
1.0495 |
1.0339 |
|
| R1 |
1.0401 |
1.0401 |
1.0323 |
1.0448 |
| PP |
1.0326 |
1.0326 |
1.0326 |
1.0349 |
| S1 |
1.0232 |
1.0232 |
1.0293 |
1.0279 |
| S2 |
1.0157 |
1.0157 |
1.0277 |
|
| S3 |
0.9988 |
1.0063 |
1.0262 |
|
| S4 |
0.9819 |
0.9894 |
1.0215 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0419 |
1.0245 |
0.0174 |
1.7% |
0.0084 |
0.8% |
36% |
False |
False |
1,513 |
| 10 |
1.0448 |
1.0180 |
0.0268 |
2.6% |
0.0084 |
0.8% |
48% |
False |
False |
911 |
| 20 |
1.0556 |
1.0180 |
0.0376 |
3.6% |
0.0075 |
0.7% |
34% |
False |
False |
475 |
| 40 |
1.0556 |
1.0135 |
0.0421 |
4.1% |
0.0065 |
0.6% |
41% |
False |
False |
242 |
| 60 |
1.0578 |
1.0135 |
0.0443 |
4.3% |
0.0058 |
0.6% |
39% |
False |
False |
164 |
| 80 |
1.0578 |
1.0135 |
0.0443 |
4.3% |
0.0046 |
0.4% |
39% |
False |
False |
124 |
| 100 |
1.0599 |
1.0135 |
0.0464 |
4.5% |
0.0039 |
0.4% |
37% |
False |
False |
99 |
| 120 |
1.0618 |
1.0135 |
0.0483 |
4.7% |
0.0033 |
0.3% |
36% |
False |
False |
83 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0684 |
|
2.618 |
1.0556 |
|
1.618 |
1.0478 |
|
1.000 |
1.0430 |
|
0.618 |
1.0400 |
|
HIGH |
1.0352 |
|
0.618 |
1.0322 |
|
0.500 |
1.0313 |
|
0.382 |
1.0304 |
|
LOW |
1.0274 |
|
0.618 |
1.0226 |
|
1.000 |
1.0196 |
|
1.618 |
1.0148 |
|
2.618 |
1.0070 |
|
4.250 |
0.9943 |
|
|
| Fisher Pivots for day following 09-Sep-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1.0313 |
1.0347 |
| PP |
1.0311 |
1.0334 |
| S1 |
1.0310 |
1.0321 |
|