CME Swiss Franc Future December 2016
| Trading Metrics calculated at close of trading on 14-Sep-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Sep-2016 |
14-Sep-2016 |
Change |
Change % |
Previous Week |
| Open |
1.0339 |
1.0282 |
-0.0057 |
-0.6% |
1.0285 |
| High |
1.0353 |
1.0354 |
0.0001 |
0.0% |
1.0419 |
| Low |
1.0273 |
1.0267 |
-0.0006 |
-0.1% |
1.0250 |
| Close |
1.0280 |
1.0325 |
0.0045 |
0.4% |
1.0308 |
| Range |
0.0080 |
0.0087 |
0.0007 |
8.8% |
0.0169 |
| ATR |
0.0075 |
0.0076 |
0.0001 |
1.2% |
0.0000 |
| Volume |
10,013 |
14,963 |
4,950 |
49.4% |
6,870 |
|
| Daily Pivots for day following 14-Sep-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0576 |
1.0538 |
1.0373 |
|
| R3 |
1.0489 |
1.0451 |
1.0349 |
|
| R2 |
1.0402 |
1.0402 |
1.0341 |
|
| R1 |
1.0364 |
1.0364 |
1.0333 |
1.0383 |
| PP |
1.0315 |
1.0315 |
1.0315 |
1.0325 |
| S1 |
1.0277 |
1.0277 |
1.0317 |
1.0296 |
| S2 |
1.0228 |
1.0228 |
1.0309 |
|
| S3 |
1.0141 |
1.0190 |
1.0301 |
|
| S4 |
1.0054 |
1.0103 |
1.0277 |
|
|
| 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 |
1.0267 |
0.0152 |
1.5% |
0.0083 |
0.8% |
38% |
False |
True |
6,650 |
| 10 |
1.0419 |
1.0180 |
0.0239 |
2.3% |
0.0080 |
0.8% |
61% |
False |
False |
3,850 |
| 20 |
1.0556 |
1.0180 |
0.0376 |
3.6% |
0.0075 |
0.7% |
39% |
False |
False |
1,949 |
| 40 |
1.0556 |
1.0135 |
0.0421 |
4.1% |
0.0068 |
0.7% |
45% |
False |
False |
980 |
| 60 |
1.0578 |
1.0135 |
0.0443 |
4.3% |
0.0060 |
0.6% |
43% |
False |
False |
656 |
| 80 |
1.0578 |
1.0135 |
0.0443 |
4.3% |
0.0049 |
0.5% |
43% |
False |
False |
493 |
| 100 |
1.0599 |
1.0135 |
0.0464 |
4.5% |
0.0040 |
0.4% |
41% |
False |
False |
395 |
| 120 |
1.0618 |
1.0135 |
0.0483 |
4.7% |
0.0035 |
0.3% |
39% |
False |
False |
329 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0724 |
|
2.618 |
1.0582 |
|
1.618 |
1.0495 |
|
1.000 |
1.0441 |
|
0.618 |
1.0408 |
|
HIGH |
1.0354 |
|
0.618 |
1.0321 |
|
0.500 |
1.0311 |
|
0.382 |
1.0300 |
|
LOW |
1.0267 |
|
0.618 |
1.0213 |
|
1.000 |
1.0180 |
|
1.618 |
1.0126 |
|
2.618 |
1.0039 |
|
4.250 |
0.9897 |
|
|
| Fisher Pivots for day following 14-Sep-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1.0320 |
1.0323 |
| PP |
1.0315 |
1.0321 |
| S1 |
1.0311 |
1.0320 |
|