CME Swiss Franc Future December 2016
| Trading Metrics calculated at close of trading on 15-Sep-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Sep-2016 |
15-Sep-2016 |
Change |
Change % |
Previous Week |
| Open |
1.0282 |
1.0327 |
0.0045 |
0.4% |
1.0285 |
| High |
1.0354 |
1.0371 |
0.0017 |
0.2% |
1.0419 |
| Low |
1.0267 |
1.0288 |
0.0021 |
0.2% |
1.0250 |
| Close |
1.0325 |
1.0343 |
0.0018 |
0.2% |
1.0308 |
| Range |
0.0087 |
0.0083 |
-0.0004 |
-4.6% |
0.0169 |
| ATR |
0.0076 |
0.0076 |
0.0001 |
0.7% |
0.0000 |
| Volume |
14,963 |
16,706 |
1,743 |
11.6% |
6,870 |
|
| Daily Pivots for day following 15-Sep-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0583 |
1.0546 |
1.0389 |
|
| R3 |
1.0500 |
1.0463 |
1.0366 |
|
| R2 |
1.0417 |
1.0417 |
1.0358 |
|
| R1 |
1.0380 |
1.0380 |
1.0351 |
1.0399 |
| PP |
1.0334 |
1.0334 |
1.0334 |
1.0343 |
| S1 |
1.0297 |
1.0297 |
1.0335 |
1.0316 |
| S2 |
1.0251 |
1.0251 |
1.0328 |
|
| S3 |
1.0168 |
1.0214 |
1.0320 |
|
| S4 |
1.0085 |
1.0131 |
1.0297 |
|
|
| 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 |
1.0372 |
1.0267 |
0.0105 |
1.0% |
0.0081 |
0.8% |
72% |
False |
False |
9,740 |
| 10 |
1.0419 |
1.0180 |
0.0239 |
2.3% |
0.0084 |
0.8% |
68% |
False |
False |
5,454 |
| 20 |
1.0556 |
1.0180 |
0.0376 |
3.6% |
0.0076 |
0.7% |
43% |
False |
False |
2,783 |
| 40 |
1.0556 |
1.0135 |
0.0421 |
4.1% |
0.0069 |
0.7% |
49% |
False |
False |
1,398 |
| 60 |
1.0578 |
1.0135 |
0.0443 |
4.3% |
0.0061 |
0.6% |
47% |
False |
False |
935 |
| 80 |
1.0578 |
1.0135 |
0.0443 |
4.3% |
0.0050 |
0.5% |
47% |
False |
False |
702 |
| 100 |
1.0599 |
1.0135 |
0.0464 |
4.5% |
0.0041 |
0.4% |
45% |
False |
False |
562 |
| 120 |
1.0618 |
1.0135 |
0.0483 |
4.7% |
0.0035 |
0.3% |
43% |
False |
False |
468 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0724 |
|
2.618 |
1.0588 |
|
1.618 |
1.0505 |
|
1.000 |
1.0454 |
|
0.618 |
1.0422 |
|
HIGH |
1.0371 |
|
0.618 |
1.0339 |
|
0.500 |
1.0330 |
|
0.382 |
1.0320 |
|
LOW |
1.0288 |
|
0.618 |
1.0237 |
|
1.000 |
1.0205 |
|
1.618 |
1.0154 |
|
2.618 |
1.0071 |
|
4.250 |
0.9935 |
|
|
| Fisher Pivots for day following 15-Sep-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1.0339 |
1.0335 |
| PP |
1.0334 |
1.0327 |
| S1 |
1.0330 |
1.0319 |
|