CME Swiss Franc Future December 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 |
1.0327 |
1.0341 |
0.0014 |
0.1% |
1.0308 |
High |
1.0371 |
1.0347 |
-0.0024 |
-0.2% |
1.0372 |
Low |
1.0288 |
1.0237 |
-0.0051 |
-0.5% |
1.0237 |
Close |
1.0343 |
1.0244 |
-0.0099 |
-1.0% |
1.0244 |
Range |
0.0083 |
0.0110 |
0.0027 |
32.5% |
0.0135 |
ATR |
0.0076 |
0.0079 |
0.0002 |
3.2% |
0.0000 |
Volume |
16,706 |
30,554 |
13,848 |
82.9% |
76,817 |
|
Daily Pivots for day following 16-Sep-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.0606 |
1.0535 |
1.0305 |
|
R3 |
1.0496 |
1.0425 |
1.0274 |
|
R2 |
1.0386 |
1.0386 |
1.0264 |
|
R1 |
1.0315 |
1.0315 |
1.0254 |
1.0296 |
PP |
1.0276 |
1.0276 |
1.0276 |
1.0266 |
S1 |
1.0205 |
1.0205 |
1.0234 |
1.0186 |
S2 |
1.0166 |
1.0166 |
1.0224 |
|
S3 |
1.0056 |
1.0095 |
1.0214 |
|
S4 |
0.9946 |
0.9985 |
1.0184 |
|
|
Weekly Pivots for week ending 16-Sep-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.0689 |
1.0602 |
1.0318 |
|
R3 |
1.0554 |
1.0467 |
1.0281 |
|
R2 |
1.0419 |
1.0419 |
1.0269 |
|
R1 |
1.0332 |
1.0332 |
1.0256 |
1.0308 |
PP |
1.0284 |
1.0284 |
1.0284 |
1.0273 |
S1 |
1.0197 |
1.0197 |
1.0232 |
1.0173 |
S2 |
1.0149 |
1.0149 |
1.0219 |
|
S3 |
1.0014 |
1.0062 |
1.0207 |
|
S4 |
0.9879 |
0.9927 |
1.0170 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1.0372 |
1.0237 |
0.0135 |
1.3% |
0.0087 |
0.8% |
5% |
False |
True |
15,363 |
10 |
1.0419 |
1.0237 |
0.0182 |
1.8% |
0.0085 |
0.8% |
4% |
False |
True |
8,438 |
20 |
1.0545 |
1.0180 |
0.0365 |
3.6% |
0.0076 |
0.7% |
18% |
False |
False |
4,305 |
40 |
1.0556 |
1.0135 |
0.0421 |
4.1% |
0.0070 |
0.7% |
26% |
False |
False |
2,161 |
60 |
1.0578 |
1.0135 |
0.0443 |
4.3% |
0.0061 |
0.6% |
25% |
False |
False |
1,444 |
80 |
1.0578 |
1.0135 |
0.0443 |
4.3% |
0.0052 |
0.5% |
25% |
False |
False |
1,084 |
100 |
1.0599 |
1.0135 |
0.0464 |
4.5% |
0.0042 |
0.4% |
23% |
False |
False |
867 |
120 |
1.0618 |
1.0135 |
0.0483 |
4.7% |
0.0036 |
0.4% |
23% |
False |
False |
723 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.0815 |
2.618 |
1.0635 |
1.618 |
1.0525 |
1.000 |
1.0457 |
0.618 |
1.0415 |
HIGH |
1.0347 |
0.618 |
1.0305 |
0.500 |
1.0292 |
0.382 |
1.0279 |
LOW |
1.0237 |
0.618 |
1.0169 |
1.000 |
1.0127 |
1.618 |
1.0059 |
2.618 |
0.9949 |
4.250 |
0.9770 |
|
|
Fisher Pivots for day following 16-Sep-2016 |
Pivot |
1 day |
3 day |
R1 |
1.0292 |
1.0304 |
PP |
1.0276 |
1.0284 |
S1 |
1.0260 |
1.0264 |
|