CME Swiss Franc Future December 2016
| Trading Metrics calculated at close of trading on 20-Sep-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Sep-2016 |
20-Sep-2016 |
Change |
Change % |
Previous Week |
| Open |
1.0253 |
1.0251 |
-0.0002 |
0.0% |
1.0308 |
| High |
1.0273 |
1.0294 |
0.0021 |
0.2% |
1.0372 |
| Low |
1.0235 |
1.0242 |
0.0007 |
0.1% |
1.0237 |
| Close |
1.0257 |
1.0262 |
0.0005 |
0.0% |
1.0244 |
| Range |
0.0038 |
0.0052 |
0.0014 |
36.8% |
0.0135 |
| ATR |
0.0076 |
0.0074 |
-0.0002 |
-2.2% |
0.0000 |
| Volume |
13,428 |
16,300 |
2,872 |
21.4% |
76,817 |
|
| Daily Pivots for day following 20-Sep-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0422 |
1.0394 |
1.0291 |
|
| R3 |
1.0370 |
1.0342 |
1.0276 |
|
| R2 |
1.0318 |
1.0318 |
1.0272 |
|
| R1 |
1.0290 |
1.0290 |
1.0267 |
1.0304 |
| PP |
1.0266 |
1.0266 |
1.0266 |
1.0273 |
| S1 |
1.0238 |
1.0238 |
1.0257 |
1.0252 |
| S2 |
1.0214 |
1.0214 |
1.0252 |
|
| S3 |
1.0162 |
1.0186 |
1.0248 |
|
| S4 |
1.0110 |
1.0134 |
1.0233 |
|
|
| 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 |
1.0371 |
1.0235 |
0.0136 |
1.3% |
0.0074 |
0.7% |
20% |
False |
False |
18,390 |
| 10 |
1.0419 |
1.0235 |
0.0184 |
1.8% |
0.0074 |
0.7% |
15% |
False |
False |
11,236 |
| 20 |
1.0492 |
1.0180 |
0.0312 |
3.0% |
0.0076 |
0.7% |
26% |
False |
False |
5,785 |
| 40 |
1.0556 |
1.0135 |
0.0421 |
4.1% |
0.0071 |
0.7% |
30% |
False |
False |
2,904 |
| 60 |
1.0556 |
1.0135 |
0.0421 |
4.1% |
0.0060 |
0.6% |
30% |
False |
False |
1,939 |
| 80 |
1.0578 |
1.0135 |
0.0443 |
4.3% |
0.0053 |
0.5% |
29% |
False |
False |
1,456 |
| 100 |
1.0599 |
1.0135 |
0.0464 |
4.5% |
0.0043 |
0.4% |
27% |
False |
False |
1,165 |
| 120 |
1.0618 |
1.0135 |
0.0483 |
4.7% |
0.0037 |
0.4% |
26% |
False |
False |
970 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0515 |
|
2.618 |
1.0430 |
|
1.618 |
1.0378 |
|
1.000 |
1.0346 |
|
0.618 |
1.0326 |
|
HIGH |
1.0294 |
|
0.618 |
1.0274 |
|
0.500 |
1.0268 |
|
0.382 |
1.0262 |
|
LOW |
1.0242 |
|
0.618 |
1.0210 |
|
1.000 |
1.0190 |
|
1.618 |
1.0158 |
|
2.618 |
1.0106 |
|
4.250 |
1.0021 |
|
|
| Fisher Pivots for day following 20-Sep-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1.0268 |
1.0291 |
| PP |
1.0266 |
1.0281 |
| S1 |
1.0264 |
1.0272 |
|