CME Swiss Franc Future December 2016
| Trading Metrics calculated at close of trading on 21-Sep-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Sep-2016 |
21-Sep-2016 |
Change |
Change % |
Previous Week |
| Open |
1.0251 |
1.0261 |
0.0010 |
0.1% |
1.0308 |
| High |
1.0294 |
1.0337 |
0.0043 |
0.4% |
1.0372 |
| Low |
1.0242 |
1.0238 |
-0.0004 |
0.0% |
1.0237 |
| Close |
1.0262 |
1.0304 |
0.0042 |
0.4% |
1.0244 |
| Range |
0.0052 |
0.0099 |
0.0047 |
90.4% |
0.0135 |
| ATR |
0.0074 |
0.0076 |
0.0002 |
2.4% |
0.0000 |
| Volume |
16,300 |
36,491 |
20,191 |
123.9% |
76,817 |
|
| Daily Pivots for day following 21-Sep-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0590 |
1.0546 |
1.0358 |
|
| R3 |
1.0491 |
1.0447 |
1.0331 |
|
| R2 |
1.0392 |
1.0392 |
1.0322 |
|
| R1 |
1.0348 |
1.0348 |
1.0313 |
1.0370 |
| PP |
1.0293 |
1.0293 |
1.0293 |
1.0304 |
| S1 |
1.0249 |
1.0249 |
1.0295 |
1.0271 |
| S2 |
1.0194 |
1.0194 |
1.0286 |
|
| S3 |
1.0095 |
1.0150 |
1.0277 |
|
| S4 |
0.9996 |
1.0051 |
1.0250 |
|
|
| 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% |
0.0076 |
0.7% |
51% |
False |
False |
22,695 |
| 10 |
1.0419 |
1.0235 |
0.0184 |
1.8% |
0.0080 |
0.8% |
38% |
False |
False |
14,673 |
| 20 |
1.0457 |
1.0180 |
0.0277 |
2.7% |
0.0079 |
0.8% |
45% |
False |
False |
7,608 |
| 40 |
1.0556 |
1.0135 |
0.0421 |
4.1% |
0.0071 |
0.7% |
40% |
False |
False |
3,816 |
| 60 |
1.0556 |
1.0135 |
0.0421 |
4.1% |
0.0061 |
0.6% |
40% |
False |
False |
2,547 |
| 80 |
1.0578 |
1.0135 |
0.0443 |
4.3% |
0.0054 |
0.5% |
38% |
False |
False |
1,912 |
| 100 |
1.0599 |
1.0135 |
0.0464 |
4.5% |
0.0044 |
0.4% |
36% |
False |
False |
1,530 |
| 120 |
1.0618 |
1.0135 |
0.0483 |
4.7% |
0.0038 |
0.4% |
35% |
False |
False |
1,275 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0758 |
|
2.618 |
1.0596 |
|
1.618 |
1.0497 |
|
1.000 |
1.0436 |
|
0.618 |
1.0398 |
|
HIGH |
1.0337 |
|
0.618 |
1.0299 |
|
0.500 |
1.0288 |
|
0.382 |
1.0276 |
|
LOW |
1.0238 |
|
0.618 |
1.0177 |
|
1.000 |
1.0139 |
|
1.618 |
1.0078 |
|
2.618 |
0.9979 |
|
4.250 |
0.9817 |
|
|
| Fisher Pivots for day following 21-Sep-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1.0299 |
1.0298 |
| PP |
1.0293 |
1.0292 |
| S1 |
1.0288 |
1.0286 |
|