CME Swiss Franc Future December 2016
| Trading Metrics calculated at close of trading on 23-Sep-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Sep-2016 |
23-Sep-2016 |
Change |
Change % |
Previous Week |
| Open |
1.0319 |
1.0369 |
0.0050 |
0.5% |
1.0253 |
| High |
1.0402 |
1.0372 |
-0.0030 |
-0.3% |
1.0402 |
| Low |
1.0313 |
1.0311 |
-0.0002 |
0.0% |
1.0235 |
| Close |
1.0360 |
1.0360 |
0.0000 |
0.0% |
1.0360 |
| Range |
0.0089 |
0.0061 |
-0.0028 |
-31.5% |
0.0167 |
| ATR |
0.0077 |
0.0076 |
-0.0001 |
-1.5% |
0.0000 |
| Volume |
26,495 |
16,184 |
-10,311 |
-38.9% |
108,898 |
|
| Daily Pivots for day following 23-Sep-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0531 |
1.0506 |
1.0394 |
|
| R3 |
1.0470 |
1.0445 |
1.0377 |
|
| R2 |
1.0409 |
1.0409 |
1.0371 |
|
| R1 |
1.0384 |
1.0384 |
1.0366 |
1.0366 |
| PP |
1.0348 |
1.0348 |
1.0348 |
1.0339 |
| S1 |
1.0323 |
1.0323 |
1.0354 |
1.0305 |
| S2 |
1.0287 |
1.0287 |
1.0349 |
|
| S3 |
1.0226 |
1.0262 |
1.0343 |
|
| S4 |
1.0165 |
1.0201 |
1.0326 |
|
|
| Weekly Pivots for week ending 23-Sep-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0833 |
1.0764 |
1.0452 |
|
| R3 |
1.0666 |
1.0597 |
1.0406 |
|
| R2 |
1.0499 |
1.0499 |
1.0391 |
|
| R1 |
1.0430 |
1.0430 |
1.0375 |
1.0465 |
| PP |
1.0332 |
1.0332 |
1.0332 |
1.0350 |
| S1 |
1.0263 |
1.0263 |
1.0345 |
1.0298 |
| S2 |
1.0165 |
1.0165 |
1.0329 |
|
| S3 |
0.9998 |
1.0096 |
1.0314 |
|
| S4 |
0.9831 |
0.9929 |
1.0268 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0402 |
1.0235 |
0.0167 |
1.6% |
0.0068 |
0.7% |
75% |
False |
False |
21,779 |
| 10 |
1.0402 |
1.0235 |
0.0167 |
1.6% |
0.0077 |
0.7% |
75% |
False |
False |
18,571 |
| 20 |
1.0448 |
1.0180 |
0.0268 |
2.6% |
0.0081 |
0.8% |
67% |
False |
False |
9,741 |
| 40 |
1.0556 |
1.0180 |
0.0376 |
3.6% |
0.0071 |
0.7% |
48% |
False |
False |
4,883 |
| 60 |
1.0556 |
1.0135 |
0.0421 |
4.1% |
0.0062 |
0.6% |
53% |
False |
False |
3,258 |
| 80 |
1.0578 |
1.0135 |
0.0443 |
4.3% |
0.0056 |
0.5% |
51% |
False |
False |
2,445 |
| 100 |
1.0578 |
1.0135 |
0.0443 |
4.3% |
0.0045 |
0.4% |
51% |
False |
False |
1,956 |
| 120 |
1.0618 |
1.0135 |
0.0483 |
4.7% |
0.0039 |
0.4% |
47% |
False |
False |
1,630 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0631 |
|
2.618 |
1.0532 |
|
1.618 |
1.0471 |
|
1.000 |
1.0433 |
|
0.618 |
1.0410 |
|
HIGH |
1.0372 |
|
0.618 |
1.0349 |
|
0.500 |
1.0342 |
|
0.382 |
1.0334 |
|
LOW |
1.0311 |
|
0.618 |
1.0273 |
|
1.000 |
1.0250 |
|
1.618 |
1.0212 |
|
2.618 |
1.0151 |
|
4.250 |
1.0052 |
|
|
| Fisher Pivots for day following 23-Sep-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1.0354 |
1.0347 |
| PP |
1.0348 |
1.0333 |
| S1 |
1.0342 |
1.0320 |
|