CME Swiss Franc Future December 2016
| Trading Metrics calculated at close of trading on 27-Sep-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Sep-2016 |
27-Sep-2016 |
Change |
Change % |
Previous Week |
| Open |
1.0356 |
1.0365 |
0.0009 |
0.1% |
1.0253 |
| High |
1.0398 |
1.0400 |
0.0002 |
0.0% |
1.0402 |
| Low |
1.0347 |
1.0327 |
-0.0020 |
-0.2% |
1.0235 |
| Close |
1.0371 |
1.0354 |
-0.0017 |
-0.2% |
1.0360 |
| Range |
0.0051 |
0.0073 |
0.0022 |
43.1% |
0.0167 |
| ATR |
0.0074 |
0.0074 |
0.0000 |
-0.1% |
0.0000 |
| Volume |
16,874 |
17,374 |
500 |
3.0% |
108,898 |
|
| Daily Pivots for day following 27-Sep-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0579 |
1.0540 |
1.0394 |
|
| R3 |
1.0506 |
1.0467 |
1.0374 |
|
| R2 |
1.0433 |
1.0433 |
1.0367 |
|
| R1 |
1.0394 |
1.0394 |
1.0361 |
1.0377 |
| PP |
1.0360 |
1.0360 |
1.0360 |
1.0352 |
| S1 |
1.0321 |
1.0321 |
1.0347 |
1.0304 |
| S2 |
1.0287 |
1.0287 |
1.0341 |
|
| S3 |
1.0214 |
1.0248 |
1.0334 |
|
| S4 |
1.0141 |
1.0175 |
1.0314 |
|
|
| 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 |
1.0238 |
0.0164 |
1.6% |
0.0075 |
0.7% |
71% |
False |
False |
22,683 |
| 10 |
1.0402 |
1.0235 |
0.0167 |
1.6% |
0.0074 |
0.7% |
71% |
False |
False |
20,536 |
| 20 |
1.0419 |
1.0180 |
0.0239 |
2.3% |
0.0076 |
0.7% |
73% |
False |
False |
11,447 |
| 40 |
1.0556 |
1.0180 |
0.0376 |
3.6% |
0.0069 |
0.7% |
46% |
False |
False |
5,737 |
| 60 |
1.0556 |
1.0135 |
0.0421 |
4.1% |
0.0064 |
0.6% |
52% |
False |
False |
3,828 |
| 80 |
1.0578 |
1.0135 |
0.0443 |
4.3% |
0.0056 |
0.5% |
49% |
False |
False |
2,874 |
| 100 |
1.0578 |
1.0135 |
0.0443 |
4.3% |
0.0047 |
0.5% |
49% |
False |
False |
2,299 |
| 120 |
1.0618 |
1.0135 |
0.0483 |
4.7% |
0.0040 |
0.4% |
45% |
False |
False |
1,916 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0710 |
|
2.618 |
1.0591 |
|
1.618 |
1.0518 |
|
1.000 |
1.0473 |
|
0.618 |
1.0445 |
|
HIGH |
1.0400 |
|
0.618 |
1.0372 |
|
0.500 |
1.0364 |
|
0.382 |
1.0355 |
|
LOW |
1.0327 |
|
0.618 |
1.0282 |
|
1.000 |
1.0254 |
|
1.618 |
1.0209 |
|
2.618 |
1.0136 |
|
4.250 |
1.0017 |
|
|
| Fisher Pivots for day following 27-Sep-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1.0364 |
1.0356 |
| PP |
1.0360 |
1.0355 |
| S1 |
1.0357 |
1.0355 |
|