CME Swiss Franc Future December 2016
| Trading Metrics calculated at close of trading on 28-Sep-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Sep-2016 |
28-Sep-2016 |
Change |
Change % |
Previous Week |
| Open |
1.0365 |
1.0351 |
-0.0014 |
-0.1% |
1.0253 |
| High |
1.0400 |
1.0367 |
-0.0033 |
-0.3% |
1.0402 |
| Low |
1.0327 |
1.0318 |
-0.0009 |
-0.1% |
1.0235 |
| Close |
1.0354 |
1.0346 |
-0.0008 |
-0.1% |
1.0360 |
| Range |
0.0073 |
0.0049 |
-0.0024 |
-32.9% |
0.0167 |
| ATR |
0.0074 |
0.0073 |
-0.0002 |
-2.4% |
0.0000 |
| Volume |
17,374 |
14,568 |
-2,806 |
-16.2% |
108,898 |
|
| Daily Pivots for day following 28-Sep-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0491 |
1.0467 |
1.0373 |
|
| R3 |
1.0442 |
1.0418 |
1.0359 |
|
| R2 |
1.0393 |
1.0393 |
1.0355 |
|
| R1 |
1.0369 |
1.0369 |
1.0350 |
1.0357 |
| PP |
1.0344 |
1.0344 |
1.0344 |
1.0337 |
| S1 |
1.0320 |
1.0320 |
1.0342 |
1.0308 |
| S2 |
1.0295 |
1.0295 |
1.0337 |
|
| S3 |
1.0246 |
1.0271 |
1.0333 |
|
| S4 |
1.0197 |
1.0222 |
1.0319 |
|
|
| 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 |
1.0311 |
0.0091 |
0.9% |
0.0065 |
0.6% |
38% |
False |
False |
18,299 |
| 10 |
1.0402 |
1.0235 |
0.0167 |
1.6% |
0.0071 |
0.7% |
66% |
False |
False |
20,497 |
| 20 |
1.0419 |
1.0180 |
0.0239 |
2.3% |
0.0075 |
0.7% |
69% |
False |
False |
12,173 |
| 40 |
1.0556 |
1.0180 |
0.0376 |
3.6% |
0.0069 |
0.7% |
44% |
False |
False |
6,101 |
| 60 |
1.0556 |
1.0135 |
0.0421 |
4.1% |
0.0064 |
0.6% |
50% |
False |
False |
4,071 |
| 80 |
1.0578 |
1.0135 |
0.0443 |
4.3% |
0.0057 |
0.5% |
48% |
False |
False |
3,056 |
| 100 |
1.0578 |
1.0135 |
0.0443 |
4.3% |
0.0047 |
0.5% |
48% |
False |
False |
2,444 |
| 120 |
1.0615 |
1.0135 |
0.0480 |
4.6% |
0.0040 |
0.4% |
44% |
False |
False |
2,037 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0575 |
|
2.618 |
1.0495 |
|
1.618 |
1.0446 |
|
1.000 |
1.0416 |
|
0.618 |
1.0397 |
|
HIGH |
1.0367 |
|
0.618 |
1.0348 |
|
0.500 |
1.0343 |
|
0.382 |
1.0337 |
|
LOW |
1.0318 |
|
0.618 |
1.0288 |
|
1.000 |
1.0269 |
|
1.618 |
1.0239 |
|
2.618 |
1.0190 |
|
4.250 |
1.0110 |
|
|
| Fisher Pivots for day following 28-Sep-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1.0345 |
1.0359 |
| PP |
1.0344 |
1.0355 |
| S1 |
1.0343 |
1.0350 |
|