CME Swiss Franc Future December 2016
| Trading Metrics calculated at close of trading on 29-Sep-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Sep-2016 |
29-Sep-2016 |
Change |
Change % |
Previous Week |
| Open |
1.0351 |
1.0344 |
-0.0007 |
-0.1% |
1.0253 |
| High |
1.0367 |
1.0420 |
0.0053 |
0.5% |
1.0402 |
| Low |
1.0318 |
1.0328 |
0.0010 |
0.1% |
1.0235 |
| Close |
1.0346 |
1.0394 |
0.0048 |
0.5% |
1.0360 |
| Range |
0.0049 |
0.0092 |
0.0043 |
87.8% |
0.0167 |
| ATR |
0.0073 |
0.0074 |
0.0001 |
1.9% |
0.0000 |
| Volume |
14,568 |
25,186 |
10,618 |
72.9% |
108,898 |
|
| Daily Pivots for day following 29-Sep-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0657 |
1.0617 |
1.0445 |
|
| R3 |
1.0565 |
1.0525 |
1.0419 |
|
| R2 |
1.0473 |
1.0473 |
1.0411 |
|
| R1 |
1.0433 |
1.0433 |
1.0402 |
1.0453 |
| PP |
1.0381 |
1.0381 |
1.0381 |
1.0391 |
| S1 |
1.0341 |
1.0341 |
1.0386 |
1.0361 |
| S2 |
1.0289 |
1.0289 |
1.0377 |
|
| S3 |
1.0197 |
1.0249 |
1.0369 |
|
| S4 |
1.0105 |
1.0157 |
1.0343 |
|
|
| 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 |
1.0420 |
1.0311 |
0.0109 |
1.0% |
0.0065 |
0.6% |
76% |
True |
False |
18,037 |
| 10 |
1.0420 |
1.0235 |
0.0185 |
1.8% |
0.0071 |
0.7% |
86% |
True |
False |
21,345 |
| 20 |
1.0420 |
1.0180 |
0.0240 |
2.3% |
0.0078 |
0.7% |
89% |
True |
False |
13,399 |
| 40 |
1.0556 |
1.0180 |
0.0376 |
3.6% |
0.0071 |
0.7% |
57% |
False |
False |
6,731 |
| 60 |
1.0556 |
1.0135 |
0.0421 |
4.1% |
0.0065 |
0.6% |
62% |
False |
False |
4,490 |
| 80 |
1.0578 |
1.0135 |
0.0443 |
4.3% |
0.0058 |
0.6% |
58% |
False |
False |
3,370 |
| 100 |
1.0578 |
1.0135 |
0.0443 |
4.3% |
0.0047 |
0.5% |
58% |
False |
False |
2,696 |
| 120 |
1.0603 |
1.0135 |
0.0468 |
4.5% |
0.0041 |
0.4% |
55% |
False |
False |
2,247 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0811 |
|
2.618 |
1.0661 |
|
1.618 |
1.0569 |
|
1.000 |
1.0512 |
|
0.618 |
1.0477 |
|
HIGH |
1.0420 |
|
0.618 |
1.0385 |
|
0.500 |
1.0374 |
|
0.382 |
1.0363 |
|
LOW |
1.0328 |
|
0.618 |
1.0271 |
|
1.000 |
1.0236 |
|
1.618 |
1.0179 |
|
2.618 |
1.0087 |
|
4.250 |
0.9937 |
|
|
| Fisher Pivots for day following 29-Sep-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1.0387 |
1.0386 |
| PP |
1.0381 |
1.0377 |
| S1 |
1.0374 |
1.0369 |
|