CME Swiss Franc Future September 2016
| Trading Metrics calculated at close of trading on 01-Sep-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Aug-2016 |
01-Sep-2016 |
Change |
Change % |
Previous Week |
| Open |
1.0176 |
1.0169 |
-0.0007 |
-0.1% |
1.0421 |
| High |
1.0194 |
1.0226 |
0.0032 |
0.3% |
1.0438 |
| Low |
1.0148 |
1.0123 |
-0.0025 |
-0.2% |
1.0223 |
| Close |
1.0180 |
1.0212 |
0.0032 |
0.3% |
1.0226 |
| Range |
0.0046 |
0.0103 |
0.0057 |
123.9% |
0.0215 |
| ATR |
0.0075 |
0.0077 |
0.0002 |
2.7% |
0.0000 |
| Volume |
21,140 |
30,792 |
9,652 |
45.7% |
115,215 |
|
| Daily Pivots for day following 01-Sep-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0496 |
1.0457 |
1.0269 |
|
| R3 |
1.0393 |
1.0354 |
1.0240 |
|
| R2 |
1.0290 |
1.0290 |
1.0231 |
|
| R1 |
1.0251 |
1.0251 |
1.0221 |
1.0271 |
| PP |
1.0187 |
1.0187 |
1.0187 |
1.0197 |
| S1 |
1.0148 |
1.0148 |
1.0203 |
1.0168 |
| S2 |
1.0084 |
1.0084 |
1.0193 |
|
| S3 |
0.9981 |
1.0045 |
1.0184 |
|
| S4 |
0.9878 |
0.9942 |
1.0155 |
|
|
| Weekly Pivots for week ending 26-Aug-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0941 |
1.0798 |
1.0344 |
|
| R3 |
1.0726 |
1.0583 |
1.0285 |
|
| R2 |
1.0511 |
1.0511 |
1.0265 |
|
| R1 |
1.0368 |
1.0368 |
1.0246 |
1.0332 |
| PP |
1.0296 |
1.0296 |
1.0296 |
1.0278 |
| S1 |
1.0153 |
1.0153 |
1.0206 |
1.0117 |
| S2 |
1.0081 |
1.0081 |
1.0187 |
|
| S3 |
0.9866 |
0.9938 |
1.0167 |
|
| S4 |
0.9651 |
0.9723 |
1.0108 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0395 |
1.0123 |
0.0272 |
2.7% |
0.0087 |
0.8% |
33% |
False |
True |
27,706 |
| 10 |
1.0499 |
1.0123 |
0.0376 |
3.7% |
0.0072 |
0.7% |
24% |
False |
True |
23,025 |
| 20 |
1.0501 |
1.0123 |
0.0378 |
3.7% |
0.0074 |
0.7% |
24% |
False |
True |
19,278 |
| 40 |
1.0501 |
1.0034 |
0.0467 |
4.6% |
0.0076 |
0.7% |
38% |
False |
False |
17,892 |
| 60 |
1.0552 |
1.0034 |
0.0518 |
5.1% |
0.0079 |
0.8% |
34% |
False |
False |
19,330 |
| 80 |
1.0552 |
1.0034 |
0.0518 |
5.1% |
0.0073 |
0.7% |
34% |
False |
False |
15,100 |
| 100 |
1.0650 |
1.0034 |
0.0616 |
6.0% |
0.0068 |
0.7% |
29% |
False |
False |
12,084 |
| 120 |
1.0650 |
1.0034 |
0.0616 |
6.0% |
0.0061 |
0.6% |
29% |
False |
False |
10,072 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0664 |
|
2.618 |
1.0496 |
|
1.618 |
1.0393 |
|
1.000 |
1.0329 |
|
0.618 |
1.0290 |
|
HIGH |
1.0226 |
|
0.618 |
1.0187 |
|
0.500 |
1.0175 |
|
0.382 |
1.0162 |
|
LOW |
1.0123 |
|
0.618 |
1.0059 |
|
1.000 |
1.0020 |
|
1.618 |
0.9956 |
|
2.618 |
0.9853 |
|
4.250 |
0.9685 |
|
|
| Fisher Pivots for day following 01-Sep-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1.0200 |
1.0202 |
| PP |
1.0187 |
1.0192 |
| S1 |
1.0175 |
1.0182 |
|