CME Swiss Franc Future September 2016
| Trading Metrics calculated at close of trading on 06-Sep-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Sep-2016 |
06-Sep-2016 |
Change |
Change % |
Previous Week |
| Open |
1.0211 |
1.0203 |
-0.0008 |
-0.1% |
1.0230 |
| High |
1.0276 |
1.0322 |
0.0046 |
0.4% |
1.0276 |
| Low |
1.0187 |
1.0196 |
0.0009 |
0.1% |
1.0123 |
| Close |
1.0207 |
1.0315 |
0.0108 |
1.1% |
1.0207 |
| Range |
0.0089 |
0.0126 |
0.0037 |
41.6% |
0.0153 |
| ATR |
0.0078 |
0.0081 |
0.0003 |
4.4% |
0.0000 |
| Volume |
21,136 |
30,296 |
9,160 |
43.3% |
110,860 |
|
| Daily Pivots for day following 06-Sep-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0656 |
1.0611 |
1.0384 |
|
| R3 |
1.0530 |
1.0485 |
1.0350 |
|
| R2 |
1.0404 |
1.0404 |
1.0338 |
|
| R1 |
1.0359 |
1.0359 |
1.0327 |
1.0382 |
| PP |
1.0278 |
1.0278 |
1.0278 |
1.0289 |
| S1 |
1.0233 |
1.0233 |
1.0303 |
1.0256 |
| S2 |
1.0152 |
1.0152 |
1.0292 |
|
| S3 |
1.0026 |
1.0107 |
1.0280 |
|
| S4 |
0.9900 |
0.9981 |
1.0246 |
|
|
| Weekly Pivots for week ending 02-Sep-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0661 |
1.0587 |
1.0291 |
|
| R3 |
1.0508 |
1.0434 |
1.0249 |
|
| R2 |
1.0355 |
1.0355 |
1.0235 |
|
| R1 |
1.0281 |
1.0281 |
1.0221 |
1.0242 |
| PP |
1.0202 |
1.0202 |
1.0202 |
1.0182 |
| S1 |
1.0128 |
1.0128 |
1.0193 |
1.0089 |
| S2 |
1.0049 |
1.0049 |
1.0179 |
|
| S3 |
0.9896 |
0.9975 |
1.0165 |
|
| S4 |
0.9743 |
0.9822 |
1.0123 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0322 |
1.0123 |
0.0199 |
1.9% |
0.0087 |
0.8% |
96% |
True |
False |
24,957 |
| 10 |
1.0438 |
1.0123 |
0.0315 |
3.1% |
0.0081 |
0.8% |
61% |
False |
False |
23,948 |
| 20 |
1.0501 |
1.0123 |
0.0378 |
3.7% |
0.0077 |
0.7% |
51% |
False |
False |
20,339 |
| 40 |
1.0501 |
1.0034 |
0.0467 |
4.5% |
0.0078 |
0.8% |
60% |
False |
False |
18,339 |
| 60 |
1.0552 |
1.0034 |
0.0518 |
5.0% |
0.0081 |
0.8% |
54% |
False |
False |
19,436 |
| 80 |
1.0552 |
1.0034 |
0.0518 |
5.0% |
0.0075 |
0.7% |
54% |
False |
False |
15,742 |
| 100 |
1.0650 |
1.0034 |
0.0616 |
6.0% |
0.0069 |
0.7% |
46% |
False |
False |
12,598 |
| 120 |
1.0650 |
1.0034 |
0.0616 |
6.0% |
0.0063 |
0.6% |
46% |
False |
False |
10,500 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0858 |
|
2.618 |
1.0652 |
|
1.618 |
1.0526 |
|
1.000 |
1.0448 |
|
0.618 |
1.0400 |
|
HIGH |
1.0322 |
|
0.618 |
1.0274 |
|
0.500 |
1.0259 |
|
0.382 |
1.0244 |
|
LOW |
1.0196 |
|
0.618 |
1.0118 |
|
1.000 |
1.0070 |
|
1.618 |
0.9992 |
|
2.618 |
0.9866 |
|
4.250 |
0.9661 |
|
|
| Fisher Pivots for day following 06-Sep-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1.0296 |
1.0284 |
| PP |
1.0278 |
1.0253 |
| S1 |
1.0259 |
1.0223 |
|