CME Swiss Franc Future September 2016
| Trading Metrics calculated at close of trading on 08-Sep-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Sep-2016 |
08-Sep-2016 |
Change |
Change % |
Previous Week |
| Open |
1.0315 |
1.0316 |
0.0001 |
0.0% |
1.0230 |
| High |
1.0347 |
1.0367 |
0.0020 |
0.2% |
1.0276 |
| Low |
1.0304 |
1.0273 |
-0.0031 |
-0.3% |
1.0123 |
| Close |
1.0321 |
1.0283 |
-0.0038 |
-0.4% |
1.0207 |
| Range |
0.0043 |
0.0094 |
0.0051 |
118.6% |
0.0153 |
| ATR |
0.0078 |
0.0079 |
0.0001 |
1.4% |
0.0000 |
| Volume |
24,651 |
25,604 |
953 |
3.9% |
110,860 |
|
| Daily Pivots for day following 08-Sep-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0590 |
1.0530 |
1.0335 |
|
| R3 |
1.0496 |
1.0436 |
1.0309 |
|
| R2 |
1.0402 |
1.0402 |
1.0300 |
|
| R1 |
1.0342 |
1.0342 |
1.0292 |
1.0325 |
| PP |
1.0308 |
1.0308 |
1.0308 |
1.0299 |
| S1 |
1.0248 |
1.0248 |
1.0274 |
1.0231 |
| S2 |
1.0214 |
1.0214 |
1.0266 |
|
| S3 |
1.0120 |
1.0154 |
1.0257 |
|
| S4 |
1.0026 |
1.0060 |
1.0231 |
|
|
| 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 |
1.0367 |
1.0123 |
0.0244 |
2.4% |
0.0091 |
0.9% |
66% |
True |
False |
26,495 |
| 10 |
1.0395 |
1.0123 |
0.0272 |
2.6% |
0.0084 |
0.8% |
59% |
False |
False |
25,686 |
| 20 |
1.0501 |
1.0123 |
0.0378 |
3.7% |
0.0078 |
0.8% |
42% |
False |
False |
21,691 |
| 40 |
1.0501 |
1.0034 |
0.0467 |
4.5% |
0.0077 |
0.7% |
53% |
False |
False |
18,620 |
| 60 |
1.0552 |
1.0034 |
0.0518 |
5.0% |
0.0081 |
0.8% |
48% |
False |
False |
19,524 |
| 80 |
1.0552 |
1.0034 |
0.0518 |
5.0% |
0.0076 |
0.7% |
48% |
False |
False |
16,370 |
| 100 |
1.0650 |
1.0034 |
0.0616 |
6.0% |
0.0070 |
0.7% |
40% |
False |
False |
13,101 |
| 120 |
1.0650 |
1.0034 |
0.0616 |
6.0% |
0.0064 |
0.6% |
40% |
False |
False |
10,919 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0767 |
|
2.618 |
1.0613 |
|
1.618 |
1.0519 |
|
1.000 |
1.0461 |
|
0.618 |
1.0425 |
|
HIGH |
1.0367 |
|
0.618 |
1.0331 |
|
0.500 |
1.0320 |
|
0.382 |
1.0309 |
|
LOW |
1.0273 |
|
0.618 |
1.0215 |
|
1.000 |
1.0179 |
|
1.618 |
1.0121 |
|
2.618 |
1.0027 |
|
4.250 |
0.9874 |
|
|
| Fisher Pivots for day following 08-Sep-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1.0320 |
1.0283 |
| PP |
1.0308 |
1.0282 |
| S1 |
1.0295 |
1.0282 |
|