CME Swiss Franc Future September 2016
| Trading Metrics calculated at close of trading on 12-Sep-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Sep-2016 |
12-Sep-2016 |
Change |
Change % |
Previous Week |
| Open |
1.0288 |
1.0260 |
-0.0028 |
-0.3% |
1.0203 |
| High |
1.0301 |
1.0322 |
0.0021 |
0.2% |
1.0367 |
| Low |
1.0223 |
1.0245 |
0.0022 |
0.2% |
1.0196 |
| Close |
1.0257 |
1.0292 |
0.0035 |
0.3% |
1.0257 |
| Range |
0.0078 |
0.0077 |
-0.0001 |
-1.3% |
0.0171 |
| ATR |
0.0079 |
0.0079 |
0.0000 |
-0.2% |
0.0000 |
| Volume |
20,527 |
22,930 |
2,403 |
11.7% |
101,078 |
|
| Daily Pivots for day following 12-Sep-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0517 |
1.0482 |
1.0334 |
|
| R3 |
1.0440 |
1.0405 |
1.0313 |
|
| R2 |
1.0363 |
1.0363 |
1.0306 |
|
| R1 |
1.0328 |
1.0328 |
1.0299 |
1.0346 |
| PP |
1.0286 |
1.0286 |
1.0286 |
1.0295 |
| S1 |
1.0251 |
1.0251 |
1.0285 |
1.0269 |
| S2 |
1.0209 |
1.0209 |
1.0278 |
|
| S3 |
1.0132 |
1.0174 |
1.0271 |
|
| S4 |
1.0055 |
1.0097 |
1.0250 |
|
|
| Weekly Pivots for week ending 09-Sep-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0786 |
1.0693 |
1.0351 |
|
| R3 |
1.0615 |
1.0522 |
1.0304 |
|
| R2 |
1.0444 |
1.0444 |
1.0288 |
|
| R1 |
1.0351 |
1.0351 |
1.0273 |
1.0398 |
| PP |
1.0273 |
1.0273 |
1.0273 |
1.0297 |
| S1 |
1.0180 |
1.0180 |
1.0241 |
1.0227 |
| S2 |
1.0102 |
1.0102 |
1.0226 |
|
| S3 |
0.9931 |
1.0009 |
1.0210 |
|
| S4 |
0.9760 |
0.9838 |
1.0163 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0367 |
1.0196 |
0.0171 |
1.7% |
0.0084 |
0.8% |
56% |
False |
False |
24,801 |
| 10 |
1.0367 |
1.0123 |
0.0244 |
2.4% |
0.0077 |
0.7% |
69% |
False |
False |
23,486 |
| 20 |
1.0501 |
1.0123 |
0.0378 |
3.7% |
0.0080 |
0.8% |
45% |
False |
False |
22,801 |
| 40 |
1.0501 |
1.0034 |
0.0467 |
4.5% |
0.0077 |
0.7% |
55% |
False |
False |
18,926 |
| 60 |
1.0552 |
1.0034 |
0.0518 |
5.0% |
0.0081 |
0.8% |
50% |
False |
False |
19,161 |
| 80 |
1.0552 |
1.0034 |
0.0518 |
5.0% |
0.0076 |
0.7% |
50% |
False |
False |
16,913 |
| 100 |
1.0650 |
1.0034 |
0.0616 |
6.0% |
0.0071 |
0.7% |
42% |
False |
False |
13,534 |
| 120 |
1.0650 |
1.0034 |
0.0616 |
6.0% |
0.0065 |
0.6% |
42% |
False |
False |
11,281 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0649 |
|
2.618 |
1.0524 |
|
1.618 |
1.0447 |
|
1.000 |
1.0399 |
|
0.618 |
1.0370 |
|
HIGH |
1.0322 |
|
0.618 |
1.0293 |
|
0.500 |
1.0284 |
|
0.382 |
1.0274 |
|
LOW |
1.0245 |
|
0.618 |
1.0197 |
|
1.000 |
1.0168 |
|
1.618 |
1.0120 |
|
2.618 |
1.0043 |
|
4.250 |
0.9918 |
|
|
| Fisher Pivots for day following 12-Sep-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1.0289 |
1.0295 |
| PP |
1.0286 |
1.0294 |
| S1 |
1.0284 |
1.0293 |
|