CME Swiss Franc Future September 2016
| Trading Metrics calculated at close of trading on 14-Sep-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Sep-2016 |
14-Sep-2016 |
Change |
Change % |
Previous Week |
| Open |
1.0289 |
1.0233 |
-0.0056 |
-0.5% |
1.0203 |
| High |
1.0304 |
1.0305 |
0.0001 |
0.0% |
1.0367 |
| Low |
1.0222 |
1.0217 |
-0.0005 |
0.0% |
1.0196 |
| Close |
1.0231 |
1.0275 |
0.0044 |
0.4% |
1.0257 |
| Range |
0.0082 |
0.0088 |
0.0006 |
7.3% |
0.0171 |
| ATR |
0.0079 |
0.0080 |
0.0001 |
0.8% |
0.0000 |
| Volume |
30,829 |
34,995 |
4,166 |
13.5% |
101,078 |
|
| Daily Pivots for day following 14-Sep-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0530 |
1.0490 |
1.0323 |
|
| R3 |
1.0442 |
1.0402 |
1.0299 |
|
| R2 |
1.0354 |
1.0354 |
1.0291 |
|
| R1 |
1.0314 |
1.0314 |
1.0283 |
1.0334 |
| PP |
1.0266 |
1.0266 |
1.0266 |
1.0276 |
| S1 |
1.0226 |
1.0226 |
1.0267 |
1.0246 |
| S2 |
1.0178 |
1.0178 |
1.0259 |
|
| S3 |
1.0090 |
1.0138 |
1.0251 |
|
| S4 |
1.0002 |
1.0050 |
1.0227 |
|
|
| 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 |
1.0217 |
0.0150 |
1.5% |
0.0084 |
0.8% |
39% |
False |
True |
26,977 |
| 10 |
1.0367 |
1.0123 |
0.0244 |
2.4% |
0.0083 |
0.8% |
62% |
False |
False |
26,290 |
| 20 |
1.0501 |
1.0123 |
0.0378 |
3.7% |
0.0078 |
0.8% |
40% |
False |
False |
24,295 |
| 40 |
1.0501 |
1.0034 |
0.0467 |
4.5% |
0.0078 |
0.8% |
52% |
False |
False |
20,012 |
| 60 |
1.0552 |
1.0034 |
0.0518 |
5.0% |
0.0080 |
0.8% |
47% |
False |
False |
19,553 |
| 80 |
1.0552 |
1.0034 |
0.0518 |
5.0% |
0.0078 |
0.8% |
47% |
False |
False |
17,735 |
| 100 |
1.0650 |
1.0034 |
0.0616 |
6.0% |
0.0071 |
0.7% |
39% |
False |
False |
14,192 |
| 120 |
1.0650 |
1.0034 |
0.0616 |
6.0% |
0.0066 |
0.6% |
39% |
False |
False |
11,829 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0679 |
|
2.618 |
1.0535 |
|
1.618 |
1.0447 |
|
1.000 |
1.0393 |
|
0.618 |
1.0359 |
|
HIGH |
1.0305 |
|
0.618 |
1.0271 |
|
0.500 |
1.0261 |
|
0.382 |
1.0251 |
|
LOW |
1.0217 |
|
0.618 |
1.0163 |
|
1.000 |
1.0129 |
|
1.618 |
1.0075 |
|
2.618 |
0.9987 |
|
4.250 |
0.9843 |
|
|
| Fisher Pivots for day following 14-Sep-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1.0270 |
1.0273 |
| PP |
1.0266 |
1.0271 |
| S1 |
1.0261 |
1.0270 |
|