CME Swiss Franc Future September 2016
| Trading Metrics calculated at close of trading on 15-Sep-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Sep-2016 |
15-Sep-2016 |
Change |
Change % |
Previous Week |
| Open |
1.0233 |
1.0277 |
0.0044 |
0.4% |
1.0203 |
| High |
1.0305 |
1.0321 |
0.0016 |
0.2% |
1.0367 |
| Low |
1.0217 |
1.0239 |
0.0022 |
0.2% |
1.0196 |
| Close |
1.0275 |
1.0293 |
0.0018 |
0.2% |
1.0257 |
| Range |
0.0088 |
0.0082 |
-0.0006 |
-6.8% |
0.0171 |
| ATR |
0.0080 |
0.0080 |
0.0000 |
0.2% |
0.0000 |
| Volume |
34,995 |
35,808 |
813 |
2.3% |
101,078 |
|
| Daily Pivots for day following 15-Sep-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0530 |
1.0494 |
1.0338 |
|
| R3 |
1.0448 |
1.0412 |
1.0316 |
|
| R2 |
1.0366 |
1.0366 |
1.0308 |
|
| R1 |
1.0330 |
1.0330 |
1.0301 |
1.0348 |
| PP |
1.0284 |
1.0284 |
1.0284 |
1.0294 |
| S1 |
1.0248 |
1.0248 |
1.0285 |
1.0266 |
| S2 |
1.0202 |
1.0202 |
1.0278 |
|
| S3 |
1.0120 |
1.0166 |
1.0270 |
|
| S4 |
1.0038 |
1.0084 |
1.0248 |
|
|
| 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 |
1.0322 |
1.0217 |
0.0105 |
1.0% |
0.0081 |
0.8% |
72% |
False |
False |
29,017 |
| 10 |
1.0367 |
1.0123 |
0.0244 |
2.4% |
0.0086 |
0.8% |
70% |
False |
False |
27,756 |
| 20 |
1.0501 |
1.0123 |
0.0378 |
3.7% |
0.0079 |
0.8% |
45% |
False |
False |
25,060 |
| 40 |
1.0501 |
1.0034 |
0.0467 |
4.5% |
0.0079 |
0.8% |
55% |
False |
False |
20,508 |
| 60 |
1.0552 |
1.0034 |
0.0518 |
5.0% |
0.0081 |
0.8% |
50% |
False |
False |
19,750 |
| 80 |
1.0552 |
1.0034 |
0.0518 |
5.0% |
0.0078 |
0.8% |
50% |
False |
False |
18,182 |
| 100 |
1.0650 |
1.0034 |
0.0616 |
6.0% |
0.0072 |
0.7% |
42% |
False |
False |
14,550 |
| 120 |
1.0650 |
1.0034 |
0.0616 |
6.0% |
0.0066 |
0.6% |
42% |
False |
False |
12,127 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0670 |
|
2.618 |
1.0536 |
|
1.618 |
1.0454 |
|
1.000 |
1.0403 |
|
0.618 |
1.0372 |
|
HIGH |
1.0321 |
|
0.618 |
1.0290 |
|
0.500 |
1.0280 |
|
0.382 |
1.0270 |
|
LOW |
1.0239 |
|
0.618 |
1.0188 |
|
1.000 |
1.0157 |
|
1.618 |
1.0106 |
|
2.618 |
1.0024 |
|
4.250 |
0.9891 |
|
|
| Fisher Pivots for day following 15-Sep-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1.0289 |
1.0285 |
| PP |
1.0284 |
1.0277 |
| S1 |
1.0280 |
1.0269 |
|