CME Swiss Franc Future December 2016
| Trading Metrics calculated at close of trading on 01-Sep-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Aug-2016 |
01-Sep-2016 |
Change |
Change % |
Previous Week |
| Open |
1.0238 |
1.0231 |
-0.0007 |
-0.1% |
1.0443 |
| High |
1.0249 |
1.0279 |
0.0030 |
0.3% |
1.0492 |
| Low |
1.0204 |
1.0180 |
-0.0024 |
-0.2% |
1.0280 |
| Close |
1.0234 |
1.0266 |
0.0032 |
0.3% |
1.0282 |
| Range |
0.0045 |
0.0099 |
0.0054 |
120.0% |
0.0212 |
| ATR |
0.0068 |
0.0071 |
0.0002 |
3.2% |
0.0000 |
| Volume |
670 |
709 |
39 |
5.8% |
262 |
|
| Daily Pivots for day following 01-Sep-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0539 |
1.0501 |
1.0320 |
|
| R3 |
1.0440 |
1.0402 |
1.0293 |
|
| R2 |
1.0341 |
1.0341 |
1.0284 |
|
| R1 |
1.0303 |
1.0303 |
1.0275 |
1.0322 |
| PP |
1.0242 |
1.0242 |
1.0242 |
1.0251 |
| S1 |
1.0204 |
1.0204 |
1.0257 |
1.0223 |
| S2 |
1.0143 |
1.0143 |
1.0248 |
|
| S3 |
1.0044 |
1.0105 |
1.0239 |
|
| S4 |
0.9945 |
1.0006 |
1.0212 |
|
|
| Weekly Pivots for week ending 26-Aug-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0987 |
1.0847 |
1.0399 |
|
| R3 |
1.0775 |
1.0635 |
1.0340 |
|
| R2 |
1.0563 |
1.0563 |
1.0321 |
|
| R1 |
1.0423 |
1.0423 |
1.0301 |
1.0387 |
| PP |
1.0351 |
1.0351 |
1.0351 |
1.0334 |
| S1 |
1.0211 |
1.0211 |
1.0263 |
1.0175 |
| S2 |
1.0139 |
1.0139 |
1.0243 |
|
| S3 |
0.9927 |
0.9999 |
1.0224 |
|
| S4 |
0.9715 |
0.9787 |
1.0165 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0448 |
1.0180 |
0.0268 |
2.6% |
0.0084 |
0.8% |
32% |
False |
True |
308 |
| 10 |
1.0545 |
1.0180 |
0.0365 |
3.6% |
0.0068 |
0.7% |
24% |
False |
True |
173 |
| 20 |
1.0556 |
1.0180 |
0.0376 |
3.7% |
0.0068 |
0.7% |
23% |
False |
True |
98 |
| 40 |
1.0556 |
1.0135 |
0.0421 |
4.1% |
0.0060 |
0.6% |
31% |
False |
False |
54 |
| 60 |
1.0578 |
1.0135 |
0.0443 |
4.3% |
0.0053 |
0.5% |
30% |
False |
False |
39 |
| 80 |
1.0578 |
1.0135 |
0.0443 |
4.3% |
0.0041 |
0.4% |
30% |
False |
False |
29 |
| 100 |
1.0599 |
1.0135 |
0.0464 |
4.5% |
0.0035 |
0.3% |
28% |
False |
False |
24 |
| 120 |
1.0618 |
1.0135 |
0.0483 |
4.7% |
0.0029 |
0.3% |
27% |
False |
False |
20 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0700 |
|
2.618 |
1.0538 |
|
1.618 |
1.0439 |
|
1.000 |
1.0378 |
|
0.618 |
1.0340 |
|
HIGH |
1.0279 |
|
0.618 |
1.0241 |
|
0.500 |
1.0230 |
|
0.382 |
1.0218 |
|
LOW |
1.0180 |
|
0.618 |
1.0119 |
|
1.000 |
1.0081 |
|
1.618 |
1.0020 |
|
2.618 |
0.9921 |
|
4.250 |
0.9759 |
|
|
| Fisher Pivots for day following 01-Sep-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1.0254 |
1.0256 |
| PP |
1.0242 |
1.0247 |
| S1 |
1.0230 |
1.0237 |
|