CME Swiss Franc Future December 2016
| Trading Metrics calculated at close of trading on 06-Sep-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Sep-2016 |
06-Sep-2016 |
Change |
Change % |
Previous Week |
| Open |
1.0265 |
1.0285 |
0.0020 |
0.2% |
1.0290 |
| High |
1.0326 |
1.0374 |
0.0048 |
0.5% |
1.0326 |
| Low |
1.0245 |
1.0250 |
0.0005 |
0.0% |
1.0180 |
| Close |
1.0260 |
1.0368 |
0.0108 |
1.1% |
1.0260 |
| Range |
0.0081 |
0.0124 |
0.0043 |
53.1% |
0.0146 |
| ATR |
0.0071 |
0.0075 |
0.0004 |
5.3% |
0.0000 |
| Volume |
698 |
1,046 |
348 |
49.9% |
2,146 |
|
| Daily Pivots for day following 06-Sep-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0703 |
1.0659 |
1.0436 |
|
| R3 |
1.0579 |
1.0535 |
1.0402 |
|
| R2 |
1.0455 |
1.0455 |
1.0391 |
|
| R1 |
1.0411 |
1.0411 |
1.0379 |
1.0433 |
| PP |
1.0331 |
1.0331 |
1.0331 |
1.0342 |
| S1 |
1.0287 |
1.0287 |
1.0357 |
1.0309 |
| S2 |
1.0207 |
1.0207 |
1.0345 |
|
| S3 |
1.0083 |
1.0163 |
1.0334 |
|
| S4 |
0.9959 |
1.0039 |
1.0300 |
|
|
| Weekly Pivots for week ending 02-Sep-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0693 |
1.0623 |
1.0340 |
|
| R3 |
1.0547 |
1.0477 |
1.0300 |
|
| R2 |
1.0401 |
1.0401 |
1.0287 |
|
| R1 |
1.0331 |
1.0331 |
1.0273 |
1.0293 |
| PP |
1.0255 |
1.0255 |
1.0255 |
1.0237 |
| S1 |
1.0185 |
1.0185 |
1.0247 |
1.0147 |
| S2 |
1.0109 |
1.0109 |
1.0233 |
|
| S3 |
0.9963 |
1.0039 |
1.0220 |
|
| S4 |
0.9817 |
0.9893 |
1.0180 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0374 |
1.0180 |
0.0194 |
1.9% |
0.0084 |
0.8% |
97% |
True |
False |
632 |
| 10 |
1.0492 |
1.0180 |
0.0312 |
3.0% |
0.0077 |
0.7% |
60% |
False |
False |
333 |
| 20 |
1.0556 |
1.0180 |
0.0376 |
3.6% |
0.0071 |
0.7% |
50% |
False |
False |
185 |
| 40 |
1.0556 |
1.0135 |
0.0421 |
4.1% |
0.0064 |
0.6% |
55% |
False |
False |
97 |
| 60 |
1.0578 |
1.0135 |
0.0443 |
4.3% |
0.0055 |
0.5% |
53% |
False |
False |
68 |
| 80 |
1.0578 |
1.0135 |
0.0443 |
4.3% |
0.0043 |
0.4% |
53% |
False |
False |
51 |
| 100 |
1.0599 |
1.0135 |
0.0464 |
4.5% |
0.0037 |
0.4% |
50% |
False |
False |
41 |
| 120 |
1.0618 |
1.0135 |
0.0483 |
4.7% |
0.0031 |
0.3% |
48% |
False |
False |
34 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0901 |
|
2.618 |
1.0699 |
|
1.618 |
1.0575 |
|
1.000 |
1.0498 |
|
0.618 |
1.0451 |
|
HIGH |
1.0374 |
|
0.618 |
1.0327 |
|
0.500 |
1.0312 |
|
0.382 |
1.0297 |
|
LOW |
1.0250 |
|
0.618 |
1.0173 |
|
1.000 |
1.0126 |
|
1.618 |
1.0049 |
|
2.618 |
0.9925 |
|
4.250 |
0.9723 |
|
|
| Fisher Pivots for day following 06-Sep-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1.0349 |
1.0338 |
| PP |
1.0331 |
1.0307 |
| S1 |
1.0312 |
1.0277 |
|