CME Swiss Franc Future December 2016
Trading Metrics calculated at close of trading on 07-Sep-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Sep-2016 |
07-Sep-2016 |
Change |
Change % |
Previous Week |
Open |
1.0285 |
1.0360 |
0.0075 |
0.7% |
1.0290 |
High |
1.0374 |
1.0399 |
0.0025 |
0.2% |
1.0326 |
Low |
1.0250 |
1.0359 |
0.0109 |
1.1% |
1.0180 |
Close |
1.0368 |
1.0373 |
0.0005 |
0.0% |
1.0260 |
Range |
0.0124 |
0.0040 |
-0.0084 |
-67.7% |
0.0146 |
ATR |
0.0075 |
0.0073 |
-0.0003 |
-3.3% |
0.0000 |
Volume |
1,046 |
2,129 |
1,083 |
103.5% |
2,146 |
|
Daily Pivots for day following 07-Sep-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.0497 |
1.0475 |
1.0395 |
|
R3 |
1.0457 |
1.0435 |
1.0384 |
|
R2 |
1.0417 |
1.0417 |
1.0380 |
|
R1 |
1.0395 |
1.0395 |
1.0377 |
1.0406 |
PP |
1.0377 |
1.0377 |
1.0377 |
1.0383 |
S1 |
1.0355 |
1.0355 |
1.0369 |
1.0366 |
S2 |
1.0337 |
1.0337 |
1.0366 |
|
S3 |
1.0297 |
1.0315 |
1.0362 |
|
S4 |
1.0257 |
1.0275 |
1.0351 |
|
|
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 |
1.0399 |
1.0180 |
0.0219 |
2.1% |
0.0078 |
0.8% |
88% |
True |
False |
1,050 |
10 |
1.0457 |
1.0180 |
0.0277 |
2.7% |
0.0077 |
0.7% |
70% |
False |
False |
544 |
20 |
1.0556 |
1.0180 |
0.0376 |
3.6% |
0.0071 |
0.7% |
51% |
False |
False |
292 |
40 |
1.0556 |
1.0135 |
0.0421 |
4.1% |
0.0065 |
0.6% |
57% |
False |
False |
150 |
60 |
1.0578 |
1.0135 |
0.0443 |
4.3% |
0.0056 |
0.5% |
54% |
False |
False |
103 |
80 |
1.0578 |
1.0135 |
0.0443 |
4.3% |
0.0044 |
0.4% |
54% |
False |
False |
78 |
100 |
1.0599 |
1.0135 |
0.0464 |
4.5% |
0.0037 |
0.4% |
51% |
False |
False |
62 |
120 |
1.0618 |
1.0135 |
0.0483 |
4.7% |
0.0031 |
0.3% |
49% |
False |
False |
52 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.0569 |
2.618 |
1.0504 |
1.618 |
1.0464 |
1.000 |
1.0439 |
0.618 |
1.0424 |
HIGH |
1.0399 |
0.618 |
1.0384 |
0.500 |
1.0379 |
0.382 |
1.0374 |
LOW |
1.0359 |
0.618 |
1.0334 |
1.000 |
1.0319 |
1.618 |
1.0294 |
2.618 |
1.0254 |
4.250 |
1.0189 |
|
|
Fisher Pivots for day following 07-Sep-2016 |
Pivot |
1 day |
3 day |
R1 |
1.0379 |
1.0356 |
PP |
1.0377 |
1.0339 |
S1 |
1.0375 |
1.0322 |
|