CME Swiss Franc Future December 2016
| Trading Metrics calculated at close of trading on 08-Sep-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Sep-2016 |
08-Sep-2016 |
Change |
Change % |
Previous Week |
| Open |
1.0360 |
1.0369 |
0.0009 |
0.1% |
1.0290 |
| High |
1.0399 |
1.0419 |
0.0020 |
0.2% |
1.0326 |
| Low |
1.0359 |
1.0324 |
-0.0035 |
-0.3% |
1.0180 |
| Close |
1.0373 |
1.0335 |
-0.0038 |
-0.4% |
1.0260 |
| Range |
0.0040 |
0.0095 |
0.0055 |
137.5% |
0.0146 |
| ATR |
0.0073 |
0.0074 |
0.0002 |
2.2% |
0.0000 |
| Volume |
2,129 |
1,255 |
-874 |
-41.1% |
2,146 |
|
| Daily Pivots for day following 08-Sep-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0644 |
1.0585 |
1.0387 |
|
| R3 |
1.0549 |
1.0490 |
1.0361 |
|
| R2 |
1.0454 |
1.0454 |
1.0352 |
|
| R1 |
1.0395 |
1.0395 |
1.0344 |
1.0377 |
| PP |
1.0359 |
1.0359 |
1.0359 |
1.0351 |
| S1 |
1.0300 |
1.0300 |
1.0326 |
1.0282 |
| S2 |
1.0264 |
1.0264 |
1.0318 |
|
| S3 |
1.0169 |
1.0205 |
1.0309 |
|
| S4 |
1.0074 |
1.0110 |
1.0283 |
|
|
| 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 |
1.0419 |
1.0180 |
0.0239 |
2.3% |
0.0088 |
0.8% |
65% |
True |
False |
1,167 |
| 10 |
1.0448 |
1.0180 |
0.0268 |
2.6% |
0.0081 |
0.8% |
58% |
False |
False |
668 |
| 20 |
1.0556 |
1.0180 |
0.0376 |
3.6% |
0.0074 |
0.7% |
41% |
False |
False |
354 |
| 40 |
1.0556 |
1.0135 |
0.0421 |
4.1% |
0.0065 |
0.6% |
48% |
False |
False |
181 |
| 60 |
1.0578 |
1.0135 |
0.0443 |
4.3% |
0.0057 |
0.6% |
45% |
False |
False |
124 |
| 80 |
1.0578 |
1.0135 |
0.0443 |
4.3% |
0.0045 |
0.4% |
45% |
False |
False |
94 |
| 100 |
1.0599 |
1.0135 |
0.0464 |
4.5% |
0.0038 |
0.4% |
43% |
False |
False |
75 |
| 120 |
1.0618 |
1.0135 |
0.0483 |
4.7% |
0.0032 |
0.3% |
41% |
False |
False |
62 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0823 |
|
2.618 |
1.0668 |
|
1.618 |
1.0573 |
|
1.000 |
1.0514 |
|
0.618 |
1.0478 |
|
HIGH |
1.0419 |
|
0.618 |
1.0383 |
|
0.500 |
1.0372 |
|
0.382 |
1.0360 |
|
LOW |
1.0324 |
|
0.618 |
1.0265 |
|
1.000 |
1.0229 |
|
1.618 |
1.0170 |
|
2.618 |
1.0075 |
|
4.250 |
0.9920 |
|
|
| Fisher Pivots for day following 08-Sep-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1.0372 |
1.0335 |
| PP |
1.0359 |
1.0335 |
| S1 |
1.0347 |
1.0335 |
|