CME Swiss Franc Future December 2016
| Trading Metrics calculated at close of trading on 13-Sep-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Sep-2016 |
13-Sep-2016 |
Change |
Change % |
Previous Week |
| Open |
1.0308 |
1.0339 |
0.0031 |
0.3% |
1.0285 |
| High |
1.0372 |
1.0353 |
-0.0019 |
-0.2% |
1.0419 |
| Low |
1.0297 |
1.0273 |
-0.0024 |
-0.2% |
1.0250 |
| Close |
1.0342 |
1.0280 |
-0.0062 |
-0.6% |
1.0308 |
| Range |
0.0075 |
0.0080 |
0.0005 |
6.7% |
0.0169 |
| ATR |
0.0074 |
0.0075 |
0.0000 |
0.5% |
0.0000 |
| Volume |
4,581 |
10,013 |
5,432 |
118.6% |
6,870 |
|
| Daily Pivots for day following 13-Sep-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0542 |
1.0491 |
1.0324 |
|
| R3 |
1.0462 |
1.0411 |
1.0302 |
|
| R2 |
1.0382 |
1.0382 |
1.0295 |
|
| R1 |
1.0331 |
1.0331 |
1.0287 |
1.0317 |
| PP |
1.0302 |
1.0302 |
1.0302 |
1.0295 |
| S1 |
1.0251 |
1.0251 |
1.0273 |
1.0237 |
| S2 |
1.0222 |
1.0222 |
1.0265 |
|
| S3 |
1.0142 |
1.0171 |
1.0258 |
|
| S4 |
1.0062 |
1.0091 |
1.0236 |
|
|
| Weekly Pivots for week ending 09-Sep-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0833 |
1.0739 |
1.0401 |
|
| R3 |
1.0664 |
1.0570 |
1.0354 |
|
| R2 |
1.0495 |
1.0495 |
1.0339 |
|
| R1 |
1.0401 |
1.0401 |
1.0323 |
1.0448 |
| PP |
1.0326 |
1.0326 |
1.0326 |
1.0349 |
| S1 |
1.0232 |
1.0232 |
1.0293 |
1.0279 |
| S2 |
1.0157 |
1.0157 |
1.0277 |
|
| S3 |
0.9988 |
1.0063 |
1.0262 |
|
| S4 |
0.9819 |
0.9894 |
1.0215 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0419 |
1.0273 |
0.0146 |
1.4% |
0.0074 |
0.7% |
5% |
False |
True |
4,083 |
| 10 |
1.0419 |
1.0180 |
0.0239 |
2.3% |
0.0079 |
0.8% |
42% |
False |
False |
2,357 |
| 20 |
1.0556 |
1.0180 |
0.0376 |
3.7% |
0.0078 |
0.8% |
27% |
False |
False |
1,205 |
| 40 |
1.0556 |
1.0135 |
0.0421 |
4.1% |
0.0067 |
0.6% |
34% |
False |
False |
606 |
| 60 |
1.0578 |
1.0135 |
0.0443 |
4.3% |
0.0059 |
0.6% |
33% |
False |
False |
407 |
| 80 |
1.0578 |
1.0135 |
0.0443 |
4.3% |
0.0048 |
0.5% |
33% |
False |
False |
306 |
| 100 |
1.0599 |
1.0135 |
0.0464 |
4.5% |
0.0039 |
0.4% |
31% |
False |
False |
245 |
| 120 |
1.0618 |
1.0135 |
0.0483 |
4.7% |
0.0034 |
0.3% |
30% |
False |
False |
204 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0693 |
|
2.618 |
1.0562 |
|
1.618 |
1.0482 |
|
1.000 |
1.0433 |
|
0.618 |
1.0402 |
|
HIGH |
1.0353 |
|
0.618 |
1.0322 |
|
0.500 |
1.0313 |
|
0.382 |
1.0304 |
|
LOW |
1.0273 |
|
0.618 |
1.0224 |
|
1.000 |
1.0193 |
|
1.618 |
1.0144 |
|
2.618 |
1.0064 |
|
4.250 |
0.9933 |
|
|
| Fisher Pivots for day following 13-Sep-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1.0313 |
1.0323 |
| PP |
1.0302 |
1.0308 |
| S1 |
1.0291 |
1.0294 |
|