CME Swiss Franc Future December 2016
| Trading Metrics calculated at close of trading on 19-Sep-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Sep-2016 |
19-Sep-2016 |
Change |
Change % |
Previous Week |
| Open |
1.0341 |
1.0253 |
-0.0088 |
-0.9% |
1.0308 |
| High |
1.0347 |
1.0273 |
-0.0074 |
-0.7% |
1.0372 |
| Low |
1.0237 |
1.0235 |
-0.0002 |
0.0% |
1.0237 |
| Close |
1.0244 |
1.0257 |
0.0013 |
0.1% |
1.0244 |
| Range |
0.0110 |
0.0038 |
-0.0072 |
-65.5% |
0.0135 |
| ATR |
0.0079 |
0.0076 |
-0.0003 |
-3.7% |
0.0000 |
| Volume |
30,554 |
13,428 |
-17,126 |
-56.1% |
76,817 |
|
| Daily Pivots for day following 19-Sep-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0369 |
1.0351 |
1.0278 |
|
| R3 |
1.0331 |
1.0313 |
1.0267 |
|
| R2 |
1.0293 |
1.0293 |
1.0264 |
|
| R1 |
1.0275 |
1.0275 |
1.0260 |
1.0284 |
| PP |
1.0255 |
1.0255 |
1.0255 |
1.0260 |
| S1 |
1.0237 |
1.0237 |
1.0254 |
1.0246 |
| S2 |
1.0217 |
1.0217 |
1.0250 |
|
| S3 |
1.0179 |
1.0199 |
1.0247 |
|
| S4 |
1.0141 |
1.0161 |
1.0236 |
|
|
| Weekly Pivots for week ending 16-Sep-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0689 |
1.0602 |
1.0318 |
|
| R3 |
1.0554 |
1.0467 |
1.0281 |
|
| R2 |
1.0419 |
1.0419 |
1.0269 |
|
| R1 |
1.0332 |
1.0332 |
1.0256 |
1.0308 |
| PP |
1.0284 |
1.0284 |
1.0284 |
1.0273 |
| S1 |
1.0197 |
1.0197 |
1.0232 |
1.0173 |
| S2 |
1.0149 |
1.0149 |
1.0219 |
|
| S3 |
1.0014 |
1.0062 |
1.0207 |
|
| S4 |
0.9879 |
0.9927 |
1.0170 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0371 |
1.0235 |
0.0136 |
1.3% |
0.0080 |
0.8% |
16% |
False |
True |
17,132 |
| 10 |
1.0419 |
1.0235 |
0.0184 |
1.8% |
0.0081 |
0.8% |
12% |
False |
True |
9,711 |
| 20 |
1.0492 |
1.0180 |
0.0312 |
3.0% |
0.0075 |
0.7% |
25% |
False |
False |
4,976 |
| 40 |
1.0556 |
1.0135 |
0.0421 |
4.1% |
0.0070 |
0.7% |
29% |
False |
False |
2,497 |
| 60 |
1.0556 |
1.0135 |
0.0421 |
4.1% |
0.0061 |
0.6% |
29% |
False |
False |
1,668 |
| 80 |
1.0578 |
1.0135 |
0.0443 |
4.3% |
0.0052 |
0.5% |
28% |
False |
False |
1,252 |
| 100 |
1.0599 |
1.0135 |
0.0464 |
4.5% |
0.0042 |
0.4% |
26% |
False |
False |
1,002 |
| 120 |
1.0618 |
1.0135 |
0.0483 |
4.7% |
0.0036 |
0.4% |
25% |
False |
False |
835 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0435 |
|
2.618 |
1.0372 |
|
1.618 |
1.0334 |
|
1.000 |
1.0311 |
|
0.618 |
1.0296 |
|
HIGH |
1.0273 |
|
0.618 |
1.0258 |
|
0.500 |
1.0254 |
|
0.382 |
1.0250 |
|
LOW |
1.0235 |
|
0.618 |
1.0212 |
|
1.000 |
1.0197 |
|
1.618 |
1.0174 |
|
2.618 |
1.0136 |
|
4.250 |
1.0074 |
|
|
| Fisher Pivots for day following 19-Sep-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1.0256 |
1.0303 |
| PP |
1.0255 |
1.0288 |
| S1 |
1.0254 |
1.0272 |
|