CME Swiss Franc Future December 2016
| Trading Metrics calculated at close of trading on 22-Sep-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Sep-2016 |
22-Sep-2016 |
Change |
Change % |
Previous Week |
| Open |
1.0261 |
1.0319 |
0.0058 |
0.6% |
1.0308 |
| High |
1.0337 |
1.0402 |
0.0065 |
0.6% |
1.0372 |
| Low |
1.0238 |
1.0313 |
0.0075 |
0.7% |
1.0237 |
| Close |
1.0304 |
1.0360 |
0.0056 |
0.5% |
1.0244 |
| Range |
0.0099 |
0.0089 |
-0.0010 |
-10.1% |
0.0135 |
| ATR |
0.0076 |
0.0077 |
0.0002 |
2.1% |
0.0000 |
| Volume |
36,491 |
26,495 |
-9,996 |
-27.4% |
76,817 |
|
| Daily Pivots for day following 22-Sep-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0625 |
1.0582 |
1.0409 |
|
| R3 |
1.0536 |
1.0493 |
1.0384 |
|
| R2 |
1.0447 |
1.0447 |
1.0376 |
|
| R1 |
1.0404 |
1.0404 |
1.0368 |
1.0426 |
| PP |
1.0358 |
1.0358 |
1.0358 |
1.0369 |
| S1 |
1.0315 |
1.0315 |
1.0352 |
1.0337 |
| S2 |
1.0269 |
1.0269 |
1.0344 |
|
| S3 |
1.0180 |
1.0226 |
1.0336 |
|
| S4 |
1.0091 |
1.0137 |
1.0311 |
|
|
| 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 |
1.0402 |
1.0235 |
0.0167 |
1.6% |
0.0078 |
0.7% |
75% |
True |
False |
24,653 |
| 10 |
1.0402 |
1.0235 |
0.0167 |
1.6% |
0.0079 |
0.8% |
75% |
True |
False |
17,197 |
| 20 |
1.0448 |
1.0180 |
0.0268 |
2.6% |
0.0080 |
0.8% |
67% |
False |
False |
8,932 |
| 40 |
1.0556 |
1.0180 |
0.0376 |
3.6% |
0.0071 |
0.7% |
48% |
False |
False |
4,479 |
| 60 |
1.0556 |
1.0135 |
0.0421 |
4.1% |
0.0061 |
0.6% |
53% |
False |
False |
2,988 |
| 80 |
1.0578 |
1.0135 |
0.0443 |
4.3% |
0.0055 |
0.5% |
51% |
False |
False |
2,243 |
| 100 |
1.0599 |
1.0135 |
0.0464 |
4.5% |
0.0045 |
0.4% |
48% |
False |
False |
1,794 |
| 120 |
1.0618 |
1.0135 |
0.0483 |
4.7% |
0.0038 |
0.4% |
47% |
False |
False |
1,495 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0780 |
|
2.618 |
1.0635 |
|
1.618 |
1.0546 |
|
1.000 |
1.0491 |
|
0.618 |
1.0457 |
|
HIGH |
1.0402 |
|
0.618 |
1.0368 |
|
0.500 |
1.0358 |
|
0.382 |
1.0347 |
|
LOW |
1.0313 |
|
0.618 |
1.0258 |
|
1.000 |
1.0224 |
|
1.618 |
1.0169 |
|
2.618 |
1.0080 |
|
4.250 |
0.9935 |
|
|
| Fisher Pivots for day following 22-Sep-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1.0359 |
1.0347 |
| PP |
1.0358 |
1.0333 |
| S1 |
1.0358 |
1.0320 |
|