CME Swiss Franc Future December 2016
Trading Metrics calculated at close of trading on 26-Sep-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Sep-2016 |
26-Sep-2016 |
Change |
Change % |
Previous Week |
Open |
1.0369 |
1.0356 |
-0.0013 |
-0.1% |
1.0253 |
High |
1.0372 |
1.0398 |
0.0026 |
0.3% |
1.0402 |
Low |
1.0311 |
1.0347 |
0.0036 |
0.3% |
1.0235 |
Close |
1.0360 |
1.0371 |
0.0011 |
0.1% |
1.0360 |
Range |
0.0061 |
0.0051 |
-0.0010 |
-16.4% |
0.0167 |
ATR |
0.0076 |
0.0074 |
-0.0002 |
-2.4% |
0.0000 |
Volume |
16,184 |
16,874 |
690 |
4.3% |
108,898 |
|
Daily Pivots for day following 26-Sep-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.0525 |
1.0499 |
1.0399 |
|
R3 |
1.0474 |
1.0448 |
1.0385 |
|
R2 |
1.0423 |
1.0423 |
1.0380 |
|
R1 |
1.0397 |
1.0397 |
1.0376 |
1.0410 |
PP |
1.0372 |
1.0372 |
1.0372 |
1.0379 |
S1 |
1.0346 |
1.0346 |
1.0366 |
1.0359 |
S2 |
1.0321 |
1.0321 |
1.0362 |
|
S3 |
1.0270 |
1.0295 |
1.0357 |
|
S4 |
1.0219 |
1.0244 |
1.0343 |
|
|
Weekly Pivots for week ending 23-Sep-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.0833 |
1.0764 |
1.0452 |
|
R3 |
1.0666 |
1.0597 |
1.0406 |
|
R2 |
1.0499 |
1.0499 |
1.0391 |
|
R1 |
1.0430 |
1.0430 |
1.0375 |
1.0465 |
PP |
1.0332 |
1.0332 |
1.0332 |
1.0350 |
S1 |
1.0263 |
1.0263 |
1.0345 |
1.0298 |
S2 |
1.0165 |
1.0165 |
1.0329 |
|
S3 |
0.9998 |
1.0096 |
1.0314 |
|
S4 |
0.9831 |
0.9929 |
1.0268 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1.0402 |
1.0238 |
0.0164 |
1.6% |
0.0070 |
0.7% |
81% |
False |
False |
22,468 |
10 |
1.0402 |
1.0235 |
0.0167 |
1.6% |
0.0075 |
0.7% |
81% |
False |
False |
19,800 |
20 |
1.0419 |
1.0180 |
0.0239 |
2.3% |
0.0075 |
0.7% |
80% |
False |
False |
10,580 |
40 |
1.0556 |
1.0180 |
0.0376 |
3.6% |
0.0068 |
0.7% |
51% |
False |
False |
5,304 |
60 |
1.0556 |
1.0135 |
0.0421 |
4.1% |
0.0062 |
0.6% |
56% |
False |
False |
3,539 |
80 |
1.0578 |
1.0135 |
0.0443 |
4.3% |
0.0056 |
0.5% |
53% |
False |
False |
2,656 |
100 |
1.0578 |
1.0135 |
0.0443 |
4.3% |
0.0046 |
0.4% |
53% |
False |
False |
2,125 |
120 |
1.0618 |
1.0135 |
0.0483 |
4.7% |
0.0039 |
0.4% |
49% |
False |
False |
1,771 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.0615 |
2.618 |
1.0532 |
1.618 |
1.0481 |
1.000 |
1.0449 |
0.618 |
1.0430 |
HIGH |
1.0398 |
0.618 |
1.0379 |
0.500 |
1.0373 |
0.382 |
1.0366 |
LOW |
1.0347 |
0.618 |
1.0315 |
1.000 |
1.0296 |
1.618 |
1.0264 |
2.618 |
1.0213 |
4.250 |
1.0130 |
|
|
Fisher Pivots for day following 26-Sep-2016 |
Pivot |
1 day |
3 day |
R1 |
1.0373 |
1.0366 |
PP |
1.0372 |
1.0361 |
S1 |
1.0372 |
1.0357 |
|