CME Swiss Franc Future December 2016
| Trading Metrics calculated at close of trading on 30-Sep-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Sep-2016 |
30-Sep-2016 |
Change |
Change % |
Previous Week |
| Open |
1.0344 |
1.0398 |
0.0054 |
0.5% |
1.0356 |
| High |
1.0420 |
1.0408 |
-0.0012 |
-0.1% |
1.0420 |
| Low |
1.0328 |
0.9994 |
-0.0334 |
-3.2% |
0.9994 |
| Close |
1.0394 |
1.0350 |
-0.0044 |
-0.4% |
1.0350 |
| Range |
0.0092 |
0.0414 |
0.0322 |
350.0% |
0.0426 |
| ATR |
0.0074 |
0.0098 |
0.0024 |
32.9% |
0.0000 |
| Volume |
25,186 |
42,530 |
17,344 |
68.9% |
116,532 |
|
| Daily Pivots for day following 30-Sep-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1493 |
1.1335 |
1.0578 |
|
| R3 |
1.1079 |
1.0921 |
1.0464 |
|
| R2 |
1.0665 |
1.0665 |
1.0426 |
|
| R1 |
1.0507 |
1.0507 |
1.0388 |
1.0379 |
| PP |
1.0251 |
1.0251 |
1.0251 |
1.0187 |
| S1 |
1.0093 |
1.0093 |
1.0312 |
0.9965 |
| S2 |
0.9837 |
0.9837 |
1.0274 |
|
| S3 |
0.9423 |
0.9679 |
1.0236 |
|
| S4 |
0.9009 |
0.9265 |
1.0122 |
|
|
| Weekly Pivots for week ending 30-Sep-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1533 |
1.1367 |
1.0584 |
|
| R3 |
1.1107 |
1.0941 |
1.0467 |
|
| R2 |
1.0681 |
1.0681 |
1.0428 |
|
| R1 |
1.0515 |
1.0515 |
1.0389 |
1.0385 |
| PP |
1.0255 |
1.0255 |
1.0255 |
1.0190 |
| S1 |
1.0089 |
1.0089 |
1.0311 |
0.9959 |
| S2 |
0.9829 |
0.9829 |
1.0272 |
|
| S3 |
0.9403 |
0.9663 |
1.0233 |
|
| S4 |
0.8977 |
0.9237 |
1.0116 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0420 |
0.9994 |
0.0426 |
4.1% |
0.0136 |
1.3% |
84% |
False |
True |
23,306 |
| 10 |
1.0420 |
0.9994 |
0.0426 |
4.1% |
0.0102 |
1.0% |
84% |
False |
True |
22,543 |
| 20 |
1.0420 |
0.9994 |
0.0426 |
4.1% |
0.0094 |
0.9% |
84% |
False |
True |
15,490 |
| 40 |
1.0556 |
0.9994 |
0.0562 |
5.4% |
0.0081 |
0.8% |
63% |
False |
True |
7,794 |
| 60 |
1.0556 |
0.9994 |
0.0562 |
5.4% |
0.0071 |
0.7% |
63% |
False |
True |
5,199 |
| 80 |
1.0578 |
0.9994 |
0.0584 |
5.6% |
0.0063 |
0.6% |
61% |
False |
True |
3,902 |
| 100 |
1.0578 |
0.9994 |
0.0584 |
5.6% |
0.0051 |
0.5% |
61% |
False |
True |
3,122 |
| 120 |
1.0599 |
0.9994 |
0.0605 |
5.8% |
0.0045 |
0.4% |
59% |
False |
True |
2,601 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2167 |
|
2.618 |
1.1492 |
|
1.618 |
1.1078 |
|
1.000 |
1.0822 |
|
0.618 |
1.0664 |
|
HIGH |
1.0408 |
|
0.618 |
1.0250 |
|
0.500 |
1.0201 |
|
0.382 |
1.0152 |
|
LOW |
0.9994 |
|
0.618 |
0.9738 |
|
1.000 |
0.9580 |
|
1.618 |
0.9324 |
|
2.618 |
0.8910 |
|
4.250 |
0.8235 |
|
|
| Fisher Pivots for day following 30-Sep-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1.0300 |
1.0302 |
| PP |
1.0251 |
1.0255 |
| S1 |
1.0201 |
1.0207 |
|