CME Swiss Franc Future December 2016
| Trading Metrics calculated at close of trading on 03-Oct-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Sep-2016 |
03-Oct-2016 |
Change |
Change % |
Previous Week |
| Open |
1.0398 |
1.0334 |
-0.0064 |
-0.6% |
1.0356 |
| High |
1.0408 |
1.0350 |
-0.0058 |
-0.6% |
1.0420 |
| Low |
0.9994 |
1.0307 |
0.0313 |
3.1% |
0.9994 |
| Close |
1.0350 |
1.0324 |
-0.0026 |
-0.3% |
1.0350 |
| Range |
0.0414 |
0.0043 |
-0.0371 |
-89.6% |
0.0426 |
| ATR |
0.0098 |
0.0094 |
-0.0004 |
-4.0% |
0.0000 |
| Volume |
42,530 |
20,343 |
-22,187 |
-52.2% |
116,532 |
|
| Daily Pivots for day following 03-Oct-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0456 |
1.0433 |
1.0348 |
|
| R3 |
1.0413 |
1.0390 |
1.0336 |
|
| R2 |
1.0370 |
1.0370 |
1.0332 |
|
| R1 |
1.0347 |
1.0347 |
1.0328 |
1.0337 |
| PP |
1.0327 |
1.0327 |
1.0327 |
1.0322 |
| S1 |
1.0304 |
1.0304 |
1.0320 |
1.0294 |
| S2 |
1.0284 |
1.0284 |
1.0316 |
|
| S3 |
1.0241 |
1.0261 |
1.0312 |
|
| S4 |
1.0198 |
1.0218 |
1.0300 |
|
|
| 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% |
0.0134 |
1.3% |
77% |
False |
False |
24,000 |
| 10 |
1.0420 |
0.9994 |
0.0426 |
4.1% |
0.0102 |
1.0% |
77% |
False |
False |
23,234 |
| 20 |
1.0420 |
0.9994 |
0.0426 |
4.1% |
0.0092 |
0.9% |
77% |
False |
False |
16,473 |
| 40 |
1.0556 |
0.9994 |
0.0562 |
5.4% |
0.0079 |
0.8% |
59% |
False |
False |
8,303 |
| 60 |
1.0556 |
0.9994 |
0.0562 |
5.4% |
0.0072 |
0.7% |
59% |
False |
False |
5,538 |
| 80 |
1.0578 |
0.9994 |
0.0584 |
5.7% |
0.0063 |
0.6% |
57% |
False |
False |
4,156 |
| 100 |
1.0578 |
0.9994 |
0.0584 |
5.7% |
0.0052 |
0.5% |
57% |
False |
False |
3,325 |
| 120 |
1.0599 |
0.9994 |
0.0605 |
5.9% |
0.0045 |
0.4% |
55% |
False |
False |
2,771 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0533 |
|
2.618 |
1.0463 |
|
1.618 |
1.0420 |
|
1.000 |
1.0393 |
|
0.618 |
1.0377 |
|
HIGH |
1.0350 |
|
0.618 |
1.0334 |
|
0.500 |
1.0329 |
|
0.382 |
1.0323 |
|
LOW |
1.0307 |
|
0.618 |
1.0280 |
|
1.000 |
1.0264 |
|
1.618 |
1.0237 |
|
2.618 |
1.0194 |
|
4.250 |
1.0124 |
|
|
| Fisher Pivots for day following 03-Oct-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1.0329 |
1.0285 |
| PP |
1.0327 |
1.0246 |
| S1 |
1.0326 |
1.0207 |
|