CME Swiss Franc Future December 2016
| Trading Metrics calculated at close of trading on 04-Oct-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Oct-2016 |
04-Oct-2016 |
Change |
Change % |
Previous Week |
| Open |
1.0334 |
1.0313 |
-0.0021 |
-0.2% |
1.0356 |
| High |
1.0350 |
1.0323 |
-0.0027 |
-0.3% |
1.0420 |
| Low |
1.0307 |
1.0215 |
-0.0092 |
-0.9% |
0.9994 |
| Close |
1.0324 |
1.0248 |
-0.0076 |
-0.7% |
1.0350 |
| Range |
0.0043 |
0.0108 |
0.0065 |
151.2% |
0.0426 |
| ATR |
0.0094 |
0.0095 |
0.0001 |
1.1% |
0.0000 |
| Volume |
20,343 |
38,038 |
17,695 |
87.0% |
116,532 |
|
| Daily Pivots for day following 04-Oct-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0586 |
1.0525 |
1.0307 |
|
| R3 |
1.0478 |
1.0417 |
1.0278 |
|
| R2 |
1.0370 |
1.0370 |
1.0268 |
|
| R1 |
1.0309 |
1.0309 |
1.0258 |
1.0286 |
| PP |
1.0262 |
1.0262 |
1.0262 |
1.0250 |
| S1 |
1.0201 |
1.0201 |
1.0238 |
1.0178 |
| S2 |
1.0154 |
1.0154 |
1.0228 |
|
| S3 |
1.0046 |
1.0093 |
1.0218 |
|
| S4 |
0.9938 |
0.9985 |
1.0189 |
|
|
| 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 |
4.2% |
0.0141 |
1.4% |
60% |
False |
False |
28,133 |
| 10 |
1.0420 |
0.9994 |
0.0426 |
4.2% |
0.0108 |
1.1% |
60% |
False |
False |
25,408 |
| 20 |
1.0420 |
0.9994 |
0.0426 |
4.2% |
0.0091 |
0.9% |
60% |
False |
False |
18,322 |
| 40 |
1.0556 |
0.9994 |
0.0562 |
5.5% |
0.0081 |
0.8% |
45% |
False |
False |
9,254 |
| 60 |
1.0556 |
0.9994 |
0.0562 |
5.5% |
0.0073 |
0.7% |
45% |
False |
False |
6,172 |
| 80 |
1.0578 |
0.9994 |
0.0584 |
5.7% |
0.0064 |
0.6% |
43% |
False |
False |
4,632 |
| 100 |
1.0578 |
0.9994 |
0.0584 |
5.7% |
0.0053 |
0.5% |
43% |
False |
False |
3,705 |
| 120 |
1.0599 |
0.9994 |
0.0605 |
5.9% |
0.0046 |
0.4% |
42% |
False |
False |
3,088 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0782 |
|
2.618 |
1.0606 |
|
1.618 |
1.0498 |
|
1.000 |
1.0431 |
|
0.618 |
1.0390 |
|
HIGH |
1.0323 |
|
0.618 |
1.0282 |
|
0.500 |
1.0269 |
|
0.382 |
1.0256 |
|
LOW |
1.0215 |
|
0.618 |
1.0148 |
|
1.000 |
1.0107 |
|
1.618 |
1.0040 |
|
2.618 |
0.9932 |
|
4.250 |
0.9756 |
|
|
| Fisher Pivots for day following 04-Oct-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1.0269 |
1.0232 |
| PP |
1.0262 |
1.0217 |
| S1 |
1.0255 |
1.0201 |
|