CME Swiss Franc Future December 2016
| Trading Metrics calculated at close of trading on 05-Oct-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Oct-2016 |
05-Oct-2016 |
Change |
Change % |
Previous Week |
| Open |
1.0313 |
1.0261 |
-0.0052 |
-0.5% |
1.0356 |
| High |
1.0323 |
1.0314 |
-0.0009 |
-0.1% |
1.0420 |
| Low |
1.0215 |
1.0253 |
0.0038 |
0.4% |
0.9994 |
| Close |
1.0248 |
1.0305 |
0.0057 |
0.6% |
1.0350 |
| Range |
0.0108 |
0.0061 |
-0.0047 |
-43.5% |
0.0426 |
| ATR |
0.0095 |
0.0093 |
-0.0002 |
-2.2% |
0.0000 |
| Volume |
38,038 |
22,132 |
-15,906 |
-41.8% |
116,532 |
|
| Daily Pivots for day following 05-Oct-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0474 |
1.0450 |
1.0339 |
|
| R3 |
1.0413 |
1.0389 |
1.0322 |
|
| R2 |
1.0352 |
1.0352 |
1.0316 |
|
| R1 |
1.0328 |
1.0328 |
1.0311 |
1.0340 |
| PP |
1.0291 |
1.0291 |
1.0291 |
1.0297 |
| S1 |
1.0267 |
1.0267 |
1.0299 |
1.0279 |
| S2 |
1.0230 |
1.0230 |
1.0294 |
|
| S3 |
1.0169 |
1.0206 |
1.0288 |
|
| S4 |
1.0108 |
1.0145 |
1.0271 |
|
|
| 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% |
0.0144 |
1.4% |
73% |
False |
False |
29,645 |
| 10 |
1.0420 |
0.9994 |
0.0426 |
4.1% |
0.0104 |
1.0% |
73% |
False |
False |
23,972 |
| 20 |
1.0420 |
0.9994 |
0.0426 |
4.1% |
0.0092 |
0.9% |
73% |
False |
False |
19,322 |
| 40 |
1.0556 |
0.9994 |
0.0562 |
5.5% |
0.0082 |
0.8% |
55% |
False |
False |
9,807 |
| 60 |
1.0556 |
0.9994 |
0.0562 |
5.5% |
0.0074 |
0.7% |
55% |
False |
False |
6,541 |
| 80 |
1.0578 |
0.9994 |
0.0584 |
5.7% |
0.0065 |
0.6% |
53% |
False |
False |
4,908 |
| 100 |
1.0578 |
0.9994 |
0.0584 |
5.7% |
0.0054 |
0.5% |
53% |
False |
False |
3,927 |
| 120 |
1.0599 |
0.9994 |
0.0605 |
5.9% |
0.0046 |
0.4% |
51% |
False |
False |
3,272 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0573 |
|
2.618 |
1.0474 |
|
1.618 |
1.0413 |
|
1.000 |
1.0375 |
|
0.618 |
1.0352 |
|
HIGH |
1.0314 |
|
0.618 |
1.0291 |
|
0.500 |
1.0284 |
|
0.382 |
1.0276 |
|
LOW |
1.0253 |
|
0.618 |
1.0215 |
|
1.000 |
1.0192 |
|
1.618 |
1.0154 |
|
2.618 |
1.0093 |
|
4.250 |
0.9994 |
|
|
| Fisher Pivots for day following 05-Oct-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1.0298 |
1.0298 |
| PP |
1.0291 |
1.0290 |
| S1 |
1.0284 |
1.0283 |
|