CME Swiss Franc Future December 2016
| Trading Metrics calculated at close of trading on 06-Oct-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Oct-2016 |
06-Oct-2016 |
Change |
Change % |
Previous Week |
| Open |
1.0261 |
1.0302 |
0.0041 |
0.4% |
1.0356 |
| High |
1.0314 |
1.0308 |
-0.0006 |
-0.1% |
1.0420 |
| Low |
1.0253 |
1.0220 |
-0.0033 |
-0.3% |
0.9994 |
| Close |
1.0305 |
1.0223 |
-0.0082 |
-0.8% |
1.0350 |
| Range |
0.0061 |
0.0088 |
0.0027 |
44.3% |
0.0426 |
| ATR |
0.0093 |
0.0093 |
0.0000 |
-0.4% |
0.0000 |
| Volume |
22,132 |
19,804 |
-2,328 |
-10.5% |
116,532 |
|
| Daily Pivots for day following 06-Oct-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0514 |
1.0457 |
1.0271 |
|
| R3 |
1.0426 |
1.0369 |
1.0247 |
|
| R2 |
1.0338 |
1.0338 |
1.0239 |
|
| R1 |
1.0281 |
1.0281 |
1.0231 |
1.0266 |
| PP |
1.0250 |
1.0250 |
1.0250 |
1.0243 |
| S1 |
1.0193 |
1.0193 |
1.0215 |
1.0178 |
| S2 |
1.0162 |
1.0162 |
1.0207 |
|
| S3 |
1.0074 |
1.0105 |
1.0199 |
|
| S4 |
0.9986 |
1.0017 |
1.0175 |
|
|
| 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 |
1.0408 |
0.9994 |
0.0414 |
4.0% |
0.0143 |
1.4% |
55% |
False |
False |
28,569 |
| 10 |
1.0420 |
0.9994 |
0.0426 |
4.2% |
0.0104 |
1.0% |
54% |
False |
False |
23,303 |
| 20 |
1.0420 |
0.9994 |
0.0426 |
4.2% |
0.0092 |
0.9% |
54% |
False |
False |
20,250 |
| 40 |
1.0556 |
0.9994 |
0.0562 |
5.5% |
0.0083 |
0.8% |
41% |
False |
False |
10,302 |
| 60 |
1.0556 |
0.9994 |
0.0562 |
5.5% |
0.0074 |
0.7% |
41% |
False |
False |
6,870 |
| 80 |
1.0578 |
0.9994 |
0.0584 |
5.7% |
0.0066 |
0.6% |
39% |
False |
False |
5,155 |
| 100 |
1.0578 |
0.9994 |
0.0584 |
5.7% |
0.0054 |
0.5% |
39% |
False |
False |
4,125 |
| 120 |
1.0599 |
0.9994 |
0.0605 |
5.9% |
0.0047 |
0.5% |
38% |
False |
False |
3,437 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0682 |
|
2.618 |
1.0538 |
|
1.618 |
1.0450 |
|
1.000 |
1.0396 |
|
0.618 |
1.0362 |
|
HIGH |
1.0308 |
|
0.618 |
1.0274 |
|
0.500 |
1.0264 |
|
0.382 |
1.0254 |
|
LOW |
1.0220 |
|
0.618 |
1.0166 |
|
1.000 |
1.0132 |
|
1.618 |
1.0078 |
|
2.618 |
0.9990 |
|
4.250 |
0.9846 |
|
|
| Fisher Pivots for day following 06-Oct-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1.0264 |
1.0269 |
| PP |
1.0250 |
1.0254 |
| S1 |
1.0237 |
1.0238 |
|