CME Swiss Franc Future December 2016
| Trading Metrics calculated at close of trading on 11-Oct-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Oct-2016 |
11-Oct-2016 |
Change |
Change % |
Previous Week |
| Open |
1.0265 |
1.0212 |
-0.0053 |
-0.5% |
1.0334 |
| High |
1.0269 |
1.0218 |
-0.0051 |
-0.5% |
1.0350 |
| Low |
1.0198 |
1.0142 |
-0.0056 |
-0.5% |
1.0199 |
| Close |
1.0209 |
1.0145 |
-0.0064 |
-0.6% |
1.0252 |
| Range |
0.0071 |
0.0076 |
0.0005 |
7.0% |
0.0151 |
| ATR |
0.0091 |
0.0089 |
-0.0001 |
-1.1% |
0.0000 |
| Volume |
14,436 |
24,727 |
10,291 |
71.3% |
129,622 |
|
| Daily Pivots for day following 11-Oct-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0396 |
1.0347 |
1.0187 |
|
| R3 |
1.0320 |
1.0271 |
1.0166 |
|
| R2 |
1.0244 |
1.0244 |
1.0159 |
|
| R1 |
1.0195 |
1.0195 |
1.0152 |
1.0182 |
| PP |
1.0168 |
1.0168 |
1.0168 |
1.0162 |
| S1 |
1.0119 |
1.0119 |
1.0138 |
1.0106 |
| S2 |
1.0092 |
1.0092 |
1.0131 |
|
| S3 |
1.0016 |
1.0043 |
1.0124 |
|
| S4 |
0.9940 |
0.9967 |
1.0103 |
|
|
| Weekly Pivots for week ending 07-Oct-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0720 |
1.0637 |
1.0335 |
|
| R3 |
1.0569 |
1.0486 |
1.0294 |
|
| R2 |
1.0418 |
1.0418 |
1.0280 |
|
| R1 |
1.0335 |
1.0335 |
1.0266 |
1.0301 |
| PP |
1.0267 |
1.0267 |
1.0267 |
1.0250 |
| S1 |
1.0184 |
1.0184 |
1.0238 |
1.0150 |
| S2 |
1.0116 |
1.0116 |
1.0224 |
|
| S3 |
0.9965 |
1.0033 |
1.0210 |
|
| S4 |
0.9814 |
0.9882 |
1.0169 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0314 |
1.0142 |
0.0172 |
1.7% |
0.0075 |
0.7% |
2% |
False |
True |
22,080 |
| 10 |
1.0420 |
0.9994 |
0.0426 |
4.2% |
0.0108 |
1.1% |
35% |
False |
False |
25,106 |
| 20 |
1.0420 |
0.9994 |
0.0426 |
4.2% |
0.0091 |
0.9% |
35% |
False |
False |
22,821 |
| 40 |
1.0556 |
0.9994 |
0.0562 |
5.5% |
0.0085 |
0.8% |
27% |
False |
False |
12,013 |
| 60 |
1.0556 |
0.9994 |
0.0562 |
5.5% |
0.0075 |
0.7% |
27% |
False |
False |
8,011 |
| 80 |
1.0578 |
0.9994 |
0.0584 |
5.8% |
0.0067 |
0.7% |
26% |
False |
False |
6,011 |
| 100 |
1.0578 |
0.9994 |
0.0584 |
5.8% |
0.0057 |
0.6% |
26% |
False |
False |
4,809 |
| 120 |
1.0599 |
0.9994 |
0.0605 |
6.0% |
0.0048 |
0.5% |
25% |
False |
False |
4,008 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0541 |
|
2.618 |
1.0417 |
|
1.618 |
1.0341 |
|
1.000 |
1.0294 |
|
0.618 |
1.0265 |
|
HIGH |
1.0218 |
|
0.618 |
1.0189 |
|
0.500 |
1.0180 |
|
0.382 |
1.0171 |
|
LOW |
1.0142 |
|
0.618 |
1.0095 |
|
1.000 |
1.0066 |
|
1.618 |
1.0019 |
|
2.618 |
0.9943 |
|
4.250 |
0.9819 |
|
|
| Fisher Pivots for day following 11-Oct-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1.0180 |
1.0211 |
| PP |
1.0168 |
1.0189 |
| S1 |
1.0157 |
1.0167 |
|