CME Swiss Franc Future December 2016
Trading Metrics calculated at close of trading on 12-Oct-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Oct-2016 |
12-Oct-2016 |
Change |
Change % |
Previous Week |
Open |
1.0212 |
1.0152 |
-0.0060 |
-0.6% |
1.0334 |
High |
1.0218 |
1.0161 |
-0.0057 |
-0.6% |
1.0350 |
Low |
1.0142 |
1.0124 |
-0.0018 |
-0.2% |
1.0199 |
Close |
1.0145 |
1.0126 |
-0.0019 |
-0.2% |
1.0252 |
Range |
0.0076 |
0.0037 |
-0.0039 |
-51.3% |
0.0151 |
ATR |
0.0089 |
0.0086 |
-0.0004 |
-4.2% |
0.0000 |
Volume |
24,727 |
23,049 |
-1,678 |
-6.8% |
129,622 |
|
Daily Pivots for day following 12-Oct-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.0248 |
1.0224 |
1.0146 |
|
R3 |
1.0211 |
1.0187 |
1.0136 |
|
R2 |
1.0174 |
1.0174 |
1.0133 |
|
R1 |
1.0150 |
1.0150 |
1.0129 |
1.0144 |
PP |
1.0137 |
1.0137 |
1.0137 |
1.0134 |
S1 |
1.0113 |
1.0113 |
1.0123 |
1.0107 |
S2 |
1.0100 |
1.0100 |
1.0119 |
|
S3 |
1.0063 |
1.0076 |
1.0116 |
|
S4 |
1.0026 |
1.0039 |
1.0106 |
|
|
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 |
1.0308 |
1.0124 |
0.0184 |
1.8% |
0.0071 |
0.7% |
1% |
False |
True |
22,264 |
10 |
1.0420 |
0.9994 |
0.0426 |
4.2% |
0.0107 |
1.1% |
31% |
False |
False |
25,955 |
20 |
1.0420 |
0.9994 |
0.0426 |
4.2% |
0.0089 |
0.9% |
31% |
False |
False |
23,226 |
40 |
1.0556 |
0.9994 |
0.0562 |
5.6% |
0.0082 |
0.8% |
23% |
False |
False |
12,588 |
60 |
1.0556 |
0.9994 |
0.0562 |
5.6% |
0.0075 |
0.7% |
23% |
False |
False |
8,395 |
80 |
1.0578 |
0.9994 |
0.0584 |
5.8% |
0.0067 |
0.7% |
23% |
False |
False |
6,299 |
100 |
1.0578 |
0.9994 |
0.0584 |
5.8% |
0.0057 |
0.6% |
23% |
False |
False |
5,040 |
120 |
1.0599 |
0.9994 |
0.0605 |
6.0% |
0.0048 |
0.5% |
22% |
False |
False |
4,200 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.0318 |
2.618 |
1.0258 |
1.618 |
1.0221 |
1.000 |
1.0198 |
0.618 |
1.0184 |
HIGH |
1.0161 |
0.618 |
1.0147 |
0.500 |
1.0143 |
0.382 |
1.0138 |
LOW |
1.0124 |
0.618 |
1.0101 |
1.000 |
1.0087 |
1.618 |
1.0064 |
2.618 |
1.0027 |
4.250 |
0.9967 |
|
|
Fisher Pivots for day following 12-Oct-2016 |
Pivot |
1 day |
3 day |
R1 |
1.0143 |
1.0197 |
PP |
1.0137 |
1.0173 |
S1 |
1.0132 |
1.0150 |
|