CME Swiss Franc Future December 2016
| Trading Metrics calculated at close of trading on 14-Oct-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Oct-2016 |
14-Oct-2016 |
Change |
Change % |
Previous Week |
| Open |
1.0123 |
1.0169 |
0.0046 |
0.5% |
1.0265 |
| High |
1.0177 |
1.0178 |
0.0001 |
0.0% |
1.0269 |
| Low |
1.0123 |
1.0128 |
0.0005 |
0.0% |
1.0123 |
| Close |
1.0175 |
1.0137 |
-0.0038 |
-0.4% |
1.0137 |
| Range |
0.0054 |
0.0050 |
-0.0004 |
-7.4% |
0.0146 |
| ATR |
0.0083 |
0.0081 |
-0.0002 |
-2.9% |
0.0000 |
| Volume |
20,494 |
21,411 |
917 |
4.5% |
104,117 |
|
| Daily Pivots for day following 14-Oct-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0298 |
1.0267 |
1.0165 |
|
| R3 |
1.0248 |
1.0217 |
1.0151 |
|
| R2 |
1.0198 |
1.0198 |
1.0146 |
|
| R1 |
1.0167 |
1.0167 |
1.0142 |
1.0158 |
| PP |
1.0148 |
1.0148 |
1.0148 |
1.0143 |
| S1 |
1.0117 |
1.0117 |
1.0132 |
1.0108 |
| S2 |
1.0098 |
1.0098 |
1.0128 |
|
| S3 |
1.0048 |
1.0067 |
1.0123 |
|
| S4 |
0.9998 |
1.0017 |
1.0110 |
|
|
| Weekly Pivots for week ending 14-Oct-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0614 |
1.0522 |
1.0217 |
|
| R3 |
1.0468 |
1.0376 |
1.0177 |
|
| R2 |
1.0322 |
1.0322 |
1.0164 |
|
| R1 |
1.0230 |
1.0230 |
1.0150 |
1.0203 |
| PP |
1.0176 |
1.0176 |
1.0176 |
1.0163 |
| S1 |
1.0084 |
1.0084 |
1.0124 |
1.0057 |
| S2 |
1.0030 |
1.0030 |
1.0110 |
|
| S3 |
0.9884 |
0.9938 |
1.0097 |
|
| S4 |
0.9738 |
0.9792 |
1.0057 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0269 |
1.0123 |
0.0146 |
1.4% |
0.0058 |
0.6% |
10% |
False |
False |
20,823 |
| 10 |
1.0350 |
1.0123 |
0.0227 |
2.2% |
0.0067 |
0.7% |
6% |
False |
False |
23,373 |
| 20 |
1.0420 |
0.9994 |
0.0426 |
4.2% |
0.0084 |
0.8% |
34% |
False |
False |
22,958 |
| 40 |
1.0545 |
0.9994 |
0.0551 |
5.4% |
0.0080 |
0.8% |
26% |
False |
False |
13,632 |
| 60 |
1.0556 |
0.9994 |
0.0562 |
5.5% |
0.0075 |
0.7% |
25% |
False |
False |
9,093 |
| 80 |
1.0578 |
0.9994 |
0.0584 |
5.8% |
0.0067 |
0.7% |
24% |
False |
False |
6,823 |
| 100 |
1.0578 |
0.9994 |
0.0584 |
5.8% |
0.0058 |
0.6% |
24% |
False |
False |
5,459 |
| 120 |
1.0599 |
0.9994 |
0.0605 |
6.0% |
0.0049 |
0.5% |
24% |
False |
False |
4,549 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0391 |
|
2.618 |
1.0309 |
|
1.618 |
1.0259 |
|
1.000 |
1.0228 |
|
0.618 |
1.0209 |
|
HIGH |
1.0178 |
|
0.618 |
1.0159 |
|
0.500 |
1.0153 |
|
0.382 |
1.0147 |
|
LOW |
1.0128 |
|
0.618 |
1.0097 |
|
1.000 |
1.0078 |
|
1.618 |
1.0047 |
|
2.618 |
0.9997 |
|
4.250 |
0.9916 |
|
|
| Fisher Pivots for day following 14-Oct-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1.0153 |
1.0151 |
| PP |
1.0148 |
1.0146 |
| S1 |
1.0142 |
1.0142 |
|