CME Swiss Franc Future December 2016
| Trading Metrics calculated at close of trading on 17-Oct-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Oct-2016 |
17-Oct-2016 |
Change |
Change % |
Previous Week |
| Open |
1.0169 |
1.0132 |
-0.0037 |
-0.4% |
1.0265 |
| High |
1.0178 |
1.0163 |
-0.0015 |
-0.1% |
1.0269 |
| Low |
1.0128 |
1.0125 |
-0.0003 |
0.0% |
1.0123 |
| Close |
1.0137 |
1.0142 |
0.0005 |
0.0% |
1.0137 |
| Range |
0.0050 |
0.0038 |
-0.0012 |
-24.0% |
0.0146 |
| ATR |
0.0081 |
0.0078 |
-0.0003 |
-3.8% |
0.0000 |
| Volume |
21,411 |
15,166 |
-6,245 |
-29.2% |
104,117 |
|
| Daily Pivots for day following 17-Oct-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0257 |
1.0238 |
1.0163 |
|
| R3 |
1.0219 |
1.0200 |
1.0152 |
|
| R2 |
1.0181 |
1.0181 |
1.0149 |
|
| R1 |
1.0162 |
1.0162 |
1.0145 |
1.0172 |
| PP |
1.0143 |
1.0143 |
1.0143 |
1.0148 |
| S1 |
1.0124 |
1.0124 |
1.0139 |
1.0134 |
| S2 |
1.0105 |
1.0105 |
1.0135 |
|
| S3 |
1.0067 |
1.0086 |
1.0132 |
|
| S4 |
1.0029 |
1.0048 |
1.0121 |
|
|
| 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 |
1.0218 |
1.0123 |
0.0095 |
0.9% |
0.0051 |
0.5% |
20% |
False |
False |
20,969 |
| 10 |
1.0323 |
1.0123 |
0.0200 |
2.0% |
0.0066 |
0.7% |
10% |
False |
False |
22,856 |
| 20 |
1.0420 |
0.9994 |
0.0426 |
4.2% |
0.0084 |
0.8% |
35% |
False |
False |
23,045 |
| 40 |
1.0492 |
0.9994 |
0.0498 |
4.9% |
0.0080 |
0.8% |
30% |
False |
False |
14,010 |
| 60 |
1.0556 |
0.9994 |
0.0562 |
5.5% |
0.0075 |
0.7% |
26% |
False |
False |
9,346 |
| 80 |
1.0556 |
0.9994 |
0.0562 |
5.5% |
0.0067 |
0.7% |
26% |
False |
False |
7,012 |
| 100 |
1.0578 |
0.9994 |
0.0584 |
5.8% |
0.0058 |
0.6% |
25% |
False |
False |
5,611 |
| 120 |
1.0599 |
0.9994 |
0.0605 |
6.0% |
0.0049 |
0.5% |
24% |
False |
False |
4,675 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0325 |
|
2.618 |
1.0262 |
|
1.618 |
1.0224 |
|
1.000 |
1.0201 |
|
0.618 |
1.0186 |
|
HIGH |
1.0163 |
|
0.618 |
1.0148 |
|
0.500 |
1.0144 |
|
0.382 |
1.0140 |
|
LOW |
1.0125 |
|
0.618 |
1.0102 |
|
1.000 |
1.0087 |
|
1.618 |
1.0064 |
|
2.618 |
1.0026 |
|
4.250 |
0.9964 |
|
|
| Fisher Pivots for day following 17-Oct-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1.0144 |
1.0151 |
| PP |
1.0143 |
1.0148 |
| S1 |
1.0143 |
1.0145 |
|