CME Swiss Franc Future December 2016
| Trading Metrics calculated at close of trading on 19-Oct-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Oct-2016 |
19-Oct-2016 |
Change |
Change % |
Previous Week |
| Open |
1.0141 |
1.0130 |
-0.0011 |
-0.1% |
1.0265 |
| High |
1.0167 |
1.0157 |
-0.0010 |
-0.1% |
1.0269 |
| Low |
1.0118 |
1.0125 |
0.0007 |
0.1% |
1.0123 |
| Close |
1.0134 |
1.0137 |
0.0003 |
0.0% |
1.0137 |
| Range |
0.0049 |
0.0032 |
-0.0017 |
-34.7% |
0.0146 |
| ATR |
0.0076 |
0.0073 |
-0.0003 |
-4.1% |
0.0000 |
| Volume |
16,133 |
15,494 |
-639 |
-4.0% |
104,117 |
|
| Daily Pivots for day following 19-Oct-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0236 |
1.0218 |
1.0155 |
|
| R3 |
1.0204 |
1.0186 |
1.0146 |
|
| R2 |
1.0172 |
1.0172 |
1.0143 |
|
| R1 |
1.0154 |
1.0154 |
1.0140 |
1.0163 |
| PP |
1.0140 |
1.0140 |
1.0140 |
1.0144 |
| S1 |
1.0122 |
1.0122 |
1.0134 |
1.0131 |
| S2 |
1.0108 |
1.0108 |
1.0131 |
|
| S3 |
1.0076 |
1.0090 |
1.0128 |
|
| S4 |
1.0044 |
1.0058 |
1.0119 |
|
|
| 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 |
1.0178 |
1.0118 |
0.0060 |
0.6% |
0.0045 |
0.4% |
32% |
False |
False |
17,739 |
| 10 |
1.0308 |
1.0118 |
0.0190 |
1.9% |
0.0058 |
0.6% |
10% |
False |
False |
20,001 |
| 20 |
1.0420 |
0.9994 |
0.0426 |
4.2% |
0.0081 |
0.8% |
34% |
False |
False |
21,987 |
| 40 |
1.0457 |
0.9994 |
0.0463 |
4.6% |
0.0080 |
0.8% |
31% |
False |
False |
14,797 |
| 60 |
1.0556 |
0.9994 |
0.0562 |
5.5% |
0.0074 |
0.7% |
25% |
False |
False |
9,873 |
| 80 |
1.0556 |
0.9994 |
0.0562 |
5.5% |
0.0066 |
0.6% |
25% |
False |
False |
7,407 |
| 100 |
1.0578 |
0.9994 |
0.0584 |
5.8% |
0.0059 |
0.6% |
24% |
False |
False |
5,927 |
| 120 |
1.0599 |
0.9994 |
0.0605 |
6.0% |
0.0050 |
0.5% |
24% |
False |
False |
4,939 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0293 |
|
2.618 |
1.0241 |
|
1.618 |
1.0209 |
|
1.000 |
1.0189 |
|
0.618 |
1.0177 |
|
HIGH |
1.0157 |
|
0.618 |
1.0145 |
|
0.500 |
1.0141 |
|
0.382 |
1.0137 |
|
LOW |
1.0125 |
|
0.618 |
1.0105 |
|
1.000 |
1.0093 |
|
1.618 |
1.0073 |
|
2.618 |
1.0041 |
|
4.250 |
0.9989 |
|
|
| Fisher Pivots for day following 19-Oct-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1.0141 |
1.0143 |
| PP |
1.0140 |
1.0141 |
| S1 |
1.0138 |
1.0139 |
|