CME Swiss Franc Future December 2016
| Trading Metrics calculated at close of trading on 20-Oct-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Oct-2016 |
20-Oct-2016 |
Change |
Change % |
Previous Week |
| Open |
1.0130 |
1.0143 |
0.0013 |
0.1% |
1.0265 |
| High |
1.0157 |
1.0191 |
0.0034 |
0.3% |
1.0269 |
| Low |
1.0125 |
1.0095 |
-0.0030 |
-0.3% |
1.0123 |
| Close |
1.0137 |
1.0098 |
-0.0039 |
-0.4% |
1.0137 |
| Range |
0.0032 |
0.0096 |
0.0064 |
200.0% |
0.0146 |
| ATR |
0.0073 |
0.0074 |
0.0002 |
2.3% |
0.0000 |
| Volume |
15,494 |
29,933 |
14,439 |
93.2% |
104,117 |
|
| Daily Pivots for day following 20-Oct-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0416 |
1.0353 |
1.0151 |
|
| R3 |
1.0320 |
1.0257 |
1.0124 |
|
| R2 |
1.0224 |
1.0224 |
1.0116 |
|
| R1 |
1.0161 |
1.0161 |
1.0107 |
1.0145 |
| PP |
1.0128 |
1.0128 |
1.0128 |
1.0120 |
| S1 |
1.0065 |
1.0065 |
1.0089 |
1.0049 |
| S2 |
1.0032 |
1.0032 |
1.0080 |
|
| S3 |
0.9936 |
0.9969 |
1.0072 |
|
| S4 |
0.9840 |
0.9873 |
1.0045 |
|
|
| 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 |
1.0191 |
1.0095 |
0.0096 |
1.0% |
0.0053 |
0.5% |
3% |
True |
True |
19,627 |
| 10 |
1.0280 |
1.0095 |
0.0185 |
1.8% |
0.0058 |
0.6% |
2% |
False |
True |
21,014 |
| 20 |
1.0420 |
0.9994 |
0.0426 |
4.2% |
0.0081 |
0.8% |
24% |
False |
False |
22,159 |
| 40 |
1.0448 |
0.9994 |
0.0454 |
4.5% |
0.0081 |
0.8% |
23% |
False |
False |
15,545 |
| 60 |
1.0556 |
0.9994 |
0.0562 |
5.6% |
0.0074 |
0.7% |
19% |
False |
False |
10,372 |
| 80 |
1.0556 |
0.9994 |
0.0562 |
5.6% |
0.0066 |
0.7% |
19% |
False |
False |
7,781 |
| 100 |
1.0578 |
0.9994 |
0.0584 |
5.8% |
0.0060 |
0.6% |
18% |
False |
False |
6,226 |
| 120 |
1.0599 |
0.9994 |
0.0605 |
6.0% |
0.0051 |
0.5% |
17% |
False |
False |
5,188 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0599 |
|
2.618 |
1.0442 |
|
1.618 |
1.0346 |
|
1.000 |
1.0287 |
|
0.618 |
1.0250 |
|
HIGH |
1.0191 |
|
0.618 |
1.0154 |
|
0.500 |
1.0143 |
|
0.382 |
1.0132 |
|
LOW |
1.0095 |
|
0.618 |
1.0036 |
|
1.000 |
0.9999 |
|
1.618 |
0.9940 |
|
2.618 |
0.9844 |
|
4.250 |
0.9687 |
|
|
| Fisher Pivots for day following 20-Oct-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1.0143 |
1.0143 |
| PP |
1.0128 |
1.0128 |
| S1 |
1.0113 |
1.0113 |
|