CME Swiss Franc Future December 2016
| Trading Metrics calculated at close of trading on 03-Nov-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Nov-2016 |
03-Nov-2016 |
Change |
Change % |
Previous Week |
| Open |
1.0288 |
1.0303 |
0.0015 |
0.1% |
1.0086 |
| High |
1.0339 |
1.0337 |
-0.0002 |
0.0% |
1.0169 |
| Low |
1.0277 |
1.0268 |
-0.0009 |
-0.1% |
1.0028 |
| Close |
1.0299 |
1.0287 |
-0.0012 |
-0.1% |
1.0155 |
| Range |
0.0062 |
0.0069 |
0.0007 |
11.3% |
0.0141 |
| ATR |
0.0074 |
0.0073 |
0.0000 |
-0.5% |
0.0000 |
| Volume |
34,650 |
22,880 |
-11,770 |
-34.0% |
108,127 |
|
| Daily Pivots for day following 03-Nov-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0504 |
1.0465 |
1.0325 |
|
| R3 |
1.0435 |
1.0396 |
1.0306 |
|
| R2 |
1.0366 |
1.0366 |
1.0300 |
|
| R1 |
1.0327 |
1.0327 |
1.0293 |
1.0312 |
| PP |
1.0297 |
1.0297 |
1.0297 |
1.0290 |
| S1 |
1.0258 |
1.0258 |
1.0281 |
1.0243 |
| S2 |
1.0228 |
1.0228 |
1.0274 |
|
| S3 |
1.0159 |
1.0189 |
1.0268 |
|
| S4 |
1.0090 |
1.0120 |
1.0249 |
|
|
| Weekly Pivots for week ending 28-Oct-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0540 |
1.0489 |
1.0233 |
|
| R3 |
1.0399 |
1.0348 |
1.0194 |
|
| R2 |
1.0258 |
1.0258 |
1.0181 |
|
| R1 |
1.0207 |
1.0207 |
1.0168 |
1.0233 |
| PP |
1.0117 |
1.0117 |
1.0117 |
1.0130 |
| S1 |
1.0066 |
1.0066 |
1.0142 |
1.0092 |
| S2 |
0.9976 |
0.9976 |
1.0129 |
|
| S3 |
0.9835 |
0.9925 |
1.0116 |
|
| S4 |
0.9694 |
0.9784 |
1.0077 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0339 |
1.0075 |
0.0264 |
2.6% |
0.0088 |
0.9% |
80% |
False |
False |
28,952 |
| 10 |
1.0339 |
1.0028 |
0.0311 |
3.0% |
0.0069 |
0.7% |
83% |
False |
False |
23,775 |
| 20 |
1.0339 |
1.0028 |
0.0311 |
3.0% |
0.0063 |
0.6% |
83% |
False |
False |
22,395 |
| 40 |
1.0420 |
0.9994 |
0.0426 |
4.1% |
0.0077 |
0.8% |
69% |
False |
False |
21,322 |
| 60 |
1.0556 |
0.9994 |
0.0562 |
5.5% |
0.0076 |
0.7% |
52% |
False |
False |
14,333 |
| 80 |
1.0556 |
0.9994 |
0.0562 |
5.5% |
0.0071 |
0.7% |
52% |
False |
False |
10,752 |
| 100 |
1.0578 |
0.9994 |
0.0584 |
5.7% |
0.0065 |
0.6% |
50% |
False |
False |
8,603 |
| 120 |
1.0578 |
0.9994 |
0.0584 |
5.7% |
0.0056 |
0.5% |
50% |
False |
False |
7,170 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0630 |
|
2.618 |
1.0518 |
|
1.618 |
1.0449 |
|
1.000 |
1.0406 |
|
0.618 |
1.0380 |
|
HIGH |
1.0337 |
|
0.618 |
1.0311 |
|
0.500 |
1.0303 |
|
0.382 |
1.0294 |
|
LOW |
1.0268 |
|
0.618 |
1.0225 |
|
1.000 |
1.0199 |
|
1.618 |
1.0156 |
|
2.618 |
1.0087 |
|
4.250 |
0.9975 |
|
|
| Fisher Pivots for day following 03-Nov-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1.0303 |
1.0269 |
| PP |
1.0297 |
1.0251 |
| S1 |
1.0292 |
1.0233 |
|