CME Swiss Franc Future December 2016
| Trading Metrics calculated at close of trading on 04-Nov-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Nov-2016 |
04-Nov-2016 |
Change |
Change % |
Previous Week |
| Open |
1.0303 |
1.0286 |
-0.0017 |
-0.2% |
1.0154 |
| High |
1.0337 |
1.0354 |
0.0017 |
0.2% |
1.0354 |
| Low |
1.0268 |
1.0270 |
0.0002 |
0.0% |
1.0119 |
| Close |
1.0287 |
1.0330 |
0.0043 |
0.4% |
1.0330 |
| Range |
0.0069 |
0.0084 |
0.0015 |
21.7% |
0.0235 |
| ATR |
0.0073 |
0.0074 |
0.0001 |
1.0% |
0.0000 |
| Volume |
22,880 |
25,809 |
2,929 |
12.8% |
139,251 |
|
| Daily Pivots for day following 04-Nov-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0570 |
1.0534 |
1.0376 |
|
| R3 |
1.0486 |
1.0450 |
1.0353 |
|
| R2 |
1.0402 |
1.0402 |
1.0345 |
|
| R1 |
1.0366 |
1.0366 |
1.0338 |
1.0384 |
| PP |
1.0318 |
1.0318 |
1.0318 |
1.0327 |
| S1 |
1.0282 |
1.0282 |
1.0322 |
1.0300 |
| S2 |
1.0234 |
1.0234 |
1.0315 |
|
| S3 |
1.0150 |
1.0198 |
1.0307 |
|
| S4 |
1.0066 |
1.0114 |
1.0284 |
|
|
| Weekly Pivots for week ending 04-Nov-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0973 |
1.0886 |
1.0459 |
|
| R3 |
1.0738 |
1.0651 |
1.0395 |
|
| R2 |
1.0503 |
1.0503 |
1.0373 |
|
| R1 |
1.0416 |
1.0416 |
1.0352 |
1.0460 |
| PP |
1.0268 |
1.0268 |
1.0268 |
1.0289 |
| S1 |
1.0181 |
1.0181 |
1.0308 |
1.0225 |
| S2 |
1.0033 |
1.0033 |
1.0287 |
|
| S3 |
0.9798 |
0.9946 |
1.0265 |
|
| S4 |
0.9563 |
0.9711 |
1.0201 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0354 |
1.0119 |
0.0235 |
2.3% |
0.0086 |
0.8% |
90% |
True |
False |
27,850 |
| 10 |
1.0354 |
1.0028 |
0.0326 |
3.2% |
0.0073 |
0.7% |
93% |
True |
False |
24,737 |
| 20 |
1.0354 |
1.0028 |
0.0326 |
3.2% |
0.0064 |
0.6% |
93% |
True |
False |
22,220 |
| 40 |
1.0420 |
0.9994 |
0.0426 |
4.1% |
0.0078 |
0.8% |
79% |
False |
False |
21,906 |
| 60 |
1.0556 |
0.9994 |
0.0562 |
5.4% |
0.0077 |
0.7% |
60% |
False |
False |
14,763 |
| 80 |
1.0556 |
0.9994 |
0.0562 |
5.4% |
0.0071 |
0.7% |
60% |
False |
False |
11,074 |
| 100 |
1.0578 |
0.9994 |
0.0584 |
5.7% |
0.0066 |
0.6% |
58% |
False |
False |
8,861 |
| 120 |
1.0578 |
0.9994 |
0.0584 |
5.7% |
0.0057 |
0.5% |
58% |
False |
False |
7,385 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0711 |
|
2.618 |
1.0574 |
|
1.618 |
1.0490 |
|
1.000 |
1.0438 |
|
0.618 |
1.0406 |
|
HIGH |
1.0354 |
|
0.618 |
1.0322 |
|
0.500 |
1.0312 |
|
0.382 |
1.0302 |
|
LOW |
1.0270 |
|
0.618 |
1.0218 |
|
1.000 |
1.0186 |
|
1.618 |
1.0134 |
|
2.618 |
1.0050 |
|
4.250 |
0.9913 |
|
|
| Fisher Pivots for day following 04-Nov-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1.0324 |
1.0324 |
| PP |
1.0318 |
1.0317 |
| S1 |
1.0312 |
1.0311 |
|