CME Swiss Franc Future December 2016
| Trading Metrics calculated at close of trading on 09-Nov-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Nov-2016 |
09-Nov-2016 |
Change |
Change % |
Previous Week |
| Open |
1.0286 |
1.0231 |
-0.0055 |
-0.5% |
1.0154 |
| High |
1.0293 |
1.0493 |
0.0200 |
1.9% |
1.0354 |
| Low |
1.0235 |
1.0173 |
-0.0062 |
-0.6% |
1.0119 |
| Close |
1.0260 |
1.0179 |
-0.0081 |
-0.8% |
1.0330 |
| Range |
0.0058 |
0.0320 |
0.0262 |
451.7% |
0.0235 |
| ATR |
0.0074 |
0.0092 |
0.0018 |
23.7% |
0.0000 |
| Volume |
16,480 |
56,588 |
40,108 |
243.4% |
139,251 |
|
| Daily Pivots for day following 09-Nov-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1242 |
1.1030 |
1.0355 |
|
| R3 |
1.0922 |
1.0710 |
1.0267 |
|
| R2 |
1.0602 |
1.0602 |
1.0238 |
|
| R1 |
1.0390 |
1.0390 |
1.0208 |
1.0336 |
| PP |
1.0282 |
1.0282 |
1.0282 |
1.0255 |
| S1 |
1.0070 |
1.0070 |
1.0150 |
1.0016 |
| S2 |
0.9962 |
0.9962 |
1.0120 |
|
| S3 |
0.9642 |
0.9750 |
1.0091 |
|
| S4 |
0.9322 |
0.9430 |
1.0003 |
|
|
| 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 |
1.0493 |
1.0173 |
0.0320 |
3.1% |
0.0119 |
1.2% |
2% |
True |
True |
28,778 |
| 10 |
1.0493 |
1.0075 |
0.0418 |
4.1% |
0.0101 |
1.0% |
25% |
True |
False |
28,163 |
| 20 |
1.0493 |
1.0028 |
0.0465 |
4.6% |
0.0076 |
0.8% |
32% |
True |
False |
23,869 |
| 40 |
1.0493 |
0.9994 |
0.0499 |
4.9% |
0.0083 |
0.8% |
37% |
True |
False |
23,547 |
| 60 |
1.0556 |
0.9994 |
0.0562 |
5.5% |
0.0080 |
0.8% |
33% |
False |
False |
16,348 |
| 80 |
1.0556 |
0.9994 |
0.0562 |
5.5% |
0.0076 |
0.7% |
33% |
False |
False |
12,264 |
| 100 |
1.0578 |
0.9994 |
0.0584 |
5.7% |
0.0069 |
0.7% |
32% |
False |
False |
9,813 |
| 120 |
1.0578 |
0.9994 |
0.0584 |
5.7% |
0.0060 |
0.6% |
32% |
False |
False |
8,178 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1853 |
|
2.618 |
1.1331 |
|
1.618 |
1.1011 |
|
1.000 |
1.0813 |
|
0.618 |
1.0691 |
|
HIGH |
1.0493 |
|
0.618 |
1.0371 |
|
0.500 |
1.0333 |
|
0.382 |
1.0295 |
|
LOW |
1.0173 |
|
0.618 |
0.9975 |
|
1.000 |
0.9853 |
|
1.618 |
0.9655 |
|
2.618 |
0.9335 |
|
4.250 |
0.8813 |
|
|
| Fisher Pivots for day following 09-Nov-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1.0333 |
1.0333 |
| PP |
1.0282 |
1.0282 |
| S1 |
1.0230 |
1.0230 |
|