CME Swiss Franc Future December 2016
| Trading Metrics calculated at close of trading on 16-Nov-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Nov-2016 |
16-Nov-2016 |
Change |
Change % |
Previous Week |
| Open |
1.0042 |
0.9997 |
-0.0045 |
-0.4% |
1.0287 |
| High |
1.0087 |
1.0032 |
-0.0055 |
-0.5% |
1.0493 |
| Low |
0.9981 |
0.9957 |
-0.0024 |
-0.2% |
1.0117 |
| Close |
0.9995 |
0.9991 |
-0.0004 |
0.0% |
1.0133 |
| Range |
0.0106 |
0.0075 |
-0.0031 |
-29.2% |
0.0376 |
| ATR |
0.0093 |
0.0091 |
-0.0001 |
-1.4% |
0.0000 |
| Volume |
30,189 |
23,998 |
-6,191 |
-20.5% |
163,503 |
|
| Daily Pivots for day following 16-Nov-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0218 |
1.0180 |
1.0032 |
|
| R3 |
1.0143 |
1.0105 |
1.0012 |
|
| R2 |
1.0068 |
1.0068 |
1.0005 |
|
| R1 |
1.0030 |
1.0030 |
0.9998 |
1.0012 |
| PP |
0.9993 |
0.9993 |
0.9993 |
0.9984 |
| S1 |
0.9955 |
0.9955 |
0.9984 |
0.9937 |
| S2 |
0.9918 |
0.9918 |
0.9977 |
|
| S3 |
0.9843 |
0.9880 |
0.9970 |
|
| S4 |
0.9768 |
0.9805 |
0.9950 |
|
|
| Weekly Pivots for week ending 11-Nov-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1376 |
1.1130 |
1.0340 |
|
| R3 |
1.1000 |
1.0754 |
1.0236 |
|
| R2 |
1.0624 |
1.0624 |
1.0202 |
|
| R1 |
1.0378 |
1.0378 |
1.0167 |
1.0313 |
| PP |
1.0248 |
1.0248 |
1.0248 |
1.0215 |
| S1 |
1.0002 |
1.0002 |
1.0099 |
0.9937 |
| S2 |
0.9872 |
0.9872 |
1.0064 |
|
| S3 |
0.9496 |
0.9626 |
1.0030 |
|
| S4 |
0.9120 |
0.9250 |
0.9926 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0201 |
0.9957 |
0.0244 |
2.4% |
0.0090 |
0.9% |
14% |
False |
True |
32,072 |
| 10 |
1.0493 |
0.9957 |
0.0536 |
5.4% |
0.0104 |
1.0% |
6% |
False |
True |
30,425 |
| 20 |
1.0493 |
0.9957 |
0.0536 |
5.4% |
0.0088 |
0.9% |
6% |
False |
True |
27,452 |
| 40 |
1.0493 |
0.9957 |
0.0536 |
5.4% |
0.0084 |
0.8% |
6% |
False |
True |
24,720 |
| 60 |
1.0493 |
0.9957 |
0.0536 |
5.4% |
0.0082 |
0.8% |
6% |
False |
True |
19,016 |
| 80 |
1.0556 |
0.9957 |
0.0599 |
6.0% |
0.0078 |
0.8% |
6% |
False |
True |
14,268 |
| 100 |
1.0556 |
0.9957 |
0.0599 |
6.0% |
0.0070 |
0.7% |
6% |
False |
True |
11,416 |
| 120 |
1.0578 |
0.9957 |
0.0621 |
6.2% |
0.0064 |
0.6% |
5% |
False |
True |
9,514 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0351 |
|
2.618 |
1.0228 |
|
1.618 |
1.0153 |
|
1.000 |
1.0107 |
|
0.618 |
1.0078 |
|
HIGH |
1.0032 |
|
0.618 |
1.0003 |
|
0.500 |
0.9995 |
|
0.382 |
0.9986 |
|
LOW |
0.9957 |
|
0.618 |
0.9911 |
|
1.000 |
0.9882 |
|
1.618 |
0.9836 |
|
2.618 |
0.9761 |
|
4.250 |
0.9638 |
|
|
| Fisher Pivots for day following 16-Nov-2016 |
| Pivot |
1 day |
3 day |
| R1 |
0.9995 |
1.0046 |
| PP |
0.9993 |
1.0028 |
| S1 |
0.9992 |
1.0009 |
|