CME Swiss Franc Future December 2016
| Trading Metrics calculated at close of trading on 17-Nov-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Nov-2016 |
17-Nov-2016 |
Change |
Change % |
Previous Week |
| Open |
0.9997 |
0.9998 |
0.0001 |
0.0% |
1.0287 |
| High |
1.0032 |
1.0020 |
-0.0012 |
-0.1% |
1.0493 |
| Low |
0.9957 |
0.9941 |
-0.0016 |
-0.2% |
1.0117 |
| Close |
0.9991 |
0.9943 |
-0.0048 |
-0.5% |
1.0133 |
| Range |
0.0075 |
0.0079 |
0.0004 |
5.3% |
0.0376 |
| ATR |
0.0091 |
0.0090 |
-0.0001 |
-1.0% |
0.0000 |
| Volume |
23,998 |
27,357 |
3,359 |
14.0% |
163,503 |
|
| Daily Pivots for day following 17-Nov-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0205 |
1.0153 |
0.9986 |
|
| R3 |
1.0126 |
1.0074 |
0.9965 |
|
| R2 |
1.0047 |
1.0047 |
0.9957 |
|
| R1 |
0.9995 |
0.9995 |
0.9950 |
0.9982 |
| PP |
0.9968 |
0.9968 |
0.9968 |
0.9961 |
| S1 |
0.9916 |
0.9916 |
0.9936 |
0.9903 |
| S2 |
0.9889 |
0.9889 |
0.9929 |
|
| S3 |
0.9810 |
0.9837 |
0.9921 |
|
| S4 |
0.9731 |
0.9758 |
0.9900 |
|
|
| 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 |
1.0188 |
0.9941 |
0.0247 |
2.5% |
0.0089 |
0.9% |
1% |
False |
True |
30,041 |
| 10 |
1.0493 |
0.9941 |
0.0552 |
5.6% |
0.0105 |
1.1% |
0% |
False |
True |
30,872 |
| 20 |
1.0493 |
0.9941 |
0.0552 |
5.6% |
0.0087 |
0.9% |
0% |
False |
True |
27,324 |
| 40 |
1.0493 |
0.9941 |
0.0552 |
5.6% |
0.0084 |
0.8% |
0% |
False |
True |
24,741 |
| 60 |
1.0493 |
0.9941 |
0.0552 |
5.6% |
0.0083 |
0.8% |
0% |
False |
True |
19,471 |
| 80 |
1.0556 |
0.9941 |
0.0615 |
6.2% |
0.0077 |
0.8% |
0% |
False |
True |
14,610 |
| 100 |
1.0556 |
0.9941 |
0.0615 |
6.2% |
0.0070 |
0.7% |
0% |
False |
True |
11,689 |
| 120 |
1.0578 |
0.9941 |
0.0637 |
6.4% |
0.0065 |
0.7% |
0% |
False |
True |
9,742 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0356 |
|
2.618 |
1.0227 |
|
1.618 |
1.0148 |
|
1.000 |
1.0099 |
|
0.618 |
1.0069 |
|
HIGH |
1.0020 |
|
0.618 |
0.9990 |
|
0.500 |
0.9981 |
|
0.382 |
0.9971 |
|
LOW |
0.9941 |
|
0.618 |
0.9892 |
|
1.000 |
0.9862 |
|
1.618 |
0.9813 |
|
2.618 |
0.9734 |
|
4.250 |
0.9605 |
|
|
| Fisher Pivots for day following 17-Nov-2016 |
| Pivot |
1 day |
3 day |
| R1 |
0.9981 |
1.0014 |
| PP |
0.9968 |
0.9990 |
| S1 |
0.9956 |
0.9967 |
|