CME Swiss Franc Future December 2016
| Trading Metrics calculated at close of trading on 21-Nov-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Nov-2016 |
21-Nov-2016 |
Change |
Change % |
Previous Week |
| Open |
0.9943 |
0.9904 |
-0.0039 |
-0.4% |
1.0132 |
| High |
0.9954 |
0.9939 |
-0.0015 |
-0.2% |
1.0135 |
| Low |
0.9893 |
0.9898 |
0.0005 |
0.1% |
0.9893 |
| Close |
0.9918 |
0.9912 |
-0.0006 |
-0.1% |
0.9918 |
| Range |
0.0061 |
0.0041 |
-0.0020 |
-32.8% |
0.0242 |
| ATR |
0.0088 |
0.0085 |
-0.0003 |
-3.8% |
0.0000 |
| Volume |
25,696 |
19,593 |
-6,103 |
-23.8% |
145,111 |
|
| Daily Pivots for day following 21-Nov-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0039 |
1.0017 |
0.9935 |
|
| R3 |
0.9998 |
0.9976 |
0.9923 |
|
| R2 |
0.9957 |
0.9957 |
0.9920 |
|
| R1 |
0.9935 |
0.9935 |
0.9916 |
0.9946 |
| PP |
0.9916 |
0.9916 |
0.9916 |
0.9922 |
| S1 |
0.9894 |
0.9894 |
0.9908 |
0.9905 |
| S2 |
0.9875 |
0.9875 |
0.9904 |
|
| S3 |
0.9834 |
0.9853 |
0.9901 |
|
| S4 |
0.9793 |
0.9812 |
0.9889 |
|
|
| Weekly Pivots for week ending 18-Nov-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0708 |
1.0555 |
1.0051 |
|
| R3 |
1.0466 |
1.0313 |
0.9985 |
|
| R2 |
1.0224 |
1.0224 |
0.9962 |
|
| R1 |
1.0071 |
1.0071 |
0.9940 |
1.0027 |
| PP |
0.9982 |
0.9982 |
0.9982 |
0.9960 |
| S1 |
0.9829 |
0.9829 |
0.9896 |
0.9785 |
| S2 |
0.9740 |
0.9740 |
0.9874 |
|
| S3 |
0.9498 |
0.9587 |
0.9851 |
|
| S4 |
0.9256 |
0.9345 |
0.9785 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0087 |
0.9893 |
0.0194 |
2.0% |
0.0072 |
0.7% |
10% |
False |
False |
25,366 |
| 10 |
1.0493 |
0.9893 |
0.0600 |
6.1% |
0.0101 |
1.0% |
3% |
False |
False |
30,607 |
| 20 |
1.0493 |
0.9893 |
0.0600 |
6.1% |
0.0088 |
0.9% |
3% |
False |
False |
27,955 |
| 40 |
1.0493 |
0.9893 |
0.0600 |
6.1% |
0.0084 |
0.8% |
3% |
False |
False |
25,047 |
| 60 |
1.0493 |
0.9893 |
0.0600 |
6.1% |
0.0081 |
0.8% |
3% |
False |
False |
20,224 |
| 80 |
1.0556 |
0.9893 |
0.0663 |
6.7% |
0.0076 |
0.8% |
3% |
False |
False |
15,175 |
| 100 |
1.0556 |
0.9893 |
0.0663 |
6.7% |
0.0071 |
0.7% |
3% |
False |
False |
12,142 |
| 120 |
1.0578 |
0.9893 |
0.0685 |
6.9% |
0.0066 |
0.7% |
3% |
False |
False |
10,120 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0113 |
|
2.618 |
1.0046 |
|
1.618 |
1.0005 |
|
1.000 |
0.9980 |
|
0.618 |
0.9964 |
|
HIGH |
0.9939 |
|
0.618 |
0.9923 |
|
0.500 |
0.9919 |
|
0.382 |
0.9914 |
|
LOW |
0.9898 |
|
0.618 |
0.9873 |
|
1.000 |
0.9857 |
|
1.618 |
0.9832 |
|
2.618 |
0.9791 |
|
4.250 |
0.9724 |
|
|
| Fisher Pivots for day following 21-Nov-2016 |
| Pivot |
1 day |
3 day |
| R1 |
0.9919 |
0.9957 |
| PP |
0.9916 |
0.9942 |
| S1 |
0.9914 |
0.9927 |
|