CME Swiss Franc Future December 2016
| Trading Metrics calculated at close of trading on 07-Dec-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Dec-2016 |
07-Dec-2016 |
Change |
Change % |
Previous Week |
| Open |
0.9942 |
0.9910 |
-0.0032 |
-0.3% |
0.9878 |
| High |
0.9956 |
0.9940 |
-0.0016 |
-0.2% |
0.9973 |
| Low |
0.9891 |
0.9896 |
0.0005 |
0.1% |
0.9809 |
| Close |
0.9899 |
0.9932 |
0.0033 |
0.3% |
0.9899 |
| Range |
0.0065 |
0.0044 |
-0.0021 |
-32.3% |
0.0164 |
| ATR |
0.0086 |
0.0083 |
-0.0003 |
-3.5% |
0.0000 |
| Volume |
20,559 |
14,702 |
-5,857 |
-28.5% |
135,261 |
|
| Daily Pivots for day following 07-Dec-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0055 |
1.0037 |
0.9956 |
|
| R3 |
1.0011 |
0.9993 |
0.9944 |
|
| R2 |
0.9967 |
0.9967 |
0.9940 |
|
| R1 |
0.9949 |
0.9949 |
0.9936 |
0.9958 |
| PP |
0.9923 |
0.9923 |
0.9923 |
0.9927 |
| S1 |
0.9905 |
0.9905 |
0.9928 |
0.9914 |
| S2 |
0.9879 |
0.9879 |
0.9924 |
|
| S3 |
0.9835 |
0.9861 |
0.9920 |
|
| S4 |
0.9791 |
0.9817 |
0.9908 |
|
|
| Weekly Pivots for week ending 02-Dec-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0386 |
1.0306 |
0.9989 |
|
| R3 |
1.0222 |
1.0142 |
0.9944 |
|
| R2 |
1.0058 |
1.0058 |
0.9929 |
|
| R1 |
0.9978 |
0.9978 |
0.9914 |
1.0018 |
| PP |
0.9894 |
0.9894 |
0.9894 |
0.9914 |
| S1 |
0.9814 |
0.9814 |
0.9884 |
0.9854 |
| S2 |
0.9730 |
0.9730 |
0.9869 |
|
| S3 |
0.9566 |
0.9650 |
0.9854 |
|
| S4 |
0.9402 |
0.9486 |
0.9809 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.9973 |
0.9813 |
0.0160 |
1.6% |
0.0082 |
0.8% |
74% |
False |
False |
25,954 |
| 10 |
0.9973 |
0.9809 |
0.0164 |
1.7% |
0.0083 |
0.8% |
75% |
False |
False |
26,388 |
| 20 |
1.0493 |
0.9809 |
0.0684 |
6.9% |
0.0092 |
0.9% |
18% |
False |
False |
28,695 |
| 40 |
1.0493 |
0.9809 |
0.0684 |
6.9% |
0.0077 |
0.8% |
18% |
False |
False |
25,444 |
| 60 |
1.0493 |
0.9809 |
0.0684 |
6.9% |
0.0082 |
0.8% |
18% |
False |
False |
24,570 |
| 80 |
1.0556 |
0.9809 |
0.0747 |
7.5% |
0.0081 |
0.8% |
16% |
False |
False |
18,728 |
| 100 |
1.0556 |
0.9809 |
0.0747 |
7.5% |
0.0076 |
0.8% |
16% |
False |
False |
14,984 |
| 120 |
1.0578 |
0.9809 |
0.0769 |
7.7% |
0.0070 |
0.7% |
16% |
False |
False |
12,488 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0127 |
|
2.618 |
1.0055 |
|
1.618 |
1.0011 |
|
1.000 |
0.9984 |
|
0.618 |
0.9967 |
|
HIGH |
0.9940 |
|
0.618 |
0.9923 |
|
0.500 |
0.9918 |
|
0.382 |
0.9913 |
|
LOW |
0.9896 |
|
0.618 |
0.9869 |
|
1.000 |
0.9852 |
|
1.618 |
0.9825 |
|
2.618 |
0.9781 |
|
4.250 |
0.9709 |
|
|
| Fisher Pivots for day following 07-Dec-2016 |
| Pivot |
1 day |
3 day |
| R1 |
0.9927 |
0.9916 |
| PP |
0.9923 |
0.9900 |
| S1 |
0.9918 |
0.9885 |
|