CME Swiss Franc Future December 2016
| Trading Metrics calculated at close of trading on 09-Dec-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Dec-2016 |
09-Dec-2016 |
Change |
Change % |
Previous Week |
| Open |
0.9939 |
0.9843 |
-0.0096 |
-1.0% |
0.9846 |
| High |
0.9985 |
0.9852 |
-0.0133 |
-1.3% |
0.9985 |
| Low |
0.9828 |
0.9794 |
-0.0034 |
-0.3% |
0.9794 |
| Close |
0.9843 |
0.9829 |
-0.0014 |
-0.1% |
0.9829 |
| Range |
0.0157 |
0.0058 |
-0.0099 |
-63.1% |
0.0191 |
| ATR |
0.0088 |
0.0086 |
-0.0002 |
-2.4% |
0.0000 |
| Volume |
42,350 |
23,018 |
-19,332 |
-45.6% |
140,454 |
|
| Daily Pivots for day following 09-Dec-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9999 |
0.9972 |
0.9861 |
|
| R3 |
0.9941 |
0.9914 |
0.9845 |
|
| R2 |
0.9883 |
0.9883 |
0.9840 |
|
| R1 |
0.9856 |
0.9856 |
0.9834 |
0.9841 |
| PP |
0.9825 |
0.9825 |
0.9825 |
0.9817 |
| S1 |
0.9798 |
0.9798 |
0.9824 |
0.9783 |
| S2 |
0.9767 |
0.9767 |
0.9818 |
|
| S3 |
0.9709 |
0.9740 |
0.9813 |
|
| S4 |
0.9651 |
0.9682 |
0.9797 |
|
|
| Weekly Pivots for week ending 09-Dec-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0442 |
1.0327 |
0.9934 |
|
| R3 |
1.0251 |
1.0136 |
0.9882 |
|
| R2 |
1.0060 |
1.0060 |
0.9864 |
|
| R1 |
0.9945 |
0.9945 |
0.9847 |
0.9907 |
| PP |
0.9869 |
0.9869 |
0.9869 |
0.9851 |
| S1 |
0.9754 |
0.9754 |
0.9811 |
0.9716 |
| S2 |
0.9678 |
0.9678 |
0.9794 |
|
| S3 |
0.9487 |
0.9563 |
0.9776 |
|
| S4 |
0.9296 |
0.9372 |
0.9724 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.9985 |
0.9794 |
0.0191 |
1.9% |
0.0093 |
1.0% |
18% |
False |
True |
28,090 |
| 10 |
0.9985 |
0.9794 |
0.0191 |
1.9% |
0.0087 |
0.9% |
18% |
False |
True |
27,571 |
| 20 |
1.0188 |
0.9794 |
0.0394 |
4.0% |
0.0083 |
0.8% |
9% |
False |
True |
27,259 |
| 40 |
1.0493 |
0.9794 |
0.0699 |
7.1% |
0.0080 |
0.8% |
5% |
False |
True |
25,989 |
| 60 |
1.0493 |
0.9794 |
0.0699 |
7.1% |
0.0083 |
0.8% |
5% |
False |
True |
25,131 |
| 80 |
1.0556 |
0.9794 |
0.0762 |
7.8% |
0.0081 |
0.8% |
5% |
False |
True |
19,544 |
| 100 |
1.0556 |
0.9794 |
0.0762 |
7.8% |
0.0077 |
0.8% |
5% |
False |
True |
15,638 |
| 120 |
1.0578 |
0.9794 |
0.0784 |
8.0% |
0.0072 |
0.7% |
4% |
False |
True |
13,033 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0098 |
|
2.618 |
1.0004 |
|
1.618 |
0.9946 |
|
1.000 |
0.9910 |
|
0.618 |
0.9888 |
|
HIGH |
0.9852 |
|
0.618 |
0.9830 |
|
0.500 |
0.9823 |
|
0.382 |
0.9816 |
|
LOW |
0.9794 |
|
0.618 |
0.9758 |
|
1.000 |
0.9736 |
|
1.618 |
0.9700 |
|
2.618 |
0.9642 |
|
4.250 |
0.9548 |
|
|
| Fisher Pivots for day following 09-Dec-2016 |
| Pivot |
1 day |
3 day |
| R1 |
0.9827 |
0.9890 |
| PP |
0.9825 |
0.9869 |
| S1 |
0.9823 |
0.9849 |
|