CME Swiss Franc Future December 2016
| Trading Metrics calculated at close of trading on 13-Dec-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Dec-2016 |
13-Dec-2016 |
Change |
Change % |
Previous Week |
| Open |
0.9832 |
0.9879 |
0.0047 |
0.5% |
0.9846 |
| High |
0.9880 |
0.9903 |
0.0023 |
0.2% |
0.9985 |
| Low |
0.9808 |
0.9860 |
0.0052 |
0.5% |
0.9794 |
| Close |
0.9861 |
0.9876 |
0.0015 |
0.2% |
0.9829 |
| Range |
0.0072 |
0.0043 |
-0.0029 |
-40.3% |
0.0191 |
| ATR |
0.0085 |
0.0082 |
-0.0003 |
-3.5% |
0.0000 |
| Volume |
22,415 |
21,886 |
-529 |
-2.4% |
140,454 |
|
| Daily Pivots for day following 13-Dec-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0009 |
0.9985 |
0.9900 |
|
| R3 |
0.9966 |
0.9942 |
0.9888 |
|
| R2 |
0.9923 |
0.9923 |
0.9884 |
|
| R1 |
0.9899 |
0.9899 |
0.9880 |
0.9890 |
| PP |
0.9880 |
0.9880 |
0.9880 |
0.9875 |
| S1 |
0.9856 |
0.9856 |
0.9872 |
0.9847 |
| S2 |
0.9837 |
0.9837 |
0.9868 |
|
| S3 |
0.9794 |
0.9813 |
0.9864 |
|
| S4 |
0.9751 |
0.9770 |
0.9852 |
|
|
| 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% |
0.0075 |
0.8% |
43% |
False |
False |
24,874 |
| 10 |
0.9985 |
0.9794 |
0.0191 |
1.9% |
0.0084 |
0.8% |
43% |
False |
False |
27,539 |
| 20 |
1.0087 |
0.9794 |
0.0293 |
3.0% |
0.0079 |
0.8% |
28% |
False |
False |
26,041 |
| 40 |
1.0493 |
0.9794 |
0.0699 |
7.1% |
0.0081 |
0.8% |
12% |
False |
False |
26,183 |
| 60 |
1.0493 |
0.9794 |
0.0699 |
7.1% |
0.0082 |
0.8% |
12% |
False |
False |
25,137 |
| 80 |
1.0493 |
0.9794 |
0.0699 |
7.1% |
0.0080 |
0.8% |
12% |
False |
False |
20,096 |
| 100 |
1.0556 |
0.9794 |
0.0762 |
7.7% |
0.0077 |
0.8% |
11% |
False |
False |
16,081 |
| 120 |
1.0556 |
0.9794 |
0.0762 |
7.7% |
0.0072 |
0.7% |
11% |
False |
False |
13,402 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0086 |
|
2.618 |
1.0016 |
|
1.618 |
0.9973 |
|
1.000 |
0.9946 |
|
0.618 |
0.9930 |
|
HIGH |
0.9903 |
|
0.618 |
0.9887 |
|
0.500 |
0.9882 |
|
0.382 |
0.9876 |
|
LOW |
0.9860 |
|
0.618 |
0.9833 |
|
1.000 |
0.9817 |
|
1.618 |
0.9790 |
|
2.618 |
0.9747 |
|
4.250 |
0.9677 |
|
|
| Fisher Pivots for day following 13-Dec-2016 |
| Pivot |
1 day |
3 day |
| R1 |
0.9882 |
0.9867 |
| PP |
0.9880 |
0.9858 |
| S1 |
0.9878 |
0.9849 |
|