CME Swiss Franc Future December 2016
Trading Metrics calculated at close of trading on 14-Dec-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Dec-2016 |
14-Dec-2016 |
Change |
Change % |
Previous Week |
Open |
0.9879 |
0.9883 |
0.0004 |
0.0% |
0.9846 |
High |
0.9903 |
0.9920 |
0.0017 |
0.2% |
0.9985 |
Low |
0.9860 |
0.9784 |
-0.0076 |
-0.8% |
0.9794 |
Close |
0.9876 |
0.9818 |
-0.0058 |
-0.6% |
0.9829 |
Range |
0.0043 |
0.0136 |
0.0093 |
216.3% |
0.0191 |
ATR |
0.0082 |
0.0086 |
0.0004 |
4.7% |
0.0000 |
Volume |
21,886 |
50,023 |
28,137 |
128.6% |
140,454 |
|
Daily Pivots for day following 14-Dec-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.0249 |
1.0169 |
0.9893 |
|
R3 |
1.0113 |
1.0033 |
0.9855 |
|
R2 |
0.9977 |
0.9977 |
0.9843 |
|
R1 |
0.9897 |
0.9897 |
0.9830 |
0.9869 |
PP |
0.9841 |
0.9841 |
0.9841 |
0.9827 |
S1 |
0.9761 |
0.9761 |
0.9806 |
0.9733 |
S2 |
0.9705 |
0.9705 |
0.9793 |
|
S3 |
0.9569 |
0.9625 |
0.9781 |
|
S4 |
0.9433 |
0.9489 |
0.9743 |
|
|
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 |
0.9784 |
0.0201 |
2.0% |
0.0093 |
0.9% |
17% |
False |
True |
31,938 |
10 |
0.9985 |
0.9784 |
0.0201 |
2.0% |
0.0088 |
0.9% |
17% |
False |
True |
28,946 |
20 |
1.0032 |
0.9784 |
0.0248 |
2.5% |
0.0081 |
0.8% |
14% |
False |
True |
27,032 |
40 |
1.0493 |
0.9784 |
0.0709 |
7.2% |
0.0083 |
0.8% |
5% |
False |
True |
27,030 |
60 |
1.0493 |
0.9784 |
0.0709 |
7.2% |
0.0084 |
0.9% |
5% |
False |
True |
25,699 |
80 |
1.0493 |
0.9784 |
0.0709 |
7.2% |
0.0082 |
0.8% |
5% |
False |
True |
20,720 |
100 |
1.0556 |
0.9784 |
0.0772 |
7.9% |
0.0078 |
0.8% |
4% |
False |
True |
16,581 |
120 |
1.0556 |
0.9784 |
0.0772 |
7.9% |
0.0072 |
0.7% |
4% |
False |
True |
13,819 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.0498 |
2.618 |
1.0276 |
1.618 |
1.0140 |
1.000 |
1.0056 |
0.618 |
1.0004 |
HIGH |
0.9920 |
0.618 |
0.9868 |
0.500 |
0.9852 |
0.382 |
0.9836 |
LOW |
0.9784 |
0.618 |
0.9700 |
1.000 |
0.9648 |
1.618 |
0.9564 |
2.618 |
0.9428 |
4.250 |
0.9206 |
|
|
Fisher Pivots for day following 14-Dec-2016 |
Pivot |
1 day |
3 day |
R1 |
0.9852 |
0.9852 |
PP |
0.9841 |
0.9841 |
S1 |
0.9829 |
0.9829 |
|