CME Swiss Franc Future December 2016
| Trading Metrics calculated at close of trading on 15-Dec-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Dec-2016 |
15-Dec-2016 |
Change |
Change % |
Previous Week |
| Open |
0.9883 |
0.9801 |
-0.0082 |
-0.8% |
0.9846 |
| High |
0.9920 |
0.9805 |
-0.0115 |
-1.2% |
0.9985 |
| Low |
0.9784 |
0.9669 |
-0.0115 |
-1.2% |
0.9794 |
| Close |
0.9818 |
0.9710 |
-0.0108 |
-1.1% |
0.9829 |
| Range |
0.0136 |
0.0136 |
0.0000 |
0.0% |
0.0191 |
| ATR |
0.0086 |
0.0090 |
0.0005 |
5.3% |
0.0000 |
| Volume |
50,023 |
50,460 |
437 |
0.9% |
140,454 |
|
| Daily Pivots for day following 15-Dec-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0136 |
1.0059 |
0.9785 |
|
| R3 |
1.0000 |
0.9923 |
0.9747 |
|
| R2 |
0.9864 |
0.9864 |
0.9735 |
|
| R1 |
0.9787 |
0.9787 |
0.9722 |
0.9758 |
| PP |
0.9728 |
0.9728 |
0.9728 |
0.9713 |
| S1 |
0.9651 |
0.9651 |
0.9698 |
0.9622 |
| S2 |
0.9592 |
0.9592 |
0.9685 |
|
| S3 |
0.9456 |
0.9515 |
0.9673 |
|
| S4 |
0.9320 |
0.9379 |
0.9635 |
|
|
| 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 |
0.9920 |
0.9669 |
0.0251 |
2.6% |
0.0089 |
0.9% |
16% |
False |
True |
33,560 |
| 10 |
0.9985 |
0.9669 |
0.0316 |
3.3% |
0.0094 |
1.0% |
13% |
False |
True |
31,207 |
| 20 |
1.0020 |
0.9669 |
0.0351 |
3.6% |
0.0084 |
0.9% |
12% |
False |
True |
28,355 |
| 40 |
1.0493 |
0.9669 |
0.0824 |
8.5% |
0.0086 |
0.9% |
5% |
False |
True |
27,904 |
| 60 |
1.0493 |
0.9669 |
0.0824 |
8.5% |
0.0084 |
0.9% |
5% |
False |
True |
25,931 |
| 80 |
1.0493 |
0.9669 |
0.0824 |
8.5% |
0.0083 |
0.9% |
5% |
False |
True |
21,351 |
| 100 |
1.0556 |
0.9669 |
0.0887 |
9.1% |
0.0079 |
0.8% |
5% |
False |
True |
17,085 |
| 120 |
1.0556 |
0.9669 |
0.0887 |
9.1% |
0.0072 |
0.7% |
5% |
False |
True |
14,239 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0383 |
|
2.618 |
1.0161 |
|
1.618 |
1.0025 |
|
1.000 |
0.9941 |
|
0.618 |
0.9889 |
|
HIGH |
0.9805 |
|
0.618 |
0.9753 |
|
0.500 |
0.9737 |
|
0.382 |
0.9721 |
|
LOW |
0.9669 |
|
0.618 |
0.9585 |
|
1.000 |
0.9533 |
|
1.618 |
0.9449 |
|
2.618 |
0.9313 |
|
4.250 |
0.9091 |
|
|
| Fisher Pivots for day following 15-Dec-2016 |
| Pivot |
1 day |
3 day |
| R1 |
0.9737 |
0.9795 |
| PP |
0.9728 |
0.9766 |
| S1 |
0.9719 |
0.9738 |
|