CME Swiss Franc Future December 2016
| Trading Metrics calculated at close of trading on 16-Dec-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Dec-2016 |
16-Dec-2016 |
Change |
Change % |
Previous Week |
| Open |
0.9801 |
0.9710 |
-0.0091 |
-0.9% |
0.9832 |
| High |
0.9805 |
0.9764 |
-0.0041 |
-0.4% |
0.9920 |
| Low |
0.9669 |
0.9699 |
0.0030 |
0.3% |
0.9669 |
| Close |
0.9710 |
0.9731 |
0.0021 |
0.2% |
0.9731 |
| Range |
0.0136 |
0.0065 |
-0.0071 |
-52.2% |
0.0251 |
| ATR |
0.0090 |
0.0088 |
-0.0002 |
-2.0% |
0.0000 |
| Volume |
50,460 |
17,934 |
-32,526 |
-64.5% |
162,718 |
|
| Daily Pivots for day following 16-Dec-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9926 |
0.9894 |
0.9767 |
|
| R3 |
0.9861 |
0.9829 |
0.9749 |
|
| R2 |
0.9796 |
0.9796 |
0.9743 |
|
| R1 |
0.9764 |
0.9764 |
0.9737 |
0.9780 |
| PP |
0.9731 |
0.9731 |
0.9731 |
0.9740 |
| S1 |
0.9699 |
0.9699 |
0.9725 |
0.9715 |
| S2 |
0.9666 |
0.9666 |
0.9719 |
|
| S3 |
0.9601 |
0.9634 |
0.9713 |
|
| S4 |
0.9536 |
0.9569 |
0.9695 |
|
|
| Weekly Pivots for week ending 16-Dec-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0526 |
1.0380 |
0.9869 |
|
| R3 |
1.0275 |
1.0129 |
0.9800 |
|
| R2 |
1.0024 |
1.0024 |
0.9777 |
|
| R1 |
0.9878 |
0.9878 |
0.9754 |
0.9826 |
| PP |
0.9773 |
0.9773 |
0.9773 |
0.9747 |
| S1 |
0.9627 |
0.9627 |
0.9708 |
0.9575 |
| S2 |
0.9522 |
0.9522 |
0.9685 |
|
| S3 |
0.9271 |
0.9376 |
0.9662 |
|
| S4 |
0.9020 |
0.9125 |
0.9593 |
|
|
| 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% |
0.0090 |
0.9% |
25% |
False |
False |
32,543 |
| 10 |
0.9985 |
0.9669 |
0.0316 |
3.2% |
0.0092 |
0.9% |
20% |
False |
False |
30,317 |
| 20 |
0.9985 |
0.9669 |
0.0316 |
3.2% |
0.0083 |
0.9% |
20% |
False |
False |
27,884 |
| 40 |
1.0493 |
0.9669 |
0.0824 |
8.5% |
0.0085 |
0.9% |
8% |
False |
False |
27,604 |
| 60 |
1.0493 |
0.9669 |
0.0824 |
8.5% |
0.0084 |
0.9% |
8% |
False |
False |
25,789 |
| 80 |
1.0493 |
0.9669 |
0.0824 |
8.5% |
0.0083 |
0.9% |
8% |
False |
False |
21,575 |
| 100 |
1.0556 |
0.9669 |
0.0887 |
9.1% |
0.0079 |
0.8% |
7% |
False |
False |
17,265 |
| 120 |
1.0556 |
0.9669 |
0.0887 |
9.1% |
0.0073 |
0.7% |
7% |
False |
False |
14,388 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0040 |
|
2.618 |
0.9934 |
|
1.618 |
0.9869 |
|
1.000 |
0.9829 |
|
0.618 |
0.9804 |
|
HIGH |
0.9764 |
|
0.618 |
0.9739 |
|
0.500 |
0.9732 |
|
0.382 |
0.9724 |
|
LOW |
0.9699 |
|
0.618 |
0.9659 |
|
1.000 |
0.9634 |
|
1.618 |
0.9594 |
|
2.618 |
0.9529 |
|
4.250 |
0.9423 |
|
|
| Fisher Pivots for day following 16-Dec-2016 |
| Pivot |
1 day |
3 day |
| R1 |
0.9732 |
0.9795 |
| PP |
0.9731 |
0.9773 |
| S1 |
0.9731 |
0.9752 |
|