CME Swiss Franc Future March 2017
| Trading Metrics calculated at close of trading on 22-Nov-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Nov-2016 |
22-Nov-2016 |
Change |
Change % |
Previous Week |
| Open |
0.9956 |
0.9995 |
0.0039 |
0.4% |
1.0168 |
| High |
0.9993 |
0.9999 |
0.0006 |
0.1% |
1.0168 |
| Low |
0.9955 |
0.9937 |
-0.0018 |
-0.2% |
0.9948 |
| Close |
0.9967 |
0.9954 |
-0.0013 |
-0.1% |
0.9973 |
| Range |
0.0038 |
0.0062 |
0.0024 |
63.2% |
0.0220 |
| ATR |
0.0078 |
0.0077 |
-0.0001 |
-1.5% |
0.0000 |
| Volume |
23 |
84 |
61 |
265.2% |
437 |
|
| Daily Pivots for day following 22-Nov-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0149 |
1.0114 |
0.9988 |
|
| R3 |
1.0087 |
1.0052 |
0.9971 |
|
| R2 |
1.0025 |
1.0025 |
0.9965 |
|
| R1 |
0.9990 |
0.9990 |
0.9960 |
0.9977 |
| PP |
0.9963 |
0.9963 |
0.9963 |
0.9957 |
| S1 |
0.9928 |
0.9928 |
0.9948 |
0.9915 |
| S2 |
0.9901 |
0.9901 |
0.9943 |
|
| S3 |
0.9839 |
0.9866 |
0.9937 |
|
| S4 |
0.9777 |
0.9804 |
0.9920 |
|
|
| Weekly Pivots for week ending 18-Nov-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0690 |
1.0551 |
1.0094 |
|
| R3 |
1.0470 |
1.0331 |
1.0034 |
|
| R2 |
1.0250 |
1.0250 |
1.0013 |
|
| R1 |
1.0111 |
1.0111 |
0.9993 |
1.0071 |
| PP |
1.0030 |
1.0030 |
1.0030 |
1.0009 |
| S1 |
0.9891 |
0.9891 |
0.9953 |
0.9851 |
| S2 |
0.9810 |
0.9810 |
0.9933 |
|
| S3 |
0.9590 |
0.9671 |
0.9913 |
|
| S4 |
0.9370 |
0.9451 |
0.9852 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0085 |
0.9937 |
0.0148 |
1.5% |
0.0061 |
0.6% |
11% |
False |
True |
63 |
| 10 |
1.0544 |
0.9937 |
0.0607 |
6.1% |
0.0094 |
0.9% |
3% |
False |
True |
61 |
| 20 |
1.0544 |
0.9937 |
0.0607 |
6.1% |
0.0078 |
0.8% |
3% |
False |
True |
41 |
| 40 |
1.0544 |
0.9937 |
0.0607 |
6.1% |
0.0066 |
0.7% |
3% |
False |
True |
27 |
| 60 |
1.0544 |
0.9937 |
0.0607 |
6.1% |
0.0057 |
0.6% |
3% |
False |
True |
18 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0262 |
|
2.618 |
1.0161 |
|
1.618 |
1.0099 |
|
1.000 |
1.0061 |
|
0.618 |
1.0037 |
|
HIGH |
0.9999 |
|
0.618 |
0.9975 |
|
0.500 |
0.9968 |
|
0.382 |
0.9961 |
|
LOW |
0.9937 |
|
0.618 |
0.9899 |
|
1.000 |
0.9875 |
|
1.618 |
0.9837 |
|
2.618 |
0.9775 |
|
4.250 |
0.9674 |
|
|
| Fisher Pivots for day following 22-Nov-2016 |
| Pivot |
1 day |
3 day |
| R1 |
0.9968 |
0.9972 |
| PP |
0.9963 |
0.9966 |
| S1 |
0.9959 |
0.9960 |
|