CME Swiss Franc Future March 2017
| Trading Metrics calculated at close of trading on 01-Dec-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Nov-2016 |
01-Dec-2016 |
Change |
Change % |
Previous Week |
| Open |
0.9938 |
0.9902 |
-0.0036 |
-0.4% |
0.9956 |
| High |
0.9959 |
0.9965 |
0.0006 |
0.1% |
0.9999 |
| Low |
0.9867 |
0.9894 |
0.0027 |
0.3% |
0.9881 |
| Close |
0.9901 |
0.9946 |
0.0045 |
0.5% |
0.9933 |
| Range |
0.0092 |
0.0071 |
-0.0021 |
-22.8% |
0.0118 |
| ATR |
0.0078 |
0.0077 |
0.0000 |
-0.6% |
0.0000 |
| Volume |
437 |
565 |
128 |
29.3% |
281 |
|
| Daily Pivots for day following 01-Dec-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0148 |
1.0118 |
0.9985 |
|
| R3 |
1.0077 |
1.0047 |
0.9966 |
|
| R2 |
1.0006 |
1.0006 |
0.9959 |
|
| R1 |
0.9976 |
0.9976 |
0.9953 |
0.9991 |
| PP |
0.9935 |
0.9935 |
0.9935 |
0.9943 |
| S1 |
0.9905 |
0.9905 |
0.9939 |
0.9920 |
| S2 |
0.9864 |
0.9864 |
0.9933 |
|
| S3 |
0.9793 |
0.9834 |
0.9926 |
|
| S4 |
0.9722 |
0.9763 |
0.9907 |
|
|
| Weekly Pivots for week ending 25-Nov-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0292 |
1.0230 |
0.9998 |
|
| R3 |
1.0174 |
1.0112 |
0.9965 |
|
| R2 |
1.0056 |
1.0056 |
0.9955 |
|
| R1 |
0.9994 |
0.9994 |
0.9944 |
0.9966 |
| PP |
0.9938 |
0.9938 |
0.9938 |
0.9924 |
| S1 |
0.9876 |
0.9876 |
0.9922 |
0.9848 |
| S2 |
0.9820 |
0.9820 |
0.9911 |
|
| S3 |
0.9702 |
0.9758 |
0.9901 |
|
| S4 |
0.9584 |
0.9640 |
0.9868 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.9987 |
0.9867 |
0.0120 |
1.2% |
0.0078 |
0.8% |
66% |
False |
False |
241 |
| 10 |
1.0073 |
0.9867 |
0.0206 |
2.1% |
0.0071 |
0.7% |
38% |
False |
False |
153 |
| 20 |
1.0544 |
0.9867 |
0.0677 |
6.8% |
0.0083 |
0.8% |
12% |
False |
False |
105 |
| 40 |
1.0544 |
0.9867 |
0.0677 |
6.8% |
0.0069 |
0.7% |
12% |
False |
False |
54 |
| 60 |
1.0544 |
0.9867 |
0.0677 |
6.8% |
0.0061 |
0.6% |
12% |
False |
False |
40 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0267 |
|
2.618 |
1.0151 |
|
1.618 |
1.0080 |
|
1.000 |
1.0036 |
|
0.618 |
1.0009 |
|
HIGH |
0.9965 |
|
0.618 |
0.9938 |
|
0.500 |
0.9930 |
|
0.382 |
0.9921 |
|
LOW |
0.9894 |
|
0.618 |
0.9850 |
|
1.000 |
0.9823 |
|
1.618 |
0.9779 |
|
2.618 |
0.9708 |
|
4.250 |
0.9592 |
|
|
| Fisher Pivots for day following 01-Dec-2016 |
| Pivot |
1 day |
3 day |
| R1 |
0.9941 |
0.9936 |
| PP |
0.9935 |
0.9926 |
| S1 |
0.9930 |
0.9916 |
|