CME Swiss Franc Future March 2017
| Trading Metrics calculated at close of trading on 06-Dec-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Dec-2016 |
06-Dec-2016 |
Change |
Change % |
Previous Week |
| Open |
0.9901 |
1.0001 |
0.0100 |
1.0% |
0.9964 |
| High |
1.0012 |
1.0012 |
0.0000 |
0.0% |
1.0005 |
| Low |
0.9881 |
0.9949 |
0.0068 |
0.7% |
0.9867 |
| Close |
0.9999 |
0.9955 |
-0.0044 |
-0.4% |
0.9956 |
| Range |
0.0131 |
0.0063 |
-0.0068 |
-51.9% |
0.0138 |
| ATR |
0.0080 |
0.0079 |
-0.0001 |
-1.5% |
0.0000 |
| Volume |
584 |
1,959 |
1,375 |
235.4% |
2,033 |
|
| Daily Pivots for day following 06-Dec-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0161 |
1.0121 |
0.9990 |
|
| R3 |
1.0098 |
1.0058 |
0.9972 |
|
| R2 |
1.0035 |
1.0035 |
0.9967 |
|
| R1 |
0.9995 |
0.9995 |
0.9961 |
0.9984 |
| PP |
0.9972 |
0.9972 |
0.9972 |
0.9966 |
| S1 |
0.9932 |
0.9932 |
0.9949 |
0.9921 |
| S2 |
0.9909 |
0.9909 |
0.9943 |
|
| S3 |
0.9846 |
0.9869 |
0.9938 |
|
| S4 |
0.9783 |
0.9806 |
0.9920 |
|
|
| Weekly Pivots for week ending 02-Dec-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0357 |
1.0294 |
1.0032 |
|
| R3 |
1.0219 |
1.0156 |
0.9994 |
|
| R2 |
1.0081 |
1.0081 |
0.9981 |
|
| R1 |
1.0018 |
1.0018 |
0.9969 |
0.9981 |
| PP |
0.9943 |
0.9943 |
0.9943 |
0.9924 |
| S1 |
0.9880 |
0.9880 |
0.9943 |
0.9843 |
| S2 |
0.9805 |
0.9805 |
0.9931 |
|
| S3 |
0.9667 |
0.9742 |
0.9918 |
|
| S4 |
0.9529 |
0.9604 |
0.9880 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0012 |
0.9867 |
0.0145 |
1.5% |
0.0084 |
0.8% |
61% |
True |
False |
885 |
| 10 |
1.0012 |
0.9867 |
0.0145 |
1.5% |
0.0079 |
0.8% |
61% |
True |
False |
483 |
| 20 |
1.0544 |
0.9867 |
0.0677 |
6.8% |
0.0086 |
0.9% |
13% |
False |
False |
274 |
| 40 |
1.0544 |
0.9867 |
0.0677 |
6.8% |
0.0070 |
0.7% |
13% |
False |
False |
140 |
| 60 |
1.0544 |
0.9867 |
0.0677 |
6.8% |
0.0064 |
0.6% |
13% |
False |
False |
97 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0280 |
|
2.618 |
1.0177 |
|
1.618 |
1.0114 |
|
1.000 |
1.0075 |
|
0.618 |
1.0051 |
|
HIGH |
1.0012 |
|
0.618 |
0.9988 |
|
0.500 |
0.9981 |
|
0.382 |
0.9973 |
|
LOW |
0.9949 |
|
0.618 |
0.9910 |
|
1.000 |
0.9886 |
|
1.618 |
0.9847 |
|
2.618 |
0.9784 |
|
4.250 |
0.9681 |
|
|
| Fisher Pivots for day following 06-Dec-2016 |
| Pivot |
1 day |
3 day |
| R1 |
0.9981 |
0.9952 |
| PP |
0.9972 |
0.9949 |
| S1 |
0.9964 |
0.9947 |
|