CME Swiss Franc Future March 2017
| Trading Metrics calculated at close of trading on 07-Dec-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Dec-2016 |
07-Dec-2016 |
Change |
Change % |
Previous Week |
| Open |
1.0001 |
0.9958 |
-0.0043 |
-0.4% |
0.9964 |
| High |
1.0012 |
0.9994 |
-0.0018 |
-0.2% |
1.0005 |
| Low |
0.9949 |
0.9953 |
0.0004 |
0.0% |
0.9867 |
| Close |
0.9955 |
0.9987 |
0.0032 |
0.3% |
0.9956 |
| Range |
0.0063 |
0.0041 |
-0.0022 |
-34.9% |
0.0138 |
| ATR |
0.0079 |
0.0076 |
-0.0003 |
-3.4% |
0.0000 |
| Volume |
1,959 |
1,048 |
-911 |
-46.5% |
2,033 |
|
| Daily Pivots for day following 07-Dec-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0101 |
1.0085 |
1.0010 |
|
| R3 |
1.0060 |
1.0044 |
0.9998 |
|
| R2 |
1.0019 |
1.0019 |
0.9995 |
|
| R1 |
1.0003 |
1.0003 |
0.9991 |
1.0011 |
| PP |
0.9978 |
0.9978 |
0.9978 |
0.9982 |
| S1 |
0.9962 |
0.9962 |
0.9983 |
0.9970 |
| S2 |
0.9937 |
0.9937 |
0.9979 |
|
| S3 |
0.9896 |
0.9921 |
0.9976 |
|
| S4 |
0.9855 |
0.9880 |
0.9964 |
|
|
| 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 |
0.9881 |
0.0131 |
1.3% |
0.0073 |
0.7% |
81% |
False |
False |
1,007 |
| 10 |
1.0012 |
0.9867 |
0.0145 |
1.5% |
0.0077 |
0.8% |
83% |
False |
False |
579 |
| 20 |
1.0544 |
0.9867 |
0.0677 |
6.8% |
0.0086 |
0.9% |
18% |
False |
False |
320 |
| 40 |
1.0544 |
0.9867 |
0.0677 |
6.8% |
0.0069 |
0.7% |
18% |
False |
False |
166 |
| 60 |
1.0544 |
0.9867 |
0.0677 |
6.8% |
0.0063 |
0.6% |
18% |
False |
False |
115 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0168 |
|
2.618 |
1.0101 |
|
1.618 |
1.0060 |
|
1.000 |
1.0035 |
|
0.618 |
1.0019 |
|
HIGH |
0.9994 |
|
0.618 |
0.9978 |
|
0.500 |
0.9974 |
|
0.382 |
0.9969 |
|
LOW |
0.9953 |
|
0.618 |
0.9928 |
|
1.000 |
0.9912 |
|
1.618 |
0.9887 |
|
2.618 |
0.9846 |
|
4.250 |
0.9779 |
|
|
| Fisher Pivots for day following 07-Dec-2016 |
| Pivot |
1 day |
3 day |
| R1 |
0.9983 |
0.9974 |
| PP |
0.9978 |
0.9960 |
| S1 |
0.9974 |
0.9947 |
|