CME Swiss Franc Future March 2017
| 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 |
0.9854 |
0.9766 |
-0.0088 |
-0.9% |
0.9880 |
| High |
0.9860 |
0.9819 |
-0.0041 |
-0.4% |
0.9974 |
| Low |
0.9723 |
0.9752 |
0.0029 |
0.3% |
0.9723 |
| Close |
0.9763 |
0.9785 |
0.0022 |
0.2% |
0.9785 |
| Range |
0.0137 |
0.0067 |
-0.0070 |
-51.1% |
0.0251 |
| ATR |
0.0086 |
0.0085 |
-0.0001 |
-1.6% |
0.0000 |
| Volume |
23,510 |
41,282 |
17,772 |
75.6% |
103,583 |
|
| Daily Pivots for day following 16-Dec-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9986 |
0.9953 |
0.9822 |
|
| R3 |
0.9919 |
0.9886 |
0.9803 |
|
| R2 |
0.9852 |
0.9852 |
0.9797 |
|
| R1 |
0.9819 |
0.9819 |
0.9791 |
0.9836 |
| PP |
0.9785 |
0.9785 |
0.9785 |
0.9794 |
| S1 |
0.9752 |
0.9752 |
0.9779 |
0.9769 |
| S2 |
0.9718 |
0.9718 |
0.9773 |
|
| S3 |
0.9651 |
0.9685 |
0.9767 |
|
| S4 |
0.9584 |
0.9618 |
0.9748 |
|
|
| Weekly Pivots for week ending 16-Dec-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0580 |
1.0434 |
0.9923 |
|
| R3 |
1.0329 |
1.0183 |
0.9854 |
|
| R2 |
1.0078 |
1.0078 |
0.9831 |
|
| R1 |
0.9932 |
0.9932 |
0.9808 |
0.9880 |
| PP |
0.9827 |
0.9827 |
0.9827 |
0.9801 |
| S1 |
0.9681 |
0.9681 |
0.9762 |
0.9629 |
| S2 |
0.9576 |
0.9576 |
0.9739 |
|
| S3 |
0.9325 |
0.9430 |
0.9716 |
|
| S4 |
0.9074 |
0.9179 |
0.9647 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.9974 |
0.9723 |
0.0251 |
2.6% |
0.0092 |
0.9% |
25% |
False |
False |
20,716 |
| 10 |
1.0035 |
0.9723 |
0.0312 |
3.2% |
0.0090 |
0.9% |
20% |
False |
False |
10,990 |
| 20 |
1.0035 |
0.9723 |
0.0312 |
3.2% |
0.0080 |
0.8% |
20% |
False |
False |
5,615 |
| 40 |
1.0544 |
0.9723 |
0.0821 |
8.4% |
0.0078 |
0.8% |
8% |
False |
False |
2,823 |
| 60 |
1.0544 |
0.9723 |
0.0821 |
8.4% |
0.0071 |
0.7% |
8% |
False |
False |
1,886 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0104 |
|
2.618 |
0.9994 |
|
1.618 |
0.9927 |
|
1.000 |
0.9886 |
|
0.618 |
0.9860 |
|
HIGH |
0.9819 |
|
0.618 |
0.9793 |
|
0.500 |
0.9786 |
|
0.382 |
0.9778 |
|
LOW |
0.9752 |
|
0.618 |
0.9711 |
|
1.000 |
0.9685 |
|
1.618 |
0.9644 |
|
2.618 |
0.9577 |
|
4.250 |
0.9467 |
|
|
| Fisher Pivots for day following 16-Dec-2016 |
| Pivot |
1 day |
3 day |
| R1 |
0.9786 |
0.9849 |
| PP |
0.9785 |
0.9827 |
| S1 |
0.9785 |
0.9806 |
|