CME Swiss Franc Future December 2016
| Trading Metrics calculated at close of trading on 07-Oct-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Oct-2016 |
07-Oct-2016 |
Change |
Change % |
Previous Week |
| Open |
1.0302 |
1.0233 |
-0.0069 |
-0.7% |
1.0334 |
| High |
1.0308 |
1.0280 |
-0.0028 |
-0.3% |
1.0350 |
| Low |
1.0220 |
1.0199 |
-0.0021 |
-0.2% |
1.0199 |
| Close |
1.0223 |
1.0252 |
0.0029 |
0.3% |
1.0252 |
| Range |
0.0088 |
0.0081 |
-0.0007 |
-8.0% |
0.0151 |
| ATR |
0.0093 |
0.0092 |
-0.0001 |
-0.9% |
0.0000 |
| Volume |
19,804 |
29,305 |
9,501 |
48.0% |
129,622 |
|
| Daily Pivots for day following 07-Oct-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0487 |
1.0450 |
1.0297 |
|
| R3 |
1.0406 |
1.0369 |
1.0274 |
|
| R2 |
1.0325 |
1.0325 |
1.0267 |
|
| R1 |
1.0288 |
1.0288 |
1.0259 |
1.0307 |
| PP |
1.0244 |
1.0244 |
1.0244 |
1.0253 |
| S1 |
1.0207 |
1.0207 |
1.0245 |
1.0226 |
| S2 |
1.0163 |
1.0163 |
1.0237 |
|
| S3 |
1.0082 |
1.0126 |
1.0230 |
|
| S4 |
1.0001 |
1.0045 |
1.0207 |
|
|
| Weekly Pivots for week ending 07-Oct-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0720 |
1.0637 |
1.0335 |
|
| R3 |
1.0569 |
1.0486 |
1.0294 |
|
| R2 |
1.0418 |
1.0418 |
1.0280 |
|
| R1 |
1.0335 |
1.0335 |
1.0266 |
1.0301 |
| PP |
1.0267 |
1.0267 |
1.0267 |
1.0250 |
| S1 |
1.0184 |
1.0184 |
1.0238 |
1.0150 |
| S2 |
1.0116 |
1.0116 |
1.0224 |
|
| S3 |
0.9965 |
1.0033 |
1.0210 |
|
| S4 |
0.9814 |
0.9882 |
1.0169 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0350 |
1.0199 |
0.0151 |
1.5% |
0.0076 |
0.7% |
35% |
False |
True |
25,924 |
| 10 |
1.0420 |
0.9994 |
0.0426 |
4.2% |
0.0106 |
1.0% |
61% |
False |
False |
24,615 |
| 20 |
1.0420 |
0.9994 |
0.0426 |
4.2% |
0.0092 |
0.9% |
61% |
False |
False |
21,593 |
| 40 |
1.0556 |
0.9994 |
0.0562 |
5.5% |
0.0083 |
0.8% |
46% |
False |
False |
11,034 |
| 60 |
1.0556 |
0.9994 |
0.0562 |
5.5% |
0.0074 |
0.7% |
46% |
False |
False |
7,359 |
| 80 |
1.0578 |
0.9994 |
0.0584 |
5.7% |
0.0066 |
0.6% |
44% |
False |
False |
5,521 |
| 100 |
1.0578 |
0.9994 |
0.0584 |
5.7% |
0.0055 |
0.5% |
44% |
False |
False |
4,418 |
| 120 |
1.0599 |
0.9994 |
0.0605 |
5.9% |
0.0048 |
0.5% |
43% |
False |
False |
3,681 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0624 |
|
2.618 |
1.0492 |
|
1.618 |
1.0411 |
|
1.000 |
1.0361 |
|
0.618 |
1.0330 |
|
HIGH |
1.0280 |
|
0.618 |
1.0249 |
|
0.500 |
1.0240 |
|
0.382 |
1.0230 |
|
LOW |
1.0199 |
|
0.618 |
1.0149 |
|
1.000 |
1.0118 |
|
1.618 |
1.0068 |
|
2.618 |
0.9987 |
|
4.250 |
0.9855 |
|
|
| Fisher Pivots for day following 07-Oct-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1.0248 |
1.0257 |
| PP |
1.0244 |
1.0255 |
| S1 |
1.0240 |
1.0254 |
|