CME Swiss Franc Future December 2016
| Trading Metrics calculated at close of trading on 10-Oct-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Oct-2016 |
10-Oct-2016 |
Change |
Change % |
Previous Week |
| Open |
1.0233 |
1.0265 |
0.0032 |
0.3% |
1.0334 |
| High |
1.0280 |
1.0269 |
-0.0011 |
-0.1% |
1.0350 |
| Low |
1.0199 |
1.0198 |
-0.0001 |
0.0% |
1.0199 |
| Close |
1.0252 |
1.0209 |
-0.0043 |
-0.4% |
1.0252 |
| Range |
0.0081 |
0.0071 |
-0.0010 |
-12.3% |
0.0151 |
| ATR |
0.0092 |
0.0091 |
-0.0002 |
-1.6% |
0.0000 |
| Volume |
29,305 |
14,436 |
-14,869 |
-50.7% |
129,622 |
|
| Daily Pivots for day following 10-Oct-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0438 |
1.0395 |
1.0248 |
|
| R3 |
1.0367 |
1.0324 |
1.0229 |
|
| R2 |
1.0296 |
1.0296 |
1.0222 |
|
| R1 |
1.0253 |
1.0253 |
1.0216 |
1.0239 |
| PP |
1.0225 |
1.0225 |
1.0225 |
1.0219 |
| S1 |
1.0182 |
1.0182 |
1.0202 |
1.0168 |
| S2 |
1.0154 |
1.0154 |
1.0196 |
|
| S3 |
1.0083 |
1.0111 |
1.0189 |
|
| S4 |
1.0012 |
1.0040 |
1.0170 |
|
|
| 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 |
1.0323 |
1.0198 |
0.0125 |
1.2% |
0.0082 |
0.8% |
9% |
False |
True |
24,743 |
| 10 |
1.0420 |
0.9994 |
0.0426 |
4.2% |
0.0108 |
1.1% |
50% |
False |
False |
24,371 |
| 20 |
1.0420 |
0.9994 |
0.0426 |
4.2% |
0.0091 |
0.9% |
50% |
False |
False |
22,086 |
| 40 |
1.0556 |
0.9994 |
0.0562 |
5.5% |
0.0084 |
0.8% |
38% |
False |
False |
11,395 |
| 60 |
1.0556 |
0.9994 |
0.0562 |
5.5% |
0.0074 |
0.7% |
38% |
False |
False |
7,599 |
| 80 |
1.0578 |
0.9994 |
0.0584 |
5.7% |
0.0067 |
0.7% |
37% |
False |
False |
5,702 |
| 100 |
1.0578 |
0.9994 |
0.0584 |
5.7% |
0.0056 |
0.5% |
37% |
False |
False |
4,562 |
| 120 |
1.0599 |
0.9994 |
0.0605 |
5.9% |
0.0047 |
0.5% |
36% |
False |
False |
3,802 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0571 |
|
2.618 |
1.0455 |
|
1.618 |
1.0384 |
|
1.000 |
1.0340 |
|
0.618 |
1.0313 |
|
HIGH |
1.0269 |
|
0.618 |
1.0242 |
|
0.500 |
1.0234 |
|
0.382 |
1.0225 |
|
LOW |
1.0198 |
|
0.618 |
1.0154 |
|
1.000 |
1.0127 |
|
1.618 |
1.0083 |
|
2.618 |
1.0012 |
|
4.250 |
0.9896 |
|
|
| Fisher Pivots for day following 10-Oct-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1.0234 |
1.0253 |
| PP |
1.0225 |
1.0238 |
| S1 |
1.0217 |
1.0224 |
|