CME Swiss Franc Future December 2016
| Trading Metrics calculated at close of trading on 13-Oct-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Oct-2016 |
13-Oct-2016 |
Change |
Change % |
Previous Week |
| Open |
1.0152 |
1.0123 |
-0.0029 |
-0.3% |
1.0334 |
| High |
1.0161 |
1.0177 |
0.0016 |
0.2% |
1.0350 |
| Low |
1.0124 |
1.0123 |
-0.0001 |
0.0% |
1.0199 |
| Close |
1.0126 |
1.0175 |
0.0049 |
0.5% |
1.0252 |
| Range |
0.0037 |
0.0054 |
0.0017 |
45.9% |
0.0151 |
| ATR |
0.0086 |
0.0083 |
-0.0002 |
-2.6% |
0.0000 |
| Volume |
23,049 |
20,494 |
-2,555 |
-11.1% |
129,622 |
|
| Daily Pivots for day following 13-Oct-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0320 |
1.0302 |
1.0205 |
|
| R3 |
1.0266 |
1.0248 |
1.0190 |
|
| R2 |
1.0212 |
1.0212 |
1.0185 |
|
| R1 |
1.0194 |
1.0194 |
1.0180 |
1.0203 |
| PP |
1.0158 |
1.0158 |
1.0158 |
1.0163 |
| S1 |
1.0140 |
1.0140 |
1.0170 |
1.0149 |
| S2 |
1.0104 |
1.0104 |
1.0165 |
|
| S3 |
1.0050 |
1.0086 |
1.0160 |
|
| S4 |
0.9996 |
1.0032 |
1.0145 |
|
|
| 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 |
1.0280 |
1.0123 |
0.0157 |
1.5% |
0.0064 |
0.6% |
33% |
False |
True |
22,402 |
| 10 |
1.0408 |
0.9994 |
0.0414 |
4.1% |
0.0103 |
1.0% |
44% |
False |
False |
25,485 |
| 20 |
1.0420 |
0.9994 |
0.0426 |
4.2% |
0.0087 |
0.9% |
42% |
False |
False |
23,415 |
| 40 |
1.0556 |
0.9994 |
0.0562 |
5.5% |
0.0081 |
0.8% |
32% |
False |
False |
13,099 |
| 60 |
1.0556 |
0.9994 |
0.0562 |
5.5% |
0.0075 |
0.7% |
32% |
False |
False |
8,737 |
| 80 |
1.0578 |
0.9994 |
0.0584 |
5.7% |
0.0067 |
0.7% |
31% |
False |
False |
6,555 |
| 100 |
1.0578 |
0.9994 |
0.0584 |
5.7% |
0.0058 |
0.6% |
31% |
False |
False |
5,245 |
| 120 |
1.0599 |
0.9994 |
0.0605 |
5.9% |
0.0049 |
0.5% |
30% |
False |
False |
4,371 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0407 |
|
2.618 |
1.0318 |
|
1.618 |
1.0264 |
|
1.000 |
1.0231 |
|
0.618 |
1.0210 |
|
HIGH |
1.0177 |
|
0.618 |
1.0156 |
|
0.500 |
1.0150 |
|
0.382 |
1.0144 |
|
LOW |
1.0123 |
|
0.618 |
1.0090 |
|
1.000 |
1.0069 |
|
1.618 |
1.0036 |
|
2.618 |
0.9982 |
|
4.250 |
0.9894 |
|
|
| Fisher Pivots for day following 13-Oct-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1.0167 |
1.0174 |
| PP |
1.0158 |
1.0172 |
| S1 |
1.0150 |
1.0171 |
|