CME Swiss Franc Future December 2016
| Trading Metrics calculated at close of trading on 18-Oct-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Oct-2016 |
18-Oct-2016 |
Change |
Change % |
Previous Week |
| Open |
1.0132 |
1.0141 |
0.0009 |
0.1% |
1.0265 |
| High |
1.0163 |
1.0167 |
0.0004 |
0.0% |
1.0269 |
| Low |
1.0125 |
1.0118 |
-0.0007 |
-0.1% |
1.0123 |
| Close |
1.0142 |
1.0134 |
-0.0008 |
-0.1% |
1.0137 |
| Range |
0.0038 |
0.0049 |
0.0011 |
28.9% |
0.0146 |
| ATR |
0.0078 |
0.0076 |
-0.0002 |
-2.7% |
0.0000 |
| Volume |
15,166 |
16,133 |
967 |
6.4% |
104,117 |
|
| Daily Pivots for day following 18-Oct-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0287 |
1.0259 |
1.0161 |
|
| R3 |
1.0238 |
1.0210 |
1.0147 |
|
| R2 |
1.0189 |
1.0189 |
1.0143 |
|
| R1 |
1.0161 |
1.0161 |
1.0138 |
1.0151 |
| PP |
1.0140 |
1.0140 |
1.0140 |
1.0134 |
| S1 |
1.0112 |
1.0112 |
1.0130 |
1.0102 |
| S2 |
1.0091 |
1.0091 |
1.0125 |
|
| S3 |
1.0042 |
1.0063 |
1.0121 |
|
| S4 |
0.9993 |
1.0014 |
1.0107 |
|
|
| Weekly Pivots for week ending 14-Oct-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0614 |
1.0522 |
1.0217 |
|
| R3 |
1.0468 |
1.0376 |
1.0177 |
|
| R2 |
1.0322 |
1.0322 |
1.0164 |
|
| R1 |
1.0230 |
1.0230 |
1.0150 |
1.0203 |
| PP |
1.0176 |
1.0176 |
1.0176 |
1.0163 |
| S1 |
1.0084 |
1.0084 |
1.0124 |
1.0057 |
| S2 |
1.0030 |
1.0030 |
1.0110 |
|
| S3 |
0.9884 |
0.9938 |
1.0097 |
|
| S4 |
0.9738 |
0.9792 |
1.0057 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0178 |
1.0118 |
0.0060 |
0.6% |
0.0046 |
0.4% |
27% |
False |
True |
19,250 |
| 10 |
1.0314 |
1.0118 |
0.0196 |
1.9% |
0.0061 |
0.6% |
8% |
False |
True |
20,665 |
| 20 |
1.0420 |
0.9994 |
0.0426 |
4.2% |
0.0084 |
0.8% |
33% |
False |
False |
23,037 |
| 40 |
1.0492 |
0.9994 |
0.0498 |
4.9% |
0.0080 |
0.8% |
28% |
False |
False |
14,411 |
| 60 |
1.0556 |
0.9994 |
0.0562 |
5.5% |
0.0075 |
0.7% |
25% |
False |
False |
9,615 |
| 80 |
1.0556 |
0.9994 |
0.0562 |
5.5% |
0.0066 |
0.6% |
25% |
False |
False |
7,213 |
| 100 |
1.0578 |
0.9994 |
0.0584 |
5.8% |
0.0059 |
0.6% |
24% |
False |
False |
5,772 |
| 120 |
1.0599 |
0.9994 |
0.0605 |
6.0% |
0.0050 |
0.5% |
23% |
False |
False |
4,810 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0375 |
|
2.618 |
1.0295 |
|
1.618 |
1.0246 |
|
1.000 |
1.0216 |
|
0.618 |
1.0197 |
|
HIGH |
1.0167 |
|
0.618 |
1.0148 |
|
0.500 |
1.0143 |
|
0.382 |
1.0137 |
|
LOW |
1.0118 |
|
0.618 |
1.0088 |
|
1.000 |
1.0069 |
|
1.618 |
1.0039 |
|
2.618 |
0.9990 |
|
4.250 |
0.9910 |
|
|
| Fisher Pivots for day following 18-Oct-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1.0143 |
1.0148 |
| PP |
1.0140 |
1.0143 |
| S1 |
1.0137 |
1.0139 |
|