CME Swiss Franc Future December 2016
| Trading Metrics calculated at close of trading on 21-Oct-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Oct-2016 |
21-Oct-2016 |
Change |
Change % |
Previous Week |
| Open |
1.0143 |
1.0098 |
-0.0045 |
-0.4% |
1.0132 |
| High |
1.0191 |
1.0105 |
-0.0086 |
-0.8% |
1.0191 |
| Low |
1.0095 |
1.0066 |
-0.0029 |
-0.3% |
1.0066 |
| Close |
1.0098 |
1.0087 |
-0.0011 |
-0.1% |
1.0087 |
| Range |
0.0096 |
0.0039 |
-0.0057 |
-59.4% |
0.0125 |
| ATR |
0.0074 |
0.0072 |
-0.0003 |
-3.4% |
0.0000 |
| Volume |
29,933 |
16,185 |
-13,748 |
-45.9% |
92,911 |
|
| Daily Pivots for day following 21-Oct-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0203 |
1.0184 |
1.0108 |
|
| R3 |
1.0164 |
1.0145 |
1.0098 |
|
| R2 |
1.0125 |
1.0125 |
1.0094 |
|
| R1 |
1.0106 |
1.0106 |
1.0091 |
1.0096 |
| PP |
1.0086 |
1.0086 |
1.0086 |
1.0081 |
| S1 |
1.0067 |
1.0067 |
1.0083 |
1.0057 |
| S2 |
1.0047 |
1.0047 |
1.0080 |
|
| S3 |
1.0008 |
1.0028 |
1.0076 |
|
| S4 |
0.9969 |
0.9989 |
1.0066 |
|
|
| Weekly Pivots for week ending 21-Oct-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0490 |
1.0413 |
1.0156 |
|
| R3 |
1.0365 |
1.0288 |
1.0121 |
|
| R2 |
1.0240 |
1.0240 |
1.0110 |
|
| R1 |
1.0163 |
1.0163 |
1.0098 |
1.0139 |
| PP |
1.0115 |
1.0115 |
1.0115 |
1.0103 |
| S1 |
1.0038 |
1.0038 |
1.0076 |
1.0014 |
| S2 |
0.9990 |
0.9990 |
1.0064 |
|
| S3 |
0.9865 |
0.9913 |
1.0053 |
|
| S4 |
0.9740 |
0.9788 |
1.0018 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0191 |
1.0066 |
0.0125 |
1.2% |
0.0051 |
0.5% |
17% |
False |
True |
18,582 |
| 10 |
1.0269 |
1.0066 |
0.0203 |
2.0% |
0.0054 |
0.5% |
10% |
False |
True |
19,702 |
| 20 |
1.0420 |
0.9994 |
0.0426 |
4.2% |
0.0080 |
0.8% |
22% |
False |
False |
22,159 |
| 40 |
1.0448 |
0.9994 |
0.0454 |
4.5% |
0.0080 |
0.8% |
20% |
False |
False |
15,950 |
| 60 |
1.0556 |
0.9994 |
0.0562 |
5.6% |
0.0074 |
0.7% |
17% |
False |
False |
10,641 |
| 80 |
1.0556 |
0.9994 |
0.0562 |
5.6% |
0.0066 |
0.7% |
17% |
False |
False |
7,983 |
| 100 |
1.0578 |
0.9994 |
0.0584 |
5.8% |
0.0061 |
0.6% |
16% |
False |
False |
6,388 |
| 120 |
1.0578 |
0.9994 |
0.0584 |
5.8% |
0.0051 |
0.5% |
16% |
False |
False |
5,323 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0271 |
|
2.618 |
1.0207 |
|
1.618 |
1.0168 |
|
1.000 |
1.0144 |
|
0.618 |
1.0129 |
|
HIGH |
1.0105 |
|
0.618 |
1.0090 |
|
0.500 |
1.0086 |
|
0.382 |
1.0081 |
|
LOW |
1.0066 |
|
0.618 |
1.0042 |
|
1.000 |
1.0027 |
|
1.618 |
1.0003 |
|
2.618 |
0.9964 |
|
4.250 |
0.9900 |
|
|
| Fisher Pivots for day following 21-Oct-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1.0087 |
1.0129 |
| PP |
1.0086 |
1.0115 |
| S1 |
1.0086 |
1.0101 |
|