CME Swiss Franc Future December 2016
| Trading Metrics calculated at close of trading on 24-Oct-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Oct-2016 |
24-Oct-2016 |
Change |
Change % |
Previous Week |
| Open |
1.0098 |
1.0086 |
-0.0012 |
-0.1% |
1.0132 |
| High |
1.0105 |
1.0113 |
0.0008 |
0.1% |
1.0191 |
| Low |
1.0066 |
1.0072 |
0.0006 |
0.1% |
1.0066 |
| Close |
1.0087 |
1.0090 |
0.0003 |
0.0% |
1.0087 |
| Range |
0.0039 |
0.0041 |
0.0002 |
5.1% |
0.0125 |
| ATR |
0.0072 |
0.0070 |
-0.0002 |
-3.1% |
0.0000 |
| Volume |
16,185 |
16,471 |
286 |
1.8% |
92,911 |
|
| Daily Pivots for day following 24-Oct-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0215 |
1.0193 |
1.0113 |
|
| R3 |
1.0174 |
1.0152 |
1.0101 |
|
| R2 |
1.0133 |
1.0133 |
1.0098 |
|
| R1 |
1.0111 |
1.0111 |
1.0094 |
1.0122 |
| PP |
1.0092 |
1.0092 |
1.0092 |
1.0097 |
| S1 |
1.0070 |
1.0070 |
1.0086 |
1.0081 |
| S2 |
1.0051 |
1.0051 |
1.0082 |
|
| S3 |
1.0010 |
1.0029 |
1.0079 |
|
| S4 |
0.9969 |
0.9988 |
1.0067 |
|
|
| 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% |
19% |
False |
False |
18,843 |
| 10 |
1.0218 |
1.0066 |
0.0152 |
1.5% |
0.0051 |
0.5% |
16% |
False |
False |
19,906 |
| 20 |
1.0420 |
0.9994 |
0.0426 |
4.2% |
0.0080 |
0.8% |
23% |
False |
False |
22,138 |
| 40 |
1.0420 |
0.9994 |
0.0426 |
4.2% |
0.0077 |
0.8% |
23% |
False |
False |
16,359 |
| 60 |
1.0556 |
0.9994 |
0.0562 |
5.6% |
0.0072 |
0.7% |
17% |
False |
False |
10,915 |
| 80 |
1.0556 |
0.9994 |
0.0562 |
5.6% |
0.0067 |
0.7% |
17% |
False |
False |
8,189 |
| 100 |
1.0578 |
0.9994 |
0.0584 |
5.8% |
0.0061 |
0.6% |
16% |
False |
False |
6,553 |
| 120 |
1.0578 |
0.9994 |
0.0584 |
5.8% |
0.0052 |
0.5% |
16% |
False |
False |
5,461 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0287 |
|
2.618 |
1.0220 |
|
1.618 |
1.0179 |
|
1.000 |
1.0154 |
|
0.618 |
1.0138 |
|
HIGH |
1.0113 |
|
0.618 |
1.0097 |
|
0.500 |
1.0093 |
|
0.382 |
1.0088 |
|
LOW |
1.0072 |
|
0.618 |
1.0047 |
|
1.000 |
1.0031 |
|
1.618 |
1.0006 |
|
2.618 |
0.9965 |
|
4.250 |
0.9898 |
|
|
| Fisher Pivots for day following 24-Oct-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1.0093 |
1.0129 |
| PP |
1.0092 |
1.0116 |
| S1 |
1.0091 |
1.0103 |
|