CME Swiss Franc Future December 2016
| Trading Metrics calculated at close of trading on 25-Oct-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Oct-2016 |
25-Oct-2016 |
Change |
Change % |
Previous Week |
| Open |
1.0086 |
1.0085 |
-0.0001 |
0.0% |
1.0132 |
| High |
1.0113 |
1.0096 |
-0.0017 |
-0.2% |
1.0191 |
| Low |
1.0072 |
1.0028 |
-0.0044 |
-0.4% |
1.0066 |
| Close |
1.0090 |
1.0084 |
-0.0006 |
-0.1% |
1.0087 |
| Range |
0.0041 |
0.0068 |
0.0027 |
65.9% |
0.0125 |
| ATR |
0.0070 |
0.0070 |
0.0000 |
-0.2% |
0.0000 |
| Volume |
16,471 |
25,957 |
9,486 |
57.6% |
92,911 |
|
| Daily Pivots for day following 25-Oct-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0273 |
1.0247 |
1.0121 |
|
| R3 |
1.0205 |
1.0179 |
1.0103 |
|
| R2 |
1.0137 |
1.0137 |
1.0096 |
|
| R1 |
1.0111 |
1.0111 |
1.0090 |
1.0090 |
| PP |
1.0069 |
1.0069 |
1.0069 |
1.0059 |
| S1 |
1.0043 |
1.0043 |
1.0078 |
1.0022 |
| S2 |
1.0001 |
1.0001 |
1.0072 |
|
| S3 |
0.9933 |
0.9975 |
1.0065 |
|
| S4 |
0.9865 |
0.9907 |
1.0047 |
|
|
| 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 |
1.0028 |
0.0163 |
1.6% |
0.0055 |
0.5% |
34% |
False |
True |
20,808 |
| 10 |
1.0191 |
1.0028 |
0.0163 |
1.6% |
0.0050 |
0.5% |
34% |
False |
True |
20,029 |
| 20 |
1.0420 |
0.9994 |
0.0426 |
4.2% |
0.0079 |
0.8% |
21% |
False |
False |
22,568 |
| 40 |
1.0420 |
0.9994 |
0.0426 |
4.2% |
0.0078 |
0.8% |
21% |
False |
False |
17,007 |
| 60 |
1.0556 |
0.9994 |
0.0562 |
5.6% |
0.0072 |
0.7% |
16% |
False |
False |
11,347 |
| 80 |
1.0556 |
0.9994 |
0.0562 |
5.6% |
0.0067 |
0.7% |
16% |
False |
False |
8,513 |
| 100 |
1.0578 |
0.9994 |
0.0584 |
5.8% |
0.0061 |
0.6% |
15% |
False |
False |
6,812 |
| 120 |
1.0578 |
0.9994 |
0.0584 |
5.8% |
0.0052 |
0.5% |
15% |
False |
False |
5,677 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0385 |
|
2.618 |
1.0274 |
|
1.618 |
1.0206 |
|
1.000 |
1.0164 |
|
0.618 |
1.0138 |
|
HIGH |
1.0096 |
|
0.618 |
1.0070 |
|
0.500 |
1.0062 |
|
0.382 |
1.0054 |
|
LOW |
1.0028 |
|
0.618 |
0.9986 |
|
1.000 |
0.9960 |
|
1.618 |
0.9918 |
|
2.618 |
0.9850 |
|
4.250 |
0.9739 |
|
|
| Fisher Pivots for day following 25-Oct-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1.0077 |
1.0080 |
| PP |
1.0069 |
1.0075 |
| S1 |
1.0062 |
1.0071 |
|