CME Swiss Franc Future December 2016
Trading Metrics calculated at close of trading on 27-Oct-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Oct-2016 |
27-Oct-2016 |
Change |
Change % |
Previous Week |
Open |
1.0087 |
1.0093 |
0.0006 |
0.1% |
1.0132 |
High |
1.0125 |
1.0116 |
-0.0009 |
-0.1% |
1.0191 |
Low |
1.0068 |
1.0075 |
0.0007 |
0.1% |
1.0066 |
Close |
1.0092 |
1.0091 |
-0.0001 |
0.0% |
1.0087 |
Range |
0.0057 |
0.0041 |
-0.0016 |
-28.1% |
0.0125 |
ATR |
0.0069 |
0.0067 |
-0.0002 |
-2.9% |
0.0000 |
Volume |
18,519 |
15,861 |
-2,658 |
-14.4% |
92,911 |
|
Daily Pivots for day following 27-Oct-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.0217 |
1.0195 |
1.0114 |
|
R3 |
1.0176 |
1.0154 |
1.0102 |
|
R2 |
1.0135 |
1.0135 |
1.0099 |
|
R1 |
1.0113 |
1.0113 |
1.0095 |
1.0104 |
PP |
1.0094 |
1.0094 |
1.0094 |
1.0089 |
S1 |
1.0072 |
1.0072 |
1.0087 |
1.0063 |
S2 |
1.0053 |
1.0053 |
1.0083 |
|
S3 |
1.0012 |
1.0031 |
1.0080 |
|
S4 |
0.9971 |
0.9990 |
1.0068 |
|
|
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 |
1.0125 |
1.0028 |
0.0097 |
1.0% |
0.0049 |
0.5% |
65% |
False |
False |
18,598 |
10 |
1.0191 |
1.0028 |
0.0163 |
1.6% |
0.0051 |
0.5% |
39% |
False |
False |
19,113 |
20 |
1.0408 |
0.9994 |
0.0414 |
4.1% |
0.0077 |
0.8% |
23% |
False |
False |
22,299 |
40 |
1.0420 |
0.9994 |
0.0426 |
4.2% |
0.0077 |
0.8% |
23% |
False |
False |
17,849 |
60 |
1.0556 |
0.9994 |
0.0562 |
5.6% |
0.0073 |
0.7% |
17% |
False |
False |
11,920 |
80 |
1.0556 |
0.9994 |
0.0562 |
5.6% |
0.0068 |
0.7% |
17% |
False |
False |
8,943 |
100 |
1.0578 |
0.9994 |
0.0584 |
5.8% |
0.0062 |
0.6% |
17% |
False |
False |
7,156 |
120 |
1.0578 |
0.9994 |
0.0584 |
5.8% |
0.0052 |
0.5% |
17% |
False |
False |
5,963 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.0290 |
2.618 |
1.0223 |
1.618 |
1.0182 |
1.000 |
1.0157 |
0.618 |
1.0141 |
HIGH |
1.0116 |
0.618 |
1.0100 |
0.500 |
1.0096 |
0.382 |
1.0091 |
LOW |
1.0075 |
0.618 |
1.0050 |
1.000 |
1.0034 |
1.618 |
1.0009 |
2.618 |
0.9968 |
4.250 |
0.9901 |
|
|
Fisher Pivots for day following 27-Oct-2016 |
Pivot |
1 day |
3 day |
R1 |
1.0096 |
1.0086 |
PP |
1.0094 |
1.0081 |
S1 |
1.0093 |
1.0077 |
|