CME Swiss Franc Future December 2016
| Trading Metrics calculated at close of trading on 28-Oct-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Oct-2016 |
28-Oct-2016 |
Change |
Change % |
Previous Week |
| Open |
1.0093 |
1.0088 |
-0.0005 |
0.0% |
1.0086 |
| High |
1.0116 |
1.0169 |
0.0053 |
0.5% |
1.0169 |
| Low |
1.0075 |
1.0075 |
0.0000 |
0.0% |
1.0028 |
| Close |
1.0091 |
1.0155 |
0.0064 |
0.6% |
1.0155 |
| Range |
0.0041 |
0.0094 |
0.0053 |
129.3% |
0.0141 |
| ATR |
0.0067 |
0.0069 |
0.0002 |
2.9% |
0.0000 |
| Volume |
15,861 |
31,319 |
15,458 |
97.5% |
108,127 |
|
| Daily Pivots for day following 28-Oct-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0415 |
1.0379 |
1.0207 |
|
| R3 |
1.0321 |
1.0285 |
1.0181 |
|
| R2 |
1.0227 |
1.0227 |
1.0172 |
|
| R1 |
1.0191 |
1.0191 |
1.0164 |
1.0209 |
| PP |
1.0133 |
1.0133 |
1.0133 |
1.0142 |
| S1 |
1.0097 |
1.0097 |
1.0146 |
1.0115 |
| S2 |
1.0039 |
1.0039 |
1.0138 |
|
| S3 |
0.9945 |
1.0003 |
1.0129 |
|
| S4 |
0.9851 |
0.9909 |
1.0103 |
|
|
| Weekly Pivots for week ending 28-Oct-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0540 |
1.0489 |
1.0233 |
|
| R3 |
1.0399 |
1.0348 |
1.0194 |
|
| R2 |
1.0258 |
1.0258 |
1.0181 |
|
| R1 |
1.0207 |
1.0207 |
1.0168 |
1.0233 |
| PP |
1.0117 |
1.0117 |
1.0117 |
1.0130 |
| S1 |
1.0066 |
1.0066 |
1.0142 |
1.0092 |
| S2 |
0.9976 |
0.9976 |
1.0129 |
|
| S3 |
0.9835 |
0.9925 |
1.0116 |
|
| S4 |
0.9694 |
0.9784 |
1.0077 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0169 |
1.0028 |
0.0141 |
1.4% |
0.0060 |
0.6% |
90% |
True |
False |
21,625 |
| 10 |
1.0191 |
1.0028 |
0.0163 |
1.6% |
0.0056 |
0.5% |
78% |
False |
False |
20,103 |
| 20 |
1.0350 |
1.0028 |
0.0322 |
3.2% |
0.0061 |
0.6% |
39% |
False |
False |
21,738 |
| 40 |
1.0420 |
0.9994 |
0.0426 |
4.2% |
0.0077 |
0.8% |
38% |
False |
False |
18,614 |
| 60 |
1.0556 |
0.9994 |
0.0562 |
5.5% |
0.0074 |
0.7% |
29% |
False |
False |
12,442 |
| 80 |
1.0556 |
0.9994 |
0.0562 |
5.5% |
0.0069 |
0.7% |
29% |
False |
False |
9,334 |
| 100 |
1.0578 |
0.9994 |
0.0584 |
5.8% |
0.0063 |
0.6% |
28% |
False |
False |
7,469 |
| 120 |
1.0578 |
0.9994 |
0.0584 |
5.8% |
0.0053 |
0.5% |
28% |
False |
False |
6,224 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0569 |
|
2.618 |
1.0415 |
|
1.618 |
1.0321 |
|
1.000 |
1.0263 |
|
0.618 |
1.0227 |
|
HIGH |
1.0169 |
|
0.618 |
1.0133 |
|
0.500 |
1.0122 |
|
0.382 |
1.0111 |
|
LOW |
1.0075 |
|
0.618 |
1.0017 |
|
1.000 |
0.9981 |
|
1.618 |
0.9923 |
|
2.618 |
0.9829 |
|
4.250 |
0.9676 |
|
|
| Fisher Pivots for day following 28-Oct-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1.0144 |
1.0143 |
| PP |
1.0133 |
1.0131 |
| S1 |
1.0122 |
1.0119 |
|