CME Swiss Franc Future December 2016
| Trading Metrics calculated at close of trading on 31-Oct-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Oct-2016 |
31-Oct-2016 |
Change |
Change % |
Previous Week |
| Open |
1.0088 |
1.0154 |
0.0066 |
0.7% |
1.0086 |
| High |
1.0169 |
1.0155 |
-0.0014 |
-0.1% |
1.0169 |
| Low |
1.0075 |
1.0119 |
0.0044 |
0.4% |
1.0028 |
| Close |
1.0155 |
1.0122 |
-0.0033 |
-0.3% |
1.0155 |
| Range |
0.0094 |
0.0036 |
-0.0058 |
-61.7% |
0.0141 |
| ATR |
0.0069 |
0.0066 |
-0.0002 |
-3.4% |
0.0000 |
| Volume |
31,319 |
19,558 |
-11,761 |
-37.6% |
108,127 |
|
| Daily Pivots for day following 31-Oct-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0240 |
1.0217 |
1.0142 |
|
| R3 |
1.0204 |
1.0181 |
1.0132 |
|
| R2 |
1.0168 |
1.0168 |
1.0129 |
|
| R1 |
1.0145 |
1.0145 |
1.0125 |
1.0139 |
| PP |
1.0132 |
1.0132 |
1.0132 |
1.0129 |
| S1 |
1.0109 |
1.0109 |
1.0119 |
1.0103 |
| S2 |
1.0096 |
1.0096 |
1.0115 |
|
| S3 |
1.0060 |
1.0073 |
1.0112 |
|
| S4 |
1.0024 |
1.0037 |
1.0102 |
|
|
| 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% |
0.0059 |
0.6% |
67% |
False |
False |
22,242 |
| 10 |
1.0191 |
1.0028 |
0.0163 |
1.6% |
0.0055 |
0.5% |
58% |
False |
False |
20,543 |
| 20 |
1.0323 |
1.0028 |
0.0295 |
2.9% |
0.0061 |
0.6% |
32% |
False |
False |
21,699 |
| 40 |
1.0420 |
0.9994 |
0.0426 |
4.2% |
0.0076 |
0.8% |
30% |
False |
False |
19,086 |
| 60 |
1.0556 |
0.9994 |
0.0562 |
5.6% |
0.0073 |
0.7% |
23% |
False |
False |
12,768 |
| 80 |
1.0556 |
0.9994 |
0.0562 |
5.6% |
0.0069 |
0.7% |
23% |
False |
False |
9,578 |
| 100 |
1.0578 |
0.9994 |
0.0584 |
5.8% |
0.0063 |
0.6% |
22% |
False |
False |
7,665 |
| 120 |
1.0578 |
0.9994 |
0.0584 |
5.8% |
0.0053 |
0.5% |
22% |
False |
False |
6,387 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0308 |
|
2.618 |
1.0249 |
|
1.618 |
1.0213 |
|
1.000 |
1.0191 |
|
0.618 |
1.0177 |
|
HIGH |
1.0155 |
|
0.618 |
1.0141 |
|
0.500 |
1.0137 |
|
0.382 |
1.0133 |
|
LOW |
1.0119 |
|
0.618 |
1.0097 |
|
1.000 |
1.0083 |
|
1.618 |
1.0061 |
|
2.618 |
1.0025 |
|
4.250 |
0.9966 |
|
|
| Fisher Pivots for day following 31-Oct-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1.0137 |
1.0122 |
| PP |
1.0132 |
1.0122 |
| S1 |
1.0127 |
1.0122 |
|