CME Swiss Franc Future December 2016
| Trading Metrics calculated at close of trading on 01-Nov-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Oct-2016 |
01-Nov-2016 |
Change |
Change % |
Previous Week |
| Open |
1.0154 |
1.0135 |
-0.0019 |
-0.2% |
1.0086 |
| High |
1.0155 |
1.0304 |
0.0149 |
1.5% |
1.0169 |
| Low |
1.0119 |
1.0126 |
0.0007 |
0.1% |
1.0028 |
| Close |
1.0122 |
1.0289 |
0.0167 |
1.6% |
1.0155 |
| Range |
0.0036 |
0.0178 |
0.0142 |
394.4% |
0.0141 |
| ATR |
0.0066 |
0.0075 |
0.0008 |
12.5% |
0.0000 |
| Volume |
19,558 |
36,354 |
16,796 |
85.9% |
108,127 |
|
| Daily Pivots for day following 01-Nov-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0774 |
1.0709 |
1.0387 |
|
| R3 |
1.0596 |
1.0531 |
1.0338 |
|
| R2 |
1.0418 |
1.0418 |
1.0322 |
|
| R1 |
1.0353 |
1.0353 |
1.0305 |
1.0386 |
| PP |
1.0240 |
1.0240 |
1.0240 |
1.0256 |
| S1 |
1.0175 |
1.0175 |
1.0273 |
1.0208 |
| S2 |
1.0062 |
1.0062 |
1.0256 |
|
| S3 |
0.9884 |
0.9997 |
1.0240 |
|
| S4 |
0.9706 |
0.9819 |
1.0191 |
|
|
| 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 |
1.0304 |
1.0068 |
0.0236 |
2.3% |
0.0081 |
0.8% |
94% |
True |
False |
24,322 |
| 10 |
1.0304 |
1.0028 |
0.0276 |
2.7% |
0.0068 |
0.7% |
95% |
True |
False |
22,565 |
| 20 |
1.0314 |
1.0028 |
0.0286 |
2.8% |
0.0064 |
0.6% |
91% |
False |
False |
21,615 |
| 40 |
1.0420 |
0.9994 |
0.0426 |
4.1% |
0.0078 |
0.8% |
69% |
False |
False |
19,969 |
| 60 |
1.0556 |
0.9994 |
0.0562 |
5.5% |
0.0075 |
0.7% |
52% |
False |
False |
13,374 |
| 80 |
1.0556 |
0.9994 |
0.0562 |
5.5% |
0.0071 |
0.7% |
52% |
False |
False |
10,033 |
| 100 |
1.0578 |
0.9994 |
0.0584 |
5.7% |
0.0064 |
0.6% |
51% |
False |
False |
8,028 |
| 120 |
1.0578 |
0.9994 |
0.0584 |
5.7% |
0.0055 |
0.5% |
51% |
False |
False |
6,690 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1061 |
|
2.618 |
1.0770 |
|
1.618 |
1.0592 |
|
1.000 |
1.0482 |
|
0.618 |
1.0414 |
|
HIGH |
1.0304 |
|
0.618 |
1.0236 |
|
0.500 |
1.0215 |
|
0.382 |
1.0194 |
|
LOW |
1.0126 |
|
0.618 |
1.0016 |
|
1.000 |
0.9948 |
|
1.618 |
0.9838 |
|
2.618 |
0.9660 |
|
4.250 |
0.9370 |
|
|
| Fisher Pivots for day following 01-Nov-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1.0264 |
1.0256 |
| PP |
1.0240 |
1.0223 |
| S1 |
1.0215 |
1.0190 |
|