CME Swiss Franc Future December 2016
| Trading Metrics calculated at close of trading on 02-Nov-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Nov-2016 |
02-Nov-2016 |
Change |
Change % |
Previous Week |
| Open |
1.0135 |
1.0288 |
0.0153 |
1.5% |
1.0086 |
| High |
1.0304 |
1.0339 |
0.0035 |
0.3% |
1.0169 |
| Low |
1.0126 |
1.0277 |
0.0151 |
1.5% |
1.0028 |
| Close |
1.0289 |
1.0299 |
0.0010 |
0.1% |
1.0155 |
| Range |
0.0178 |
0.0062 |
-0.0116 |
-65.2% |
0.0141 |
| ATR |
0.0075 |
0.0074 |
-0.0001 |
-1.2% |
0.0000 |
| Volume |
36,354 |
34,650 |
-1,704 |
-4.7% |
108,127 |
|
| Daily Pivots for day following 02-Nov-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0491 |
1.0457 |
1.0333 |
|
| R3 |
1.0429 |
1.0395 |
1.0316 |
|
| R2 |
1.0367 |
1.0367 |
1.0310 |
|
| R1 |
1.0333 |
1.0333 |
1.0305 |
1.0350 |
| PP |
1.0305 |
1.0305 |
1.0305 |
1.0314 |
| S1 |
1.0271 |
1.0271 |
1.0293 |
1.0288 |
| S2 |
1.0243 |
1.0243 |
1.0288 |
|
| S3 |
1.0181 |
1.0209 |
1.0282 |
|
| S4 |
1.0119 |
1.0147 |
1.0265 |
|
|
| 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 |
1.0339 |
1.0075 |
0.0264 |
2.6% |
0.0082 |
0.8% |
85% |
True |
False |
27,548 |
| 10 |
1.0339 |
1.0028 |
0.0311 |
3.0% |
0.0071 |
0.7% |
87% |
True |
False |
24,480 |
| 20 |
1.0339 |
1.0028 |
0.0311 |
3.0% |
0.0064 |
0.6% |
87% |
True |
False |
22,241 |
| 40 |
1.0420 |
0.9994 |
0.0426 |
4.1% |
0.0078 |
0.8% |
72% |
False |
False |
20,782 |
| 60 |
1.0556 |
0.9994 |
0.0562 |
5.5% |
0.0076 |
0.7% |
54% |
False |
False |
13,952 |
| 80 |
1.0556 |
0.9994 |
0.0562 |
5.5% |
0.0071 |
0.7% |
54% |
False |
False |
10,466 |
| 100 |
1.0578 |
0.9994 |
0.0584 |
5.7% |
0.0065 |
0.6% |
52% |
False |
False |
8,375 |
| 120 |
1.0578 |
0.9994 |
0.0584 |
5.7% |
0.0055 |
0.5% |
52% |
False |
False |
6,979 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0603 |
|
2.618 |
1.0501 |
|
1.618 |
1.0439 |
|
1.000 |
1.0401 |
|
0.618 |
1.0377 |
|
HIGH |
1.0339 |
|
0.618 |
1.0315 |
|
0.500 |
1.0308 |
|
0.382 |
1.0301 |
|
LOW |
1.0277 |
|
0.618 |
1.0239 |
|
1.000 |
1.0215 |
|
1.618 |
1.0177 |
|
2.618 |
1.0115 |
|
4.250 |
1.0014 |
|
|
| Fisher Pivots for day following 02-Nov-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1.0308 |
1.0276 |
| PP |
1.0305 |
1.0252 |
| S1 |
1.0302 |
1.0229 |
|