CME Swiss Franc Future December 2016
| Trading Metrics calculated at close of trading on 07-Nov-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Nov-2016 |
07-Nov-2016 |
Change |
Change % |
Previous Week |
| Open |
1.0286 |
1.0287 |
0.0001 |
0.0% |
1.0154 |
| High |
1.0354 |
1.0300 |
-0.0054 |
-0.5% |
1.0354 |
| Low |
1.0270 |
1.0237 |
-0.0033 |
-0.3% |
1.0119 |
| Close |
1.0330 |
1.0282 |
-0.0048 |
-0.5% |
1.0330 |
| Range |
0.0084 |
0.0063 |
-0.0021 |
-25.0% |
0.0235 |
| ATR |
0.0074 |
0.0075 |
0.0001 |
1.8% |
0.0000 |
| Volume |
25,809 |
22,133 |
-3,676 |
-14.2% |
139,251 |
|
| Daily Pivots for day following 07-Nov-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0462 |
1.0435 |
1.0317 |
|
| R3 |
1.0399 |
1.0372 |
1.0299 |
|
| R2 |
1.0336 |
1.0336 |
1.0294 |
|
| R1 |
1.0309 |
1.0309 |
1.0288 |
1.0291 |
| PP |
1.0273 |
1.0273 |
1.0273 |
1.0264 |
| S1 |
1.0246 |
1.0246 |
1.0276 |
1.0228 |
| S2 |
1.0210 |
1.0210 |
1.0270 |
|
| S3 |
1.0147 |
1.0183 |
1.0265 |
|
| S4 |
1.0084 |
1.0120 |
1.0247 |
|
|
| Weekly Pivots for week ending 04-Nov-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0973 |
1.0886 |
1.0459 |
|
| R3 |
1.0738 |
1.0651 |
1.0395 |
|
| R2 |
1.0503 |
1.0503 |
1.0373 |
|
| R1 |
1.0416 |
1.0416 |
1.0352 |
1.0460 |
| PP |
1.0268 |
1.0268 |
1.0268 |
1.0289 |
| S1 |
1.0181 |
1.0181 |
1.0308 |
1.0225 |
| S2 |
1.0033 |
1.0033 |
1.0287 |
|
| S3 |
0.9798 |
0.9946 |
1.0265 |
|
| S4 |
0.9563 |
0.9711 |
1.0201 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0354 |
1.0126 |
0.0228 |
2.2% |
0.0091 |
0.9% |
68% |
False |
False |
28,365 |
| 10 |
1.0354 |
1.0028 |
0.0326 |
3.2% |
0.0075 |
0.7% |
78% |
False |
False |
25,304 |
| 20 |
1.0354 |
1.0028 |
0.0326 |
3.2% |
0.0063 |
0.6% |
78% |
False |
False |
22,605 |
| 40 |
1.0420 |
0.9994 |
0.0426 |
4.1% |
0.0077 |
0.8% |
68% |
False |
False |
22,345 |
| 60 |
1.0556 |
0.9994 |
0.0562 |
5.5% |
0.0077 |
0.7% |
51% |
False |
False |
15,131 |
| 80 |
1.0556 |
0.9994 |
0.0562 |
5.5% |
0.0071 |
0.7% |
51% |
False |
False |
11,351 |
| 100 |
1.0578 |
0.9994 |
0.0584 |
5.7% |
0.0066 |
0.6% |
49% |
False |
False |
9,082 |
| 120 |
1.0578 |
0.9994 |
0.0584 |
5.7% |
0.0057 |
0.6% |
49% |
False |
False |
7,569 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0568 |
|
2.618 |
1.0465 |
|
1.618 |
1.0402 |
|
1.000 |
1.0363 |
|
0.618 |
1.0339 |
|
HIGH |
1.0300 |
|
0.618 |
1.0276 |
|
0.500 |
1.0269 |
|
0.382 |
1.0261 |
|
LOW |
1.0237 |
|
0.618 |
1.0198 |
|
1.000 |
1.0174 |
|
1.618 |
1.0135 |
|
2.618 |
1.0072 |
|
4.250 |
0.9969 |
|
|
| Fisher Pivots for day following 07-Nov-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1.0278 |
1.0296 |
| PP |
1.0273 |
1.0291 |
| S1 |
1.0269 |
1.0287 |
|