CME Swiss Franc Future December 2016
| Trading Metrics calculated at close of trading on 08-Nov-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Nov-2016 |
08-Nov-2016 |
Change |
Change % |
Previous Week |
| Open |
1.0287 |
1.0286 |
-0.0001 |
0.0% |
1.0154 |
| High |
1.0300 |
1.0293 |
-0.0007 |
-0.1% |
1.0354 |
| Low |
1.0237 |
1.0235 |
-0.0002 |
0.0% |
1.0119 |
| Close |
1.0282 |
1.0260 |
-0.0022 |
-0.2% |
1.0330 |
| Range |
0.0063 |
0.0058 |
-0.0005 |
-7.9% |
0.0235 |
| ATR |
0.0075 |
0.0074 |
-0.0001 |
-1.7% |
0.0000 |
| Volume |
22,133 |
16,480 |
-5,653 |
-25.5% |
139,251 |
|
| Daily Pivots for day following 08-Nov-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0437 |
1.0406 |
1.0292 |
|
| R3 |
1.0379 |
1.0348 |
1.0276 |
|
| R2 |
1.0321 |
1.0321 |
1.0271 |
|
| R1 |
1.0290 |
1.0290 |
1.0265 |
1.0277 |
| PP |
1.0263 |
1.0263 |
1.0263 |
1.0256 |
| S1 |
1.0232 |
1.0232 |
1.0255 |
1.0219 |
| S2 |
1.0205 |
1.0205 |
1.0249 |
|
| S3 |
1.0147 |
1.0174 |
1.0244 |
|
| S4 |
1.0089 |
1.0116 |
1.0228 |
|
|
| 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 |
1.0235 |
0.0119 |
1.2% |
0.0067 |
0.7% |
21% |
False |
True |
24,390 |
| 10 |
1.0354 |
1.0068 |
0.0286 |
2.8% |
0.0074 |
0.7% |
67% |
False |
False |
24,356 |
| 20 |
1.0354 |
1.0028 |
0.0326 |
3.2% |
0.0062 |
0.6% |
71% |
False |
False |
22,192 |
| 40 |
1.0420 |
0.9994 |
0.0426 |
4.2% |
0.0077 |
0.7% |
62% |
False |
False |
22,507 |
| 60 |
1.0556 |
0.9994 |
0.0562 |
5.5% |
0.0077 |
0.8% |
47% |
False |
False |
15,406 |
| 80 |
1.0556 |
0.9994 |
0.0562 |
5.5% |
0.0072 |
0.7% |
47% |
False |
False |
11,557 |
| 100 |
1.0578 |
0.9994 |
0.0584 |
5.7% |
0.0066 |
0.6% |
46% |
False |
False |
9,247 |
| 120 |
1.0578 |
0.9994 |
0.0584 |
5.7% |
0.0058 |
0.6% |
46% |
False |
False |
7,707 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0540 |
|
2.618 |
1.0445 |
|
1.618 |
1.0387 |
|
1.000 |
1.0351 |
|
0.618 |
1.0329 |
|
HIGH |
1.0293 |
|
0.618 |
1.0271 |
|
0.500 |
1.0264 |
|
0.382 |
1.0257 |
|
LOW |
1.0235 |
|
0.618 |
1.0199 |
|
1.000 |
1.0177 |
|
1.618 |
1.0141 |
|
2.618 |
1.0083 |
|
4.250 |
0.9989 |
|
|
| Fisher Pivots for day following 08-Nov-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1.0264 |
1.0295 |
| PP |
1.0263 |
1.0283 |
| S1 |
1.0261 |
1.0272 |
|