CME Swiss Franc Future December 2016
| Trading Metrics calculated at close of trading on 10-Nov-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Nov-2016 |
10-Nov-2016 |
Change |
Change % |
Previous Week |
| Open |
1.0231 |
1.0186 |
-0.0045 |
-0.4% |
1.0154 |
| High |
1.0493 |
1.0201 |
-0.0292 |
-2.8% |
1.0354 |
| Low |
1.0173 |
1.0117 |
-0.0056 |
-0.6% |
1.0119 |
| Close |
1.0179 |
1.0149 |
-0.0030 |
-0.3% |
1.0330 |
| Range |
0.0320 |
0.0084 |
-0.0236 |
-73.8% |
0.0235 |
| ATR |
0.0092 |
0.0091 |
-0.0001 |
-0.6% |
0.0000 |
| Volume |
56,588 |
37,510 |
-19,078 |
-33.7% |
139,251 |
|
| Daily Pivots for day following 10-Nov-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0408 |
1.0362 |
1.0195 |
|
| R3 |
1.0324 |
1.0278 |
1.0172 |
|
| R2 |
1.0240 |
1.0240 |
1.0164 |
|
| R1 |
1.0194 |
1.0194 |
1.0157 |
1.0175 |
| PP |
1.0156 |
1.0156 |
1.0156 |
1.0146 |
| S1 |
1.0110 |
1.0110 |
1.0141 |
1.0091 |
| S2 |
1.0072 |
1.0072 |
1.0134 |
|
| S3 |
0.9988 |
1.0026 |
1.0126 |
|
| S4 |
0.9904 |
0.9942 |
1.0103 |
|
|
| 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 |
1.0493 |
1.0117 |
0.0376 |
3.7% |
0.0122 |
1.2% |
9% |
False |
True |
31,704 |
| 10 |
1.0493 |
1.0075 |
0.0418 |
4.1% |
0.0105 |
1.0% |
18% |
False |
False |
30,328 |
| 20 |
1.0493 |
1.0028 |
0.0465 |
4.6% |
0.0078 |
0.8% |
26% |
False |
False |
24,720 |
| 40 |
1.0493 |
0.9994 |
0.0499 |
4.9% |
0.0083 |
0.8% |
31% |
False |
False |
24,068 |
| 60 |
1.0556 |
0.9994 |
0.0562 |
5.5% |
0.0080 |
0.8% |
28% |
False |
False |
16,973 |
| 80 |
1.0556 |
0.9994 |
0.0562 |
5.5% |
0.0076 |
0.7% |
28% |
False |
False |
12,733 |
| 100 |
1.0578 |
0.9994 |
0.0584 |
5.8% |
0.0069 |
0.7% |
27% |
False |
False |
10,188 |
| 120 |
1.0578 |
0.9994 |
0.0584 |
5.8% |
0.0061 |
0.6% |
27% |
False |
False |
8,491 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0558 |
|
2.618 |
1.0421 |
|
1.618 |
1.0337 |
|
1.000 |
1.0285 |
|
0.618 |
1.0253 |
|
HIGH |
1.0201 |
|
0.618 |
1.0169 |
|
0.500 |
1.0159 |
|
0.382 |
1.0149 |
|
LOW |
1.0117 |
|
0.618 |
1.0065 |
|
1.000 |
1.0033 |
|
1.618 |
0.9981 |
|
2.618 |
0.9897 |
|
4.250 |
0.9760 |
|
|
| Fisher Pivots for day following 10-Nov-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1.0159 |
1.0305 |
| PP |
1.0156 |
1.0253 |
| S1 |
1.0152 |
1.0201 |
|