CME Swiss Franc Future December 2016
| Trading Metrics calculated at close of trading on 11-Nov-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Nov-2016 |
11-Nov-2016 |
Change |
Change % |
Previous Week |
| Open |
1.0186 |
1.0145 |
-0.0041 |
-0.4% |
1.0287 |
| High |
1.0201 |
1.0188 |
-0.0013 |
-0.1% |
1.0493 |
| Low |
1.0117 |
1.0124 |
0.0007 |
0.1% |
1.0117 |
| Close |
1.0149 |
1.0133 |
-0.0016 |
-0.2% |
1.0133 |
| Range |
0.0084 |
0.0064 |
-0.0020 |
-23.8% |
0.0376 |
| ATR |
0.0091 |
0.0089 |
-0.0002 |
-2.1% |
0.0000 |
| Volume |
37,510 |
30,792 |
-6,718 |
-17.9% |
163,503 |
|
| Daily Pivots for day following 11-Nov-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0340 |
1.0301 |
1.0168 |
|
| R3 |
1.0276 |
1.0237 |
1.0151 |
|
| R2 |
1.0212 |
1.0212 |
1.0145 |
|
| R1 |
1.0173 |
1.0173 |
1.0139 |
1.0161 |
| PP |
1.0148 |
1.0148 |
1.0148 |
1.0142 |
| S1 |
1.0109 |
1.0109 |
1.0127 |
1.0097 |
| S2 |
1.0084 |
1.0084 |
1.0121 |
|
| S3 |
1.0020 |
1.0045 |
1.0115 |
|
| S4 |
0.9956 |
0.9981 |
1.0098 |
|
|
| Weekly Pivots for week ending 11-Nov-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1376 |
1.1130 |
1.0340 |
|
| R3 |
1.1000 |
1.0754 |
1.0236 |
|
| R2 |
1.0624 |
1.0624 |
1.0202 |
|
| R1 |
1.0378 |
1.0378 |
1.0167 |
1.0313 |
| PP |
1.0248 |
1.0248 |
1.0248 |
1.0215 |
| S1 |
1.0002 |
1.0002 |
1.0099 |
0.9937 |
| S2 |
0.9872 |
0.9872 |
1.0064 |
|
| S3 |
0.9496 |
0.9626 |
1.0030 |
|
| S4 |
0.9120 |
0.9250 |
0.9926 |
|
|
| 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% |
0.0118 |
1.2% |
4% |
False |
False |
32,700 |
| 10 |
1.0493 |
1.0117 |
0.0376 |
3.7% |
0.0102 |
1.0% |
4% |
False |
False |
30,275 |
| 20 |
1.0493 |
1.0028 |
0.0465 |
4.6% |
0.0079 |
0.8% |
23% |
False |
False |
25,189 |
| 40 |
1.0493 |
0.9994 |
0.0499 |
4.9% |
0.0081 |
0.8% |
28% |
False |
False |
24,074 |
| 60 |
1.0545 |
0.9994 |
0.0551 |
5.4% |
0.0080 |
0.8% |
25% |
False |
False |
17,484 |
| 80 |
1.0556 |
0.9994 |
0.0562 |
5.5% |
0.0076 |
0.7% |
25% |
False |
False |
13,117 |
| 100 |
1.0578 |
0.9994 |
0.0584 |
5.8% |
0.0069 |
0.7% |
24% |
False |
False |
10,496 |
| 120 |
1.0578 |
0.9994 |
0.0584 |
5.8% |
0.0062 |
0.6% |
24% |
False |
False |
8,747 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0460 |
|
2.618 |
1.0356 |
|
1.618 |
1.0292 |
|
1.000 |
1.0252 |
|
0.618 |
1.0228 |
|
HIGH |
1.0188 |
|
0.618 |
1.0164 |
|
0.500 |
1.0156 |
|
0.382 |
1.0148 |
|
LOW |
1.0124 |
|
0.618 |
1.0084 |
|
1.000 |
1.0060 |
|
1.618 |
1.0020 |
|
2.618 |
0.9956 |
|
4.250 |
0.9852 |
|
|
| Fisher Pivots for day following 11-Nov-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1.0156 |
1.0305 |
| PP |
1.0148 |
1.0248 |
| S1 |
1.0141 |
1.0190 |
|