CME Swiss Franc Future December 2016
| Trading Metrics calculated at close of trading on 14-Nov-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Nov-2016 |
14-Nov-2016 |
Change |
Change % |
Previous Week |
| Open |
1.0145 |
1.0132 |
-0.0013 |
-0.1% |
1.0287 |
| High |
1.0188 |
1.0135 |
-0.0053 |
-0.5% |
1.0493 |
| Low |
1.0124 |
1.0015 |
-0.0109 |
-1.1% |
1.0117 |
| Close |
1.0133 |
1.0027 |
-0.0106 |
-1.0% |
1.0133 |
| Range |
0.0064 |
0.0120 |
0.0056 |
87.5% |
0.0376 |
| ATR |
0.0089 |
0.0091 |
0.0002 |
2.5% |
0.0000 |
| Volume |
30,792 |
37,871 |
7,079 |
23.0% |
163,503 |
|
| Daily Pivots for day following 14-Nov-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0419 |
1.0343 |
1.0093 |
|
| R3 |
1.0299 |
1.0223 |
1.0060 |
|
| R2 |
1.0179 |
1.0179 |
1.0049 |
|
| R1 |
1.0103 |
1.0103 |
1.0038 |
1.0081 |
| PP |
1.0059 |
1.0059 |
1.0059 |
1.0048 |
| S1 |
0.9983 |
0.9983 |
1.0016 |
0.9961 |
| S2 |
0.9939 |
0.9939 |
1.0005 |
|
| S3 |
0.9819 |
0.9863 |
0.9994 |
|
| S4 |
0.9699 |
0.9743 |
0.9961 |
|
|
| 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 |
1.0015 |
0.0478 |
4.8% |
0.0129 |
1.3% |
3% |
False |
True |
35,848 |
| 10 |
1.0493 |
1.0015 |
0.0478 |
4.8% |
0.0110 |
1.1% |
3% |
False |
True |
32,106 |
| 20 |
1.0493 |
1.0015 |
0.0478 |
4.8% |
0.0083 |
0.8% |
3% |
False |
True |
26,324 |
| 40 |
1.0493 |
0.9994 |
0.0499 |
5.0% |
0.0084 |
0.8% |
7% |
False |
False |
24,685 |
| 60 |
1.0493 |
0.9994 |
0.0499 |
5.0% |
0.0081 |
0.8% |
7% |
False |
False |
18,115 |
| 80 |
1.0556 |
0.9994 |
0.0562 |
5.6% |
0.0077 |
0.8% |
6% |
False |
False |
13,591 |
| 100 |
1.0556 |
0.9994 |
0.0562 |
5.6% |
0.0070 |
0.7% |
6% |
False |
False |
10,874 |
| 120 |
1.0578 |
0.9994 |
0.0584 |
5.8% |
0.0063 |
0.6% |
6% |
False |
False |
9,063 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0645 |
|
2.618 |
1.0449 |
|
1.618 |
1.0329 |
|
1.000 |
1.0255 |
|
0.618 |
1.0209 |
|
HIGH |
1.0135 |
|
0.618 |
1.0089 |
|
0.500 |
1.0075 |
|
0.382 |
1.0061 |
|
LOW |
1.0015 |
|
0.618 |
0.9941 |
|
1.000 |
0.9895 |
|
1.618 |
0.9821 |
|
2.618 |
0.9701 |
|
4.250 |
0.9505 |
|
|
| Fisher Pivots for day following 14-Nov-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1.0075 |
1.0108 |
| PP |
1.0059 |
1.0081 |
| S1 |
1.0043 |
1.0054 |
|