CME Swiss Franc Future December 2016
| Trading Metrics calculated at close of trading on 15-Nov-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Nov-2016 |
15-Nov-2016 |
Change |
Change % |
Previous Week |
| Open |
1.0132 |
1.0042 |
-0.0090 |
-0.9% |
1.0287 |
| High |
1.0135 |
1.0087 |
-0.0048 |
-0.5% |
1.0493 |
| Low |
1.0015 |
0.9981 |
-0.0034 |
-0.3% |
1.0117 |
| Close |
1.0027 |
0.9995 |
-0.0032 |
-0.3% |
1.0133 |
| Range |
0.0120 |
0.0106 |
-0.0014 |
-11.7% |
0.0376 |
| ATR |
0.0091 |
0.0093 |
0.0001 |
1.1% |
0.0000 |
| Volume |
37,871 |
30,189 |
-7,682 |
-20.3% |
163,503 |
|
| Daily Pivots for day following 15-Nov-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0339 |
1.0273 |
1.0053 |
|
| R3 |
1.0233 |
1.0167 |
1.0024 |
|
| R2 |
1.0127 |
1.0127 |
1.0014 |
|
| R1 |
1.0061 |
1.0061 |
1.0005 |
1.0041 |
| PP |
1.0021 |
1.0021 |
1.0021 |
1.0011 |
| S1 |
0.9955 |
0.9955 |
0.9985 |
0.9935 |
| S2 |
0.9915 |
0.9915 |
0.9976 |
|
| S3 |
0.9809 |
0.9849 |
0.9966 |
|
| S4 |
0.9703 |
0.9743 |
0.9937 |
|
|
| 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 |
0.9981 |
0.0512 |
5.1% |
0.0139 |
1.4% |
3% |
False |
True |
38,590 |
| 10 |
1.0493 |
0.9981 |
0.0512 |
5.1% |
0.0103 |
1.0% |
3% |
False |
True |
31,490 |
| 20 |
1.0493 |
0.9981 |
0.0512 |
5.1% |
0.0086 |
0.9% |
3% |
False |
True |
27,027 |
| 40 |
1.0493 |
0.9981 |
0.0512 |
5.1% |
0.0085 |
0.8% |
3% |
False |
True |
25,032 |
| 60 |
1.0493 |
0.9981 |
0.0512 |
5.1% |
0.0082 |
0.8% |
3% |
False |
True |
18,616 |
| 80 |
1.0556 |
0.9981 |
0.0575 |
5.8% |
0.0078 |
0.8% |
2% |
False |
True |
13,968 |
| 100 |
1.0556 |
0.9981 |
0.0575 |
5.8% |
0.0070 |
0.7% |
2% |
False |
True |
11,176 |
| 120 |
1.0578 |
0.9981 |
0.0597 |
6.0% |
0.0063 |
0.6% |
2% |
False |
True |
9,315 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0538 |
|
2.618 |
1.0365 |
|
1.618 |
1.0259 |
|
1.000 |
1.0193 |
|
0.618 |
1.0153 |
|
HIGH |
1.0087 |
|
0.618 |
1.0047 |
|
0.500 |
1.0034 |
|
0.382 |
1.0021 |
|
LOW |
0.9981 |
|
0.618 |
0.9915 |
|
1.000 |
0.9875 |
|
1.618 |
0.9809 |
|
2.618 |
0.9703 |
|
4.250 |
0.9531 |
|
|
| Fisher Pivots for day following 15-Nov-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1.0034 |
1.0085 |
| PP |
1.0021 |
1.0055 |
| S1 |
1.0008 |
1.0025 |
|