CME Swiss Franc Future December 2016
| Trading Metrics calculated at close of trading on 18-Nov-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Nov-2016 |
18-Nov-2016 |
Change |
Change % |
Previous Week |
| Open |
0.9998 |
0.9943 |
-0.0055 |
-0.6% |
1.0132 |
| High |
1.0020 |
0.9954 |
-0.0066 |
-0.7% |
1.0135 |
| Low |
0.9941 |
0.9893 |
-0.0048 |
-0.5% |
0.9893 |
| Close |
0.9943 |
0.9918 |
-0.0025 |
-0.3% |
0.9918 |
| Range |
0.0079 |
0.0061 |
-0.0018 |
-22.8% |
0.0242 |
| ATR |
0.0090 |
0.0088 |
-0.0002 |
-2.3% |
0.0000 |
| Volume |
27,357 |
25,696 |
-1,661 |
-6.1% |
145,111 |
|
| Daily Pivots for day following 18-Nov-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0105 |
1.0072 |
0.9952 |
|
| R3 |
1.0044 |
1.0011 |
0.9935 |
|
| R2 |
0.9983 |
0.9983 |
0.9929 |
|
| R1 |
0.9950 |
0.9950 |
0.9924 |
0.9936 |
| PP |
0.9922 |
0.9922 |
0.9922 |
0.9915 |
| S1 |
0.9889 |
0.9889 |
0.9912 |
0.9875 |
| S2 |
0.9861 |
0.9861 |
0.9907 |
|
| S3 |
0.9800 |
0.9828 |
0.9901 |
|
| S4 |
0.9739 |
0.9767 |
0.9884 |
|
|
| Weekly Pivots for week ending 18-Nov-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0708 |
1.0555 |
1.0051 |
|
| R3 |
1.0466 |
1.0313 |
0.9985 |
|
| R2 |
1.0224 |
1.0224 |
0.9962 |
|
| R1 |
1.0071 |
1.0071 |
0.9940 |
1.0027 |
| PP |
0.9982 |
0.9982 |
0.9982 |
0.9960 |
| S1 |
0.9829 |
0.9829 |
0.9896 |
0.9785 |
| S2 |
0.9740 |
0.9740 |
0.9874 |
|
| S3 |
0.9498 |
0.9587 |
0.9851 |
|
| S4 |
0.9256 |
0.9345 |
0.9785 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0135 |
0.9893 |
0.0242 |
2.4% |
0.0088 |
0.9% |
10% |
False |
True |
29,022 |
| 10 |
1.0493 |
0.9893 |
0.0600 |
6.0% |
0.0103 |
1.0% |
4% |
False |
True |
30,861 |
| 20 |
1.0493 |
0.9893 |
0.0600 |
6.0% |
0.0088 |
0.9% |
4% |
False |
True |
27,799 |
| 40 |
1.0493 |
0.9893 |
0.0600 |
6.0% |
0.0084 |
0.8% |
4% |
False |
True |
24,979 |
| 60 |
1.0493 |
0.9893 |
0.0600 |
6.0% |
0.0083 |
0.8% |
4% |
False |
True |
19,900 |
| 80 |
1.0556 |
0.9893 |
0.0663 |
6.7% |
0.0078 |
0.8% |
4% |
False |
True |
14,931 |
| 100 |
1.0556 |
0.9893 |
0.0663 |
6.7% |
0.0071 |
0.7% |
4% |
False |
True |
11,946 |
| 120 |
1.0578 |
0.9893 |
0.0685 |
6.9% |
0.0065 |
0.7% |
4% |
False |
True |
9,957 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0213 |
|
2.618 |
1.0114 |
|
1.618 |
1.0053 |
|
1.000 |
1.0015 |
|
0.618 |
0.9992 |
|
HIGH |
0.9954 |
|
0.618 |
0.9931 |
|
0.500 |
0.9924 |
|
0.382 |
0.9916 |
|
LOW |
0.9893 |
|
0.618 |
0.9855 |
|
1.000 |
0.9832 |
|
1.618 |
0.9794 |
|
2.618 |
0.9733 |
|
4.250 |
0.9634 |
|
|
| Fisher Pivots for day following 18-Nov-2016 |
| Pivot |
1 day |
3 day |
| R1 |
0.9924 |
0.9963 |
| PP |
0.9922 |
0.9948 |
| S1 |
0.9920 |
0.9933 |
|