CME Swiss Franc Future December 2016
| Trading Metrics calculated at close of trading on 22-Nov-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Nov-2016 |
22-Nov-2016 |
Change |
Change % |
Previous Week |
| Open |
0.9904 |
0.9928 |
0.0024 |
0.2% |
1.0132 |
| High |
0.9939 |
0.9944 |
0.0005 |
0.1% |
1.0135 |
| Low |
0.9898 |
0.9879 |
-0.0019 |
-0.2% |
0.9893 |
| Close |
0.9912 |
0.9898 |
-0.0014 |
-0.1% |
0.9918 |
| Range |
0.0041 |
0.0065 |
0.0024 |
58.5% |
0.0242 |
| ATR |
0.0085 |
0.0083 |
-0.0001 |
-1.7% |
0.0000 |
| Volume |
19,593 |
20,432 |
839 |
4.3% |
145,111 |
|
| Daily Pivots for day following 22-Nov-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0102 |
1.0065 |
0.9934 |
|
| R3 |
1.0037 |
1.0000 |
0.9916 |
|
| R2 |
0.9972 |
0.9972 |
0.9910 |
|
| R1 |
0.9935 |
0.9935 |
0.9904 |
0.9921 |
| PP |
0.9907 |
0.9907 |
0.9907 |
0.9900 |
| S1 |
0.9870 |
0.9870 |
0.9892 |
0.9856 |
| S2 |
0.9842 |
0.9842 |
0.9886 |
|
| S3 |
0.9777 |
0.9805 |
0.9880 |
|
| S4 |
0.9712 |
0.9740 |
0.9862 |
|
|
| 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 |
1.0032 |
0.9879 |
0.0153 |
1.5% |
0.0064 |
0.6% |
12% |
False |
True |
23,415 |
| 10 |
1.0493 |
0.9879 |
0.0614 |
6.2% |
0.0102 |
1.0% |
3% |
False |
True |
31,002 |
| 20 |
1.0493 |
0.9879 |
0.0614 |
6.2% |
0.0088 |
0.9% |
3% |
False |
True |
27,679 |
| 40 |
1.0493 |
0.9879 |
0.0614 |
6.2% |
0.0084 |
0.8% |
3% |
False |
True |
25,123 |
| 60 |
1.0493 |
0.9879 |
0.0614 |
6.2% |
0.0081 |
0.8% |
3% |
False |
True |
20,564 |
| 80 |
1.0556 |
0.9879 |
0.0677 |
6.8% |
0.0076 |
0.8% |
3% |
False |
True |
15,430 |
| 100 |
1.0556 |
0.9879 |
0.0677 |
6.8% |
0.0072 |
0.7% |
3% |
False |
True |
12,346 |
| 120 |
1.0578 |
0.9879 |
0.0699 |
7.1% |
0.0065 |
0.7% |
3% |
False |
True |
10,290 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0220 |
|
2.618 |
1.0114 |
|
1.618 |
1.0049 |
|
1.000 |
1.0009 |
|
0.618 |
0.9984 |
|
HIGH |
0.9944 |
|
0.618 |
0.9919 |
|
0.500 |
0.9912 |
|
0.382 |
0.9904 |
|
LOW |
0.9879 |
|
0.618 |
0.9839 |
|
1.000 |
0.9814 |
|
1.618 |
0.9774 |
|
2.618 |
0.9709 |
|
4.250 |
0.9603 |
|
|
| Fisher Pivots for day following 22-Nov-2016 |
| Pivot |
1 day |
3 day |
| R1 |
0.9912 |
0.9917 |
| PP |
0.9907 |
0.9910 |
| S1 |
0.9903 |
0.9904 |
|