CME Swiss Franc Future December 2016
| Trading Metrics calculated at close of trading on 23-Nov-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Nov-2016 |
23-Nov-2016 |
Change |
Change % |
Previous Week |
| Open |
0.9928 |
0.9898 |
-0.0030 |
-0.3% |
1.0132 |
| High |
0.9944 |
0.9921 |
-0.0023 |
-0.2% |
1.0135 |
| Low |
0.9879 |
0.9833 |
-0.0046 |
-0.5% |
0.9893 |
| Close |
0.9898 |
0.9843 |
-0.0055 |
-0.6% |
0.9918 |
| Range |
0.0065 |
0.0088 |
0.0023 |
35.4% |
0.0242 |
| ATR |
0.0083 |
0.0084 |
0.0000 |
0.4% |
0.0000 |
| Volume |
20,432 |
25,933 |
5,501 |
26.9% |
145,111 |
|
| Daily Pivots for day following 23-Nov-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0130 |
1.0074 |
0.9891 |
|
| R3 |
1.0042 |
0.9986 |
0.9867 |
|
| R2 |
0.9954 |
0.9954 |
0.9859 |
|
| R1 |
0.9898 |
0.9898 |
0.9851 |
0.9882 |
| PP |
0.9866 |
0.9866 |
0.9866 |
0.9858 |
| S1 |
0.9810 |
0.9810 |
0.9835 |
0.9794 |
| S2 |
0.9778 |
0.9778 |
0.9827 |
|
| S3 |
0.9690 |
0.9722 |
0.9819 |
|
| S4 |
0.9602 |
0.9634 |
0.9795 |
|
|
| 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 |
1.0020 |
0.9833 |
0.0187 |
1.9% |
0.0067 |
0.7% |
5% |
False |
True |
23,802 |
| 10 |
1.0201 |
0.9833 |
0.0368 |
3.7% |
0.0078 |
0.8% |
3% |
False |
True |
27,937 |
| 20 |
1.0493 |
0.9833 |
0.0660 |
6.7% |
0.0089 |
0.9% |
2% |
False |
True |
28,050 |
| 40 |
1.0493 |
0.9833 |
0.0660 |
6.7% |
0.0085 |
0.9% |
2% |
False |
True |
25,407 |
| 60 |
1.0493 |
0.9833 |
0.0660 |
6.7% |
0.0082 |
0.8% |
2% |
False |
True |
20,996 |
| 80 |
1.0556 |
0.9833 |
0.0723 |
7.3% |
0.0077 |
0.8% |
1% |
False |
True |
15,754 |
| 100 |
1.0556 |
0.9833 |
0.0723 |
7.3% |
0.0072 |
0.7% |
1% |
False |
True |
12,606 |
| 120 |
1.0578 |
0.9833 |
0.0745 |
7.6% |
0.0066 |
0.7% |
1% |
False |
True |
10,506 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0295 |
|
2.618 |
1.0151 |
|
1.618 |
1.0063 |
|
1.000 |
1.0009 |
|
0.618 |
0.9975 |
|
HIGH |
0.9921 |
|
0.618 |
0.9887 |
|
0.500 |
0.9877 |
|
0.382 |
0.9867 |
|
LOW |
0.9833 |
|
0.618 |
0.9779 |
|
1.000 |
0.9745 |
|
1.618 |
0.9691 |
|
2.618 |
0.9603 |
|
4.250 |
0.9459 |
|
|
| Fisher Pivots for day following 23-Nov-2016 |
| Pivot |
1 day |
3 day |
| R1 |
0.9877 |
0.9889 |
| PP |
0.9866 |
0.9873 |
| S1 |
0.9854 |
0.9858 |
|