CME Swiss Franc Future December 2016
| Trading Metrics calculated at close of trading on 25-Nov-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Nov-2016 |
25-Nov-2016 |
Change |
Change % |
Previous Week |
| Open |
0.9898 |
0.9841 |
-0.0057 |
-0.6% |
0.9904 |
| High |
0.9921 |
0.9906 |
-0.0015 |
-0.2% |
0.9944 |
| Low |
0.9833 |
0.9822 |
-0.0011 |
-0.1% |
0.9822 |
| Close |
0.9843 |
0.9876 |
0.0033 |
0.3% |
0.9876 |
| Range |
0.0088 |
0.0084 |
-0.0004 |
-4.5% |
0.0122 |
| ATR |
0.0084 |
0.0084 |
0.0000 |
0.0% |
0.0000 |
| Volume |
25,933 |
27,609 |
1,676 |
6.5% |
93,567 |
|
| Daily Pivots for day following 25-Nov-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0120 |
1.0082 |
0.9922 |
|
| R3 |
1.0036 |
0.9998 |
0.9899 |
|
| R2 |
0.9952 |
0.9952 |
0.9891 |
|
| R1 |
0.9914 |
0.9914 |
0.9884 |
0.9933 |
| PP |
0.9868 |
0.9868 |
0.9868 |
0.9878 |
| S1 |
0.9830 |
0.9830 |
0.9868 |
0.9849 |
| S2 |
0.9784 |
0.9784 |
0.9861 |
|
| S3 |
0.9700 |
0.9746 |
0.9853 |
|
| S4 |
0.9616 |
0.9662 |
0.9830 |
|
|
| Weekly Pivots for week ending 25-Nov-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0247 |
1.0183 |
0.9943 |
|
| R3 |
1.0125 |
1.0061 |
0.9910 |
|
| R2 |
1.0003 |
1.0003 |
0.9898 |
|
| R1 |
0.9939 |
0.9939 |
0.9887 |
0.9910 |
| PP |
0.9881 |
0.9881 |
0.9881 |
0.9866 |
| S1 |
0.9817 |
0.9817 |
0.9865 |
0.9788 |
| S2 |
0.9759 |
0.9759 |
0.9854 |
|
| S3 |
0.9637 |
0.9695 |
0.9842 |
|
| S4 |
0.9515 |
0.9573 |
0.9809 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.9954 |
0.9822 |
0.0132 |
1.3% |
0.0068 |
0.7% |
41% |
False |
True |
23,852 |
| 10 |
1.0188 |
0.9822 |
0.0366 |
3.7% |
0.0078 |
0.8% |
15% |
False |
True |
26,947 |
| 20 |
1.0493 |
0.9822 |
0.0671 |
6.8% |
0.0092 |
0.9% |
8% |
False |
True |
28,637 |
| 40 |
1.0493 |
0.9822 |
0.0671 |
6.8% |
0.0084 |
0.9% |
8% |
False |
True |
25,468 |
| 60 |
1.0493 |
0.9822 |
0.0671 |
6.8% |
0.0082 |
0.8% |
8% |
False |
True |
21,445 |
| 80 |
1.0556 |
0.9822 |
0.0734 |
7.4% |
0.0078 |
0.8% |
7% |
False |
True |
16,100 |
| 100 |
1.0556 |
0.9822 |
0.0734 |
7.4% |
0.0073 |
0.7% |
7% |
False |
True |
12,881 |
| 120 |
1.0578 |
0.9822 |
0.0756 |
7.7% |
0.0067 |
0.7% |
7% |
False |
True |
10,736 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0263 |
|
2.618 |
1.0126 |
|
1.618 |
1.0042 |
|
1.000 |
0.9990 |
|
0.618 |
0.9958 |
|
HIGH |
0.9906 |
|
0.618 |
0.9874 |
|
0.500 |
0.9864 |
|
0.382 |
0.9854 |
|
LOW |
0.9822 |
|
0.618 |
0.9770 |
|
1.000 |
0.9738 |
|
1.618 |
0.9686 |
|
2.618 |
0.9602 |
|
4.250 |
0.9465 |
|
|
| Fisher Pivots for day following 25-Nov-2016 |
| Pivot |
1 day |
3 day |
| R1 |
0.9872 |
0.9883 |
| PP |
0.9868 |
0.9881 |
| S1 |
0.9864 |
0.9878 |
|