CME Swiss Franc Future December 2016
| Trading Metrics calculated at close of trading on 28-Nov-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Nov-2016 |
28-Nov-2016 |
Change |
Change % |
Previous Week |
| Open |
0.9841 |
0.9878 |
0.0037 |
0.4% |
0.9904 |
| High |
0.9906 |
0.9931 |
0.0025 |
0.3% |
0.9944 |
| Low |
0.9822 |
0.9845 |
0.0023 |
0.2% |
0.9822 |
| Close |
0.9876 |
0.9872 |
-0.0004 |
0.0% |
0.9876 |
| Range |
0.0084 |
0.0086 |
0.0002 |
2.4% |
0.0122 |
| ATR |
0.0084 |
0.0084 |
0.0000 |
0.2% |
0.0000 |
| Volume |
27,609 |
25,724 |
-1,885 |
-6.8% |
93,567 |
|
| Daily Pivots for day following 28-Nov-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0141 |
1.0092 |
0.9919 |
|
| R3 |
1.0055 |
1.0006 |
0.9896 |
|
| R2 |
0.9969 |
0.9969 |
0.9888 |
|
| R1 |
0.9920 |
0.9920 |
0.9880 |
0.9902 |
| PP |
0.9883 |
0.9883 |
0.9883 |
0.9873 |
| S1 |
0.9834 |
0.9834 |
0.9864 |
0.9816 |
| S2 |
0.9797 |
0.9797 |
0.9856 |
|
| S3 |
0.9711 |
0.9748 |
0.9848 |
|
| S4 |
0.9625 |
0.9662 |
0.9825 |
|
|
| 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 |
0.9944 |
0.9822 |
0.0122 |
1.2% |
0.0073 |
0.7% |
41% |
False |
False |
23,858 |
| 10 |
1.0135 |
0.9822 |
0.0313 |
3.2% |
0.0080 |
0.8% |
16% |
False |
False |
26,440 |
| 20 |
1.0493 |
0.9822 |
0.0671 |
6.8% |
0.0091 |
0.9% |
7% |
False |
False |
28,357 |
| 40 |
1.0493 |
0.9822 |
0.0671 |
6.8% |
0.0076 |
0.8% |
7% |
False |
False |
25,048 |
| 60 |
1.0493 |
0.9822 |
0.0671 |
6.8% |
0.0082 |
0.8% |
7% |
False |
False |
21,862 |
| 80 |
1.0556 |
0.9822 |
0.0734 |
7.4% |
0.0078 |
0.8% |
7% |
False |
False |
16,421 |
| 100 |
1.0556 |
0.9822 |
0.0734 |
7.4% |
0.0073 |
0.7% |
7% |
False |
False |
13,139 |
| 120 |
1.0578 |
0.9822 |
0.0756 |
7.7% |
0.0067 |
0.7% |
7% |
False |
False |
10,951 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0296 |
|
2.618 |
1.0156 |
|
1.618 |
1.0070 |
|
1.000 |
1.0017 |
|
0.618 |
0.9984 |
|
HIGH |
0.9931 |
|
0.618 |
0.9898 |
|
0.500 |
0.9888 |
|
0.382 |
0.9878 |
|
LOW |
0.9845 |
|
0.618 |
0.9792 |
|
1.000 |
0.9759 |
|
1.618 |
0.9706 |
|
2.618 |
0.9620 |
|
4.250 |
0.9480 |
|
|
| Fisher Pivots for day following 28-Nov-2016 |
| Pivot |
1 day |
3 day |
| R1 |
0.9888 |
0.9877 |
| PP |
0.9883 |
0.9875 |
| S1 |
0.9877 |
0.9874 |
|