CME Swiss Franc Future December 2016
| Trading Metrics calculated at close of trading on 29-Nov-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Nov-2016 |
29-Nov-2016 |
Change |
Change % |
Previous Week |
| Open |
0.9878 |
0.9875 |
-0.0003 |
0.0% |
0.9904 |
| High |
0.9931 |
0.9900 |
-0.0031 |
-0.3% |
0.9944 |
| Low |
0.9845 |
0.9836 |
-0.0009 |
-0.1% |
0.9822 |
| Close |
0.9872 |
0.9898 |
0.0026 |
0.3% |
0.9876 |
| Range |
0.0086 |
0.0064 |
-0.0022 |
-25.6% |
0.0122 |
| ATR |
0.0084 |
0.0083 |
-0.0001 |
-1.7% |
0.0000 |
| Volume |
25,724 |
18,901 |
-6,823 |
-26.5% |
93,567 |
|
| Daily Pivots for day following 29-Nov-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0070 |
1.0048 |
0.9933 |
|
| R3 |
1.0006 |
0.9984 |
0.9916 |
|
| R2 |
0.9942 |
0.9942 |
0.9910 |
|
| R1 |
0.9920 |
0.9920 |
0.9904 |
0.9931 |
| PP |
0.9878 |
0.9878 |
0.9878 |
0.9884 |
| S1 |
0.9856 |
0.9856 |
0.9892 |
0.9867 |
| S2 |
0.9814 |
0.9814 |
0.9886 |
|
| S3 |
0.9750 |
0.9792 |
0.9880 |
|
| S4 |
0.9686 |
0.9728 |
0.9863 |
|
|
| 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% |
0.0077 |
0.8% |
62% |
False |
False |
23,719 |
| 10 |
1.0087 |
0.9822 |
0.0265 |
2.7% |
0.0075 |
0.8% |
29% |
False |
False |
24,543 |
| 20 |
1.0493 |
0.9822 |
0.0671 |
6.8% |
0.0093 |
0.9% |
11% |
False |
False |
28,324 |
| 40 |
1.0493 |
0.9822 |
0.0671 |
6.8% |
0.0077 |
0.8% |
11% |
False |
False |
25,012 |
| 60 |
1.0493 |
0.9822 |
0.0671 |
6.8% |
0.0082 |
0.8% |
11% |
False |
False |
22,165 |
| 80 |
1.0556 |
0.9822 |
0.0734 |
7.4% |
0.0078 |
0.8% |
10% |
False |
False |
16,657 |
| 100 |
1.0556 |
0.9822 |
0.0734 |
7.4% |
0.0074 |
0.7% |
10% |
False |
False |
13,328 |
| 120 |
1.0578 |
0.9822 |
0.0756 |
7.6% |
0.0068 |
0.7% |
10% |
False |
False |
11,108 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0172 |
|
2.618 |
1.0068 |
|
1.618 |
1.0004 |
|
1.000 |
0.9964 |
|
0.618 |
0.9940 |
|
HIGH |
0.9900 |
|
0.618 |
0.9876 |
|
0.500 |
0.9868 |
|
0.382 |
0.9860 |
|
LOW |
0.9836 |
|
0.618 |
0.9796 |
|
1.000 |
0.9772 |
|
1.618 |
0.9732 |
|
2.618 |
0.9668 |
|
4.250 |
0.9564 |
|
|
| Fisher Pivots for day following 29-Nov-2016 |
| Pivot |
1 day |
3 day |
| R1 |
0.9888 |
0.9891 |
| PP |
0.9878 |
0.9884 |
| S1 |
0.9868 |
0.9877 |
|