CME Swiss Franc Future December 2016
| Trading Metrics calculated at close of trading on 02-Dec-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Dec-2016 |
02-Dec-2016 |
Change |
Change % |
Previous Week |
| Open |
0.9839 |
0.9901 |
0.0062 |
0.6% |
0.9878 |
| High |
0.9909 |
0.9973 |
0.0064 |
0.6% |
0.9973 |
| Low |
0.9836 |
0.9886 |
0.0050 |
0.5% |
0.9809 |
| Close |
0.9889 |
0.9899 |
0.0010 |
0.1% |
0.9899 |
| Range |
0.0073 |
0.0087 |
0.0014 |
19.2% |
0.0164 |
| ATR |
0.0083 |
0.0083 |
0.0000 |
0.4% |
0.0000 |
| Volume |
27,851 |
26,837 |
-1,014 |
-3.6% |
135,261 |
|
| Daily Pivots for day following 02-Dec-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0180 |
1.0127 |
0.9947 |
|
| R3 |
1.0093 |
1.0040 |
0.9923 |
|
| R2 |
1.0006 |
1.0006 |
0.9915 |
|
| R1 |
0.9953 |
0.9953 |
0.9907 |
0.9936 |
| PP |
0.9919 |
0.9919 |
0.9919 |
0.9911 |
| S1 |
0.9866 |
0.9866 |
0.9891 |
0.9849 |
| S2 |
0.9832 |
0.9832 |
0.9883 |
|
| S3 |
0.9745 |
0.9779 |
0.9875 |
|
| S4 |
0.9658 |
0.9692 |
0.9851 |
|
|
| Weekly Pivots for week ending 02-Dec-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0386 |
1.0306 |
0.9989 |
|
| R3 |
1.0222 |
1.0142 |
0.9944 |
|
| R2 |
1.0058 |
1.0058 |
0.9929 |
|
| R1 |
0.9978 |
0.9978 |
0.9914 |
1.0018 |
| PP |
0.9894 |
0.9894 |
0.9894 |
0.9914 |
| S1 |
0.9814 |
0.9814 |
0.9884 |
0.9854 |
| S2 |
0.9730 |
0.9730 |
0.9869 |
|
| S3 |
0.9566 |
0.9650 |
0.9854 |
|
| S4 |
0.9402 |
0.9486 |
0.9809 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.9973 |
0.9809 |
0.0164 |
1.7% |
0.0081 |
0.8% |
55% |
True |
False |
27,052 |
| 10 |
0.9973 |
0.9809 |
0.0164 |
1.7% |
0.0074 |
0.8% |
55% |
True |
False |
25,452 |
| 20 |
1.0493 |
0.9809 |
0.0684 |
6.9% |
0.0090 |
0.9% |
13% |
False |
False |
28,162 |
| 40 |
1.0493 |
0.9809 |
0.0684 |
6.9% |
0.0077 |
0.8% |
13% |
False |
False |
25,278 |
| 60 |
1.0493 |
0.9809 |
0.0684 |
6.9% |
0.0082 |
0.8% |
13% |
False |
False |
23,602 |
| 80 |
1.0556 |
0.9809 |
0.0747 |
7.5% |
0.0080 |
0.8% |
12% |
False |
False |
17,790 |
| 100 |
1.0556 |
0.9809 |
0.0747 |
7.5% |
0.0075 |
0.8% |
12% |
False |
False |
14,234 |
| 120 |
1.0578 |
0.9809 |
0.0769 |
7.8% |
0.0069 |
0.7% |
12% |
False |
False |
11,863 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0343 |
|
2.618 |
1.0201 |
|
1.618 |
1.0114 |
|
1.000 |
1.0060 |
|
0.618 |
1.0027 |
|
HIGH |
0.9973 |
|
0.618 |
0.9940 |
|
0.500 |
0.9930 |
|
0.382 |
0.9919 |
|
LOW |
0.9886 |
|
0.618 |
0.9832 |
|
1.000 |
0.9799 |
|
1.618 |
0.9745 |
|
2.618 |
0.9658 |
|
4.250 |
0.9516 |
|
|
| Fisher Pivots for day following 02-Dec-2016 |
| Pivot |
1 day |
3 day |
| R1 |
0.9930 |
0.9896 |
| PP |
0.9919 |
0.9894 |
| S1 |
0.9909 |
0.9891 |
|