CME Swiss Franc Future December 2016
| Trading Metrics calculated at close of trading on 05-Dec-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Dec-2016 |
05-Dec-2016 |
Change |
Change % |
Previous Week |
| Open |
0.9901 |
0.9846 |
-0.0055 |
-0.6% |
0.9878 |
| High |
0.9973 |
0.9956 |
-0.0017 |
-0.2% |
0.9973 |
| Low |
0.9886 |
0.9813 |
-0.0073 |
-0.7% |
0.9809 |
| Close |
0.9899 |
0.9942 |
0.0043 |
0.4% |
0.9899 |
| Range |
0.0087 |
0.0143 |
0.0056 |
64.4% |
0.0164 |
| ATR |
0.0083 |
0.0087 |
0.0004 |
5.2% |
0.0000 |
| Volume |
26,837 |
39,825 |
12,988 |
48.4% |
135,261 |
|
| Daily Pivots for day following 05-Dec-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0333 |
1.0280 |
1.0021 |
|
| R3 |
1.0190 |
1.0137 |
0.9981 |
|
| R2 |
1.0047 |
1.0047 |
0.9968 |
|
| R1 |
0.9994 |
0.9994 |
0.9955 |
1.0021 |
| PP |
0.9904 |
0.9904 |
0.9904 |
0.9917 |
| S1 |
0.9851 |
0.9851 |
0.9929 |
0.9878 |
| S2 |
0.9761 |
0.9761 |
0.9916 |
|
| S3 |
0.9618 |
0.9708 |
0.9903 |
|
| S4 |
0.9475 |
0.9565 |
0.9863 |
|
|
| 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 |
1.6% |
0.0092 |
0.9% |
81% |
False |
False |
29,872 |
| 10 |
0.9973 |
0.9809 |
0.0164 |
1.6% |
0.0083 |
0.8% |
81% |
False |
False |
26,865 |
| 20 |
1.0493 |
0.9809 |
0.0684 |
6.9% |
0.0093 |
0.9% |
19% |
False |
False |
28,863 |
| 40 |
1.0493 |
0.9809 |
0.0684 |
6.9% |
0.0078 |
0.8% |
19% |
False |
False |
25,541 |
| 60 |
1.0493 |
0.9809 |
0.0684 |
6.9% |
0.0083 |
0.8% |
19% |
False |
False |
24,225 |
| 80 |
1.0556 |
0.9809 |
0.0747 |
7.5% |
0.0081 |
0.8% |
18% |
False |
False |
18,288 |
| 100 |
1.0556 |
0.9809 |
0.0747 |
7.5% |
0.0076 |
0.8% |
18% |
False |
False |
14,632 |
| 120 |
1.0578 |
0.9809 |
0.0769 |
7.7% |
0.0070 |
0.7% |
17% |
False |
False |
12,195 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0564 |
|
2.618 |
1.0330 |
|
1.618 |
1.0187 |
|
1.000 |
1.0099 |
|
0.618 |
1.0044 |
|
HIGH |
0.9956 |
|
0.618 |
0.9901 |
|
0.500 |
0.9885 |
|
0.382 |
0.9868 |
|
LOW |
0.9813 |
|
0.618 |
0.9725 |
|
1.000 |
0.9670 |
|
1.618 |
0.9582 |
|
2.618 |
0.9439 |
|
4.250 |
0.9205 |
|
|
| Fisher Pivots for day following 05-Dec-2016 |
| Pivot |
1 day |
3 day |
| R1 |
0.9923 |
0.9926 |
| PP |
0.9904 |
0.9909 |
| S1 |
0.9885 |
0.9893 |
|