CME Swiss Franc Future December 2016
| Trading Metrics calculated at close of trading on 06-Dec-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Dec-2016 |
06-Dec-2016 |
Change |
Change % |
Previous Week |
| Open |
0.9846 |
0.9942 |
0.0096 |
1.0% |
0.9878 |
| High |
0.9956 |
0.9956 |
0.0000 |
0.0% |
0.9973 |
| Low |
0.9813 |
0.9891 |
0.0078 |
0.8% |
0.9809 |
| Close |
0.9942 |
0.9899 |
-0.0043 |
-0.4% |
0.9899 |
| Range |
0.0143 |
0.0065 |
-0.0078 |
-54.5% |
0.0164 |
| ATR |
0.0087 |
0.0086 |
-0.0002 |
-1.8% |
0.0000 |
| Volume |
39,825 |
20,559 |
-19,266 |
-48.4% |
135,261 |
|
| Daily Pivots for day following 06-Dec-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0110 |
1.0070 |
0.9935 |
|
| R3 |
1.0045 |
1.0005 |
0.9917 |
|
| R2 |
0.9980 |
0.9980 |
0.9911 |
|
| R1 |
0.9940 |
0.9940 |
0.9905 |
0.9928 |
| PP |
0.9915 |
0.9915 |
0.9915 |
0.9909 |
| S1 |
0.9875 |
0.9875 |
0.9893 |
0.9863 |
| S2 |
0.9850 |
0.9850 |
0.9887 |
|
| S3 |
0.9785 |
0.9810 |
0.9881 |
|
| S4 |
0.9720 |
0.9745 |
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 |
1.7% |
0.0092 |
0.9% |
55% |
False |
False |
30,204 |
| 10 |
0.9973 |
0.9809 |
0.0164 |
1.7% |
0.0085 |
0.9% |
55% |
False |
False |
26,961 |
| 20 |
1.0493 |
0.9809 |
0.0684 |
6.9% |
0.0093 |
0.9% |
13% |
False |
False |
28,784 |
| 40 |
1.0493 |
0.9809 |
0.0684 |
6.9% |
0.0078 |
0.8% |
13% |
False |
False |
25,694 |
| 60 |
1.0493 |
0.9809 |
0.0684 |
6.9% |
0.0083 |
0.8% |
13% |
False |
False |
24,492 |
| 80 |
1.0556 |
0.9809 |
0.0747 |
7.5% |
0.0081 |
0.8% |
12% |
False |
False |
18,545 |
| 100 |
1.0556 |
0.9809 |
0.0747 |
7.5% |
0.0076 |
0.8% |
12% |
False |
False |
14,837 |
| 120 |
1.0578 |
0.9809 |
0.0769 |
7.8% |
0.0071 |
0.7% |
12% |
False |
False |
12,366 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0232 |
|
2.618 |
1.0126 |
|
1.618 |
1.0061 |
|
1.000 |
1.0021 |
|
0.618 |
0.9996 |
|
HIGH |
0.9956 |
|
0.618 |
0.9931 |
|
0.500 |
0.9924 |
|
0.382 |
0.9916 |
|
LOW |
0.9891 |
|
0.618 |
0.9851 |
|
1.000 |
0.9826 |
|
1.618 |
0.9786 |
|
2.618 |
0.9721 |
|
4.250 |
0.9615 |
|
|
| Fisher Pivots for day following 06-Dec-2016 |
| Pivot |
1 day |
3 day |
| R1 |
0.9924 |
0.9897 |
| PP |
0.9915 |
0.9895 |
| S1 |
0.9907 |
0.9893 |
|