CME Swiss Franc Future December 2016
| Trading Metrics calculated at close of trading on 12-Dec-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Dec-2016 |
12-Dec-2016 |
Change |
Change % |
Previous Week |
| Open |
0.9843 |
0.9832 |
-0.0011 |
-0.1% |
0.9846 |
| High |
0.9852 |
0.9880 |
0.0028 |
0.3% |
0.9985 |
| Low |
0.9794 |
0.9808 |
0.0014 |
0.1% |
0.9794 |
| Close |
0.9829 |
0.9861 |
0.0032 |
0.3% |
0.9829 |
| Range |
0.0058 |
0.0072 |
0.0014 |
24.1% |
0.0191 |
| ATR |
0.0086 |
0.0085 |
-0.0001 |
-1.2% |
0.0000 |
| Volume |
23,018 |
22,415 |
-603 |
-2.6% |
140,454 |
|
| Daily Pivots for day following 12-Dec-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0066 |
1.0035 |
0.9901 |
|
| R3 |
0.9994 |
0.9963 |
0.9881 |
|
| R2 |
0.9922 |
0.9922 |
0.9874 |
|
| R1 |
0.9891 |
0.9891 |
0.9868 |
0.9907 |
| PP |
0.9850 |
0.9850 |
0.9850 |
0.9857 |
| S1 |
0.9819 |
0.9819 |
0.9854 |
0.9835 |
| S2 |
0.9778 |
0.9778 |
0.9848 |
|
| S3 |
0.9706 |
0.9747 |
0.9841 |
|
| S4 |
0.9634 |
0.9675 |
0.9821 |
|
|
| Weekly Pivots for week ending 09-Dec-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0442 |
1.0327 |
0.9934 |
|
| R3 |
1.0251 |
1.0136 |
0.9882 |
|
| R2 |
1.0060 |
1.0060 |
0.9864 |
|
| R1 |
0.9945 |
0.9945 |
0.9847 |
0.9907 |
| PP |
0.9869 |
0.9869 |
0.9869 |
0.9851 |
| S1 |
0.9754 |
0.9754 |
0.9811 |
0.9716 |
| S2 |
0.9678 |
0.9678 |
0.9794 |
|
| S3 |
0.9487 |
0.9563 |
0.9776 |
|
| S4 |
0.9296 |
0.9372 |
0.9724 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.9985 |
0.9794 |
0.0191 |
1.9% |
0.0079 |
0.8% |
35% |
False |
False |
24,608 |
| 10 |
0.9985 |
0.9794 |
0.0191 |
1.9% |
0.0086 |
0.9% |
35% |
False |
False |
27,240 |
| 20 |
1.0135 |
0.9794 |
0.0341 |
3.5% |
0.0083 |
0.8% |
20% |
False |
False |
26,840 |
| 40 |
1.0493 |
0.9794 |
0.0699 |
7.1% |
0.0081 |
0.8% |
10% |
False |
False |
26,015 |
| 60 |
1.0493 |
0.9794 |
0.0699 |
7.1% |
0.0082 |
0.8% |
10% |
False |
False |
24,996 |
| 80 |
1.0545 |
0.9794 |
0.0751 |
7.6% |
0.0081 |
0.8% |
9% |
False |
False |
19,823 |
| 100 |
1.0556 |
0.9794 |
0.0762 |
7.7% |
0.0077 |
0.8% |
9% |
False |
False |
15,862 |
| 120 |
1.0578 |
0.9794 |
0.0784 |
8.0% |
0.0072 |
0.7% |
9% |
False |
False |
13,220 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0186 |
|
2.618 |
1.0068 |
|
1.618 |
0.9996 |
|
1.000 |
0.9952 |
|
0.618 |
0.9924 |
|
HIGH |
0.9880 |
|
0.618 |
0.9852 |
|
0.500 |
0.9844 |
|
0.382 |
0.9836 |
|
LOW |
0.9808 |
|
0.618 |
0.9764 |
|
1.000 |
0.9736 |
|
1.618 |
0.9692 |
|
2.618 |
0.9620 |
|
4.250 |
0.9502 |
|
|
| Fisher Pivots for day following 12-Dec-2016 |
| Pivot |
1 day |
3 day |
| R1 |
0.9855 |
0.9890 |
| PP |
0.9850 |
0.9880 |
| S1 |
0.9844 |
0.9871 |
|