CME Swiss Franc Future March 2017
| Trading Metrics calculated at close of trading on 08-Dec-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Dec-2016 |
08-Dec-2016 |
Change |
Change % |
Previous Week |
| Open |
0.9958 |
0.9990 |
0.0032 |
0.3% |
0.9964 |
| High |
0.9994 |
1.0035 |
0.0041 |
0.4% |
1.0005 |
| Low |
0.9953 |
0.9883 |
-0.0070 |
-0.7% |
0.9867 |
| Close |
0.9987 |
0.9896 |
-0.0091 |
-0.9% |
0.9956 |
| Range |
0.0041 |
0.0152 |
0.0111 |
270.7% |
0.0138 |
| ATR |
0.0076 |
0.0082 |
0.0005 |
7.1% |
0.0000 |
| Volume |
1,048 |
1,368 |
320 |
30.5% |
2,033 |
|
| Daily Pivots for day following 08-Dec-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0394 |
1.0297 |
0.9980 |
|
| R3 |
1.0242 |
1.0145 |
0.9938 |
|
| R2 |
1.0090 |
1.0090 |
0.9924 |
|
| R1 |
0.9993 |
0.9993 |
0.9910 |
0.9966 |
| PP |
0.9938 |
0.9938 |
0.9938 |
0.9924 |
| S1 |
0.9841 |
0.9841 |
0.9882 |
0.9814 |
| S2 |
0.9786 |
0.9786 |
0.9868 |
|
| S3 |
0.9634 |
0.9689 |
0.9854 |
|
| S4 |
0.9482 |
0.9537 |
0.9812 |
|
|
| Weekly Pivots for week ending 02-Dec-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0357 |
1.0294 |
1.0032 |
|
| R3 |
1.0219 |
1.0156 |
0.9994 |
|
| R2 |
1.0081 |
1.0081 |
0.9981 |
|
| R1 |
1.0018 |
1.0018 |
0.9969 |
0.9981 |
| PP |
0.9943 |
0.9943 |
0.9943 |
0.9924 |
| S1 |
0.9880 |
0.9880 |
0.9943 |
0.9843 |
| S2 |
0.9805 |
0.9805 |
0.9931 |
|
| S3 |
0.9667 |
0.9742 |
0.9918 |
|
| S4 |
0.9529 |
0.9604 |
0.9880 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0035 |
0.9881 |
0.0154 |
1.6% |
0.0090 |
0.9% |
10% |
True |
False |
1,167 |
| 10 |
1.0035 |
0.9867 |
0.0168 |
1.7% |
0.0084 |
0.8% |
17% |
True |
False |
704 |
| 20 |
1.0253 |
0.9867 |
0.0386 |
3.9% |
0.0078 |
0.8% |
8% |
False |
False |
386 |
| 40 |
1.0544 |
0.9867 |
0.0677 |
6.8% |
0.0072 |
0.7% |
4% |
False |
False |
200 |
| 60 |
1.0544 |
0.9867 |
0.0677 |
6.8% |
0.0066 |
0.7% |
4% |
False |
False |
137 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0681 |
|
2.618 |
1.0433 |
|
1.618 |
1.0281 |
|
1.000 |
1.0187 |
|
0.618 |
1.0129 |
|
HIGH |
1.0035 |
|
0.618 |
0.9977 |
|
0.500 |
0.9959 |
|
0.382 |
0.9941 |
|
LOW |
0.9883 |
|
0.618 |
0.9789 |
|
1.000 |
0.9731 |
|
1.618 |
0.9637 |
|
2.618 |
0.9485 |
|
4.250 |
0.9237 |
|
|
| Fisher Pivots for day following 08-Dec-2016 |
| Pivot |
1 day |
3 day |
| R1 |
0.9959 |
0.9959 |
| PP |
0.9938 |
0.9938 |
| S1 |
0.9917 |
0.9917 |
|