CME Swiss Franc Future June 2016
| Trading Metrics calculated at close of trading on 12-Nov-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Nov-2015 |
12-Nov-2015 |
Change |
Change % |
Previous Week |
| Open |
1.0053 |
1.0094 |
0.0041 |
0.4% |
1.0229 |
| High |
1.0071 |
1.0103 |
0.0032 |
0.3% |
1.0247 |
| Low |
1.0053 |
1.0028 |
-0.0025 |
-0.2% |
1.0037 |
| Close |
1.0053 |
1.0094 |
0.0041 |
0.4% |
1.0042 |
| Range |
0.0018 |
0.0075 |
0.0057 |
316.7% |
0.0210 |
| ATR |
|
|
|
|
|
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 12-Nov-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0300 |
1.0272 |
1.0135 |
|
| R3 |
1.0225 |
1.0197 |
1.0115 |
|
| R2 |
1.0150 |
1.0150 |
1.0108 |
|
| R1 |
1.0122 |
1.0122 |
1.0101 |
1.0132 |
| PP |
1.0075 |
1.0075 |
1.0075 |
1.0080 |
| S1 |
1.0047 |
1.0047 |
1.0087 |
1.0057 |
| S2 |
1.0000 |
1.0000 |
1.0080 |
|
| S3 |
0.9925 |
0.9972 |
1.0073 |
|
| S4 |
0.9850 |
0.9897 |
1.0053 |
|
|
| Weekly Pivots for week ending 06-Nov-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0739 |
1.0600 |
1.0158 |
|
| R3 |
1.0529 |
1.0390 |
1.0100 |
|
| R2 |
1.0319 |
1.0319 |
1.0081 |
|
| R1 |
1.0180 |
1.0180 |
1.0061 |
1.0145 |
| PP |
1.0109 |
1.0109 |
1.0109 |
1.0091 |
| S1 |
0.9970 |
0.9970 |
1.0023 |
0.9935 |
| S2 |
0.9899 |
0.9899 |
1.0004 |
|
| S3 |
0.9689 |
0.9760 |
0.9984 |
|
| S4 |
0.9479 |
0.9550 |
0.9927 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0422 |
|
2.618 |
1.0299 |
|
1.618 |
1.0224 |
|
1.000 |
1.0178 |
|
0.618 |
1.0149 |
|
HIGH |
1.0103 |
|
0.618 |
1.0074 |
|
0.500 |
1.0066 |
|
0.382 |
1.0057 |
|
LOW |
1.0028 |
|
0.618 |
0.9982 |
|
1.000 |
0.9953 |
|
1.618 |
0.9907 |
|
2.618 |
0.9832 |
|
4.250 |
0.9709 |
|
|
| Fisher Pivots for day following 12-Nov-2015 |
| Pivot |
1 day |
3 day |
| R1 |
1.0085 |
1.0085 |
| PP |
1.0075 |
1.0075 |
| S1 |
1.0066 |
1.0066 |
|