CME Swiss Franc Future June 2016
| Trading Metrics calculated at close of trading on 13-Nov-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Nov-2015 |
13-Nov-2015 |
Change |
Change % |
Previous Week |
| Open |
1.0094 |
1.0034 |
-0.0060 |
-0.6% |
1.0070 |
| High |
1.0103 |
1.0097 |
-0.0006 |
-0.1% |
1.0103 |
| Low |
1.0028 |
1.0033 |
0.0005 |
0.0% |
1.0028 |
| Close |
1.0094 |
1.0034 |
-0.0060 |
-0.6% |
1.0034 |
| Range |
0.0075 |
0.0064 |
-0.0011 |
-14.7% |
0.0075 |
| ATR |
|
|
|
|
|
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 13-Nov-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0247 |
1.0204 |
1.0069 |
|
| R3 |
1.0183 |
1.0140 |
1.0052 |
|
| R2 |
1.0119 |
1.0119 |
1.0046 |
|
| R1 |
1.0076 |
1.0076 |
1.0040 |
1.0066 |
| PP |
1.0055 |
1.0055 |
1.0055 |
1.0050 |
| S1 |
1.0012 |
1.0012 |
1.0028 |
1.0002 |
| S2 |
0.9991 |
0.9991 |
1.0022 |
|
| S3 |
0.9927 |
0.9948 |
1.0016 |
|
| S4 |
0.9863 |
0.9884 |
0.9999 |
|
|
| Weekly Pivots for week ending 13-Nov-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0280 |
1.0232 |
1.0075 |
|
| R3 |
1.0205 |
1.0157 |
1.0055 |
|
| R2 |
1.0130 |
1.0130 |
1.0048 |
|
| R1 |
1.0082 |
1.0082 |
1.0041 |
1.0069 |
| PP |
1.0055 |
1.0055 |
1.0055 |
1.0048 |
| S1 |
1.0007 |
1.0007 |
1.0027 |
0.9994 |
| S2 |
0.9980 |
0.9980 |
1.0020 |
|
| S3 |
0.9905 |
0.9932 |
1.0013 |
|
| S4 |
0.9830 |
0.9857 |
0.9993 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0369 |
|
2.618 |
1.0265 |
|
1.618 |
1.0201 |
|
1.000 |
1.0161 |
|
0.618 |
1.0137 |
|
HIGH |
1.0097 |
|
0.618 |
1.0073 |
|
0.500 |
1.0065 |
|
0.382 |
1.0057 |
|
LOW |
1.0033 |
|
0.618 |
0.9993 |
|
1.000 |
0.9969 |
|
1.618 |
0.9929 |
|
2.618 |
0.9865 |
|
4.250 |
0.9761 |
|
|
| Fisher Pivots for day following 13-Nov-2015 |
| Pivot |
1 day |
3 day |
| R1 |
1.0065 |
1.0066 |
| PP |
1.0055 |
1.0055 |
| S1 |
1.0044 |
1.0045 |
|