CME Swiss Franc Future June 2016
| Trading Metrics calculated at close of trading on 16-Nov-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Nov-2015 |
16-Nov-2015 |
Change |
Change % |
Previous Week |
| Open |
1.0034 |
1.0008 |
-0.0026 |
-0.3% |
1.0070 |
| High |
1.0097 |
1.0055 |
-0.0042 |
-0.4% |
1.0103 |
| Low |
1.0033 |
1.0008 |
-0.0025 |
-0.2% |
1.0028 |
| Close |
1.0034 |
1.0008 |
-0.0026 |
-0.3% |
1.0034 |
| Range |
0.0064 |
0.0047 |
-0.0017 |
-26.6% |
0.0075 |
| ATR |
|
|
|
|
|
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 16-Nov-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0165 |
1.0133 |
1.0034 |
|
| R3 |
1.0118 |
1.0086 |
1.0021 |
|
| R2 |
1.0071 |
1.0071 |
1.0017 |
|
| R1 |
1.0039 |
1.0039 |
1.0012 |
1.0032 |
| PP |
1.0024 |
1.0024 |
1.0024 |
1.0020 |
| S1 |
0.9992 |
0.9992 |
1.0004 |
0.9985 |
| S2 |
0.9977 |
0.9977 |
0.9999 |
|
| S3 |
0.9930 |
0.9945 |
0.9995 |
|
| S4 |
0.9883 |
0.9898 |
0.9982 |
|
|
| 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 |
1.0255 |
|
2.618 |
1.0178 |
|
1.618 |
1.0131 |
|
1.000 |
1.0102 |
|
0.618 |
1.0084 |
|
HIGH |
1.0055 |
|
0.618 |
1.0037 |
|
0.500 |
1.0032 |
|
0.382 |
1.0026 |
|
LOW |
1.0008 |
|
0.618 |
0.9979 |
|
1.000 |
0.9961 |
|
1.618 |
0.9932 |
|
2.618 |
0.9885 |
|
4.250 |
0.9808 |
|
|
| Fisher Pivots for day following 16-Nov-2015 |
| Pivot |
1 day |
3 day |
| R1 |
1.0032 |
1.0056 |
| PP |
1.0024 |
1.0040 |
| S1 |
1.0016 |
1.0024 |
|