CME Swiss Franc Future June 2016
| Trading Metrics calculated at close of trading on 17-Nov-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Nov-2015 |
17-Nov-2015 |
Change |
Change % |
Previous Week |
| Open |
1.0008 |
0.9941 |
-0.0067 |
-0.7% |
1.0070 |
| High |
1.0055 |
0.9963 |
-0.0092 |
-0.9% |
1.0103 |
| Low |
1.0008 |
0.9941 |
-0.0067 |
-0.7% |
1.0028 |
| Close |
1.0008 |
0.9963 |
-0.0045 |
-0.4% |
1.0034 |
| Range |
0.0047 |
0.0022 |
-0.0025 |
-53.2% |
0.0075 |
| ATR |
0.0000 |
0.0052 |
0.0052 |
|
0.0000 |
| Volume |
0 |
1 |
1 |
|
1 |
|
| Daily Pivots for day following 17-Nov-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0022 |
1.0014 |
0.9975 |
|
| R3 |
1.0000 |
0.9992 |
0.9969 |
|
| R2 |
0.9978 |
0.9978 |
0.9967 |
|
| R1 |
0.9970 |
0.9970 |
0.9965 |
0.9974 |
| PP |
0.9956 |
0.9956 |
0.9956 |
0.9958 |
| S1 |
0.9948 |
0.9948 |
0.9961 |
0.9952 |
| S2 |
0.9934 |
0.9934 |
0.9959 |
|
| S3 |
0.9912 |
0.9926 |
0.9957 |
|
| S4 |
0.9890 |
0.9904 |
0.9951 |
|
|
| 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 |
1.0057 |
|
2.618 |
1.0021 |
|
1.618 |
0.9999 |
|
1.000 |
0.9985 |
|
0.618 |
0.9977 |
|
HIGH |
0.9963 |
|
0.618 |
0.9955 |
|
0.500 |
0.9952 |
|
0.382 |
0.9949 |
|
LOW |
0.9941 |
|
0.618 |
0.9927 |
|
1.000 |
0.9919 |
|
1.618 |
0.9905 |
|
2.618 |
0.9883 |
|
4.250 |
0.9848 |
|
|
| Fisher Pivots for day following 17-Nov-2015 |
| Pivot |
1 day |
3 day |
| R1 |
0.9959 |
1.0019 |
| PP |
0.9956 |
1.0000 |
| S1 |
0.9952 |
0.9982 |
|