CME Swiss Franc Future June 2016
| Trading Metrics calculated at close of trading on 18-Nov-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Nov-2015 |
18-Nov-2015 |
Change |
Change % |
Previous Week |
| Open |
0.9941 |
0.9976 |
0.0035 |
0.4% |
1.0070 |
| High |
0.9963 |
0.9976 |
0.0013 |
0.1% |
1.0103 |
| Low |
0.9941 |
0.9913 |
-0.0028 |
-0.3% |
1.0028 |
| Close |
0.9963 |
0.9913 |
-0.0050 |
-0.5% |
1.0034 |
| Range |
0.0022 |
0.0063 |
0.0041 |
186.4% |
0.0075 |
| ATR |
0.0052 |
0.0053 |
0.0001 |
1.5% |
0.0000 |
| Volume |
1 |
2 |
1 |
100.0% |
1 |
|
| Daily Pivots for day following 18-Nov-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0123 |
1.0081 |
0.9948 |
|
| R3 |
1.0060 |
1.0018 |
0.9930 |
|
| R2 |
0.9997 |
0.9997 |
0.9925 |
|
| R1 |
0.9955 |
0.9955 |
0.9919 |
0.9945 |
| PP |
0.9934 |
0.9934 |
0.9934 |
0.9929 |
| S1 |
0.9892 |
0.9892 |
0.9907 |
0.9882 |
| S2 |
0.9871 |
0.9871 |
0.9901 |
|
| S3 |
0.9808 |
0.9829 |
0.9896 |
|
| S4 |
0.9745 |
0.9766 |
0.9878 |
|
|
| 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 |
1.0244 |
|
2.618 |
1.0141 |
|
1.618 |
1.0078 |
|
1.000 |
1.0039 |
|
0.618 |
1.0015 |
|
HIGH |
0.9976 |
|
0.618 |
0.9952 |
|
0.500 |
0.9945 |
|
0.382 |
0.9937 |
|
LOW |
0.9913 |
|
0.618 |
0.9874 |
|
1.000 |
0.9850 |
|
1.618 |
0.9811 |
|
2.618 |
0.9748 |
|
4.250 |
0.9645 |
|
|
| Fisher Pivots for day following 18-Nov-2015 |
| Pivot |
1 day |
3 day |
| R1 |
0.9945 |
0.9984 |
| PP |
0.9934 |
0.9960 |
| S1 |
0.9924 |
0.9937 |
|