CME Swiss Franc Future June 2016
| Trading Metrics calculated at close of trading on 20-Nov-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Nov-2015 |
20-Nov-2015 |
Change |
Change % |
Previous Week |
| Open |
0.9935 |
0.9976 |
0.0041 |
0.4% |
1.0008 |
| High |
0.9980 |
0.9976 |
-0.0004 |
0.0% |
1.0055 |
| Low |
0.9899 |
0.9925 |
0.0026 |
0.3% |
0.9899 |
| Close |
0.9980 |
0.9925 |
-0.0055 |
-0.6% |
0.9925 |
| Range |
0.0081 |
0.0051 |
-0.0030 |
-37.0% |
0.0156 |
| ATR |
0.0055 |
0.0055 |
0.0000 |
0.0% |
0.0000 |
| Volume |
17 |
5 |
-12 |
-70.6% |
25 |
|
| Daily Pivots for day following 20-Nov-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0095 |
1.0061 |
0.9953 |
|
| R3 |
1.0044 |
1.0010 |
0.9939 |
|
| R2 |
0.9993 |
0.9993 |
0.9934 |
|
| R1 |
0.9959 |
0.9959 |
0.9930 |
0.9951 |
| PP |
0.9942 |
0.9942 |
0.9942 |
0.9938 |
| S1 |
0.9908 |
0.9908 |
0.9920 |
0.9900 |
| S2 |
0.9891 |
0.9891 |
0.9916 |
|
| S3 |
0.9840 |
0.9857 |
0.9911 |
|
| S4 |
0.9789 |
0.9806 |
0.9897 |
|
|
| Weekly Pivots for week ending 20-Nov-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0428 |
1.0332 |
1.0011 |
|
| R3 |
1.0272 |
1.0176 |
0.9968 |
|
| R2 |
1.0116 |
1.0116 |
0.9954 |
|
| R1 |
1.0020 |
1.0020 |
0.9939 |
0.9990 |
| PP |
0.9960 |
0.9960 |
0.9960 |
0.9945 |
| S1 |
0.9864 |
0.9864 |
0.9911 |
0.9834 |
| S2 |
0.9804 |
0.9804 |
0.9896 |
|
| S3 |
0.9648 |
0.9708 |
0.9882 |
|
| S4 |
0.9492 |
0.9552 |
0.9839 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0193 |
|
2.618 |
1.0110 |
|
1.618 |
1.0059 |
|
1.000 |
1.0027 |
|
0.618 |
1.0008 |
|
HIGH |
0.9976 |
|
0.618 |
0.9957 |
|
0.500 |
0.9951 |
|
0.382 |
0.9944 |
|
LOW |
0.9925 |
|
0.618 |
0.9893 |
|
1.000 |
0.9874 |
|
1.618 |
0.9842 |
|
2.618 |
0.9791 |
|
4.250 |
0.9708 |
|
|
| Fisher Pivots for day following 20-Nov-2015 |
| Pivot |
1 day |
3 day |
| R1 |
0.9951 |
0.9940 |
| PP |
0.9942 |
0.9935 |
| S1 |
0.9934 |
0.9930 |
|