CME Swiss Franc Future June 2016
| Trading Metrics calculated at close of trading on 27-Nov-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Nov-2015 |
27-Nov-2015 |
Change |
Change % |
Previous Week |
| Open |
0.9896 |
0.9850 |
-0.0046 |
-0.5% |
0.9920 |
| High |
0.9896 |
0.9851 |
-0.0045 |
-0.5% |
0.9961 |
| Low |
0.9896 |
0.9825 |
-0.0071 |
-0.7% |
0.9825 |
| Close |
0.9896 |
0.9825 |
-0.0071 |
-0.7% |
0.9825 |
| Range |
0.0000 |
0.0026 |
0.0026 |
|
0.0136 |
| ATR |
0.0052 |
0.0053 |
0.0001 |
2.7% |
0.0000 |
| Volume |
0 |
2 |
2 |
|
2 |
|
| Daily Pivots for day following 27-Nov-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9912 |
0.9894 |
0.9839 |
|
| R3 |
0.9886 |
0.9868 |
0.9832 |
|
| R2 |
0.9860 |
0.9860 |
0.9830 |
|
| R1 |
0.9842 |
0.9842 |
0.9827 |
0.9838 |
| PP |
0.9834 |
0.9834 |
0.9834 |
0.9832 |
| S1 |
0.9816 |
0.9816 |
0.9823 |
0.9812 |
| S2 |
0.9808 |
0.9808 |
0.9820 |
|
| S3 |
0.9782 |
0.9790 |
0.9818 |
|
| S4 |
0.9756 |
0.9764 |
0.9811 |
|
|
| Weekly Pivots for week ending 27-Nov-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0278 |
1.0188 |
0.9900 |
|
| R3 |
1.0142 |
1.0052 |
0.9862 |
|
| R2 |
1.0006 |
1.0006 |
0.9850 |
|
| R1 |
0.9916 |
0.9916 |
0.9837 |
0.9893 |
| PP |
0.9870 |
0.9870 |
0.9870 |
0.9859 |
| S1 |
0.9780 |
0.9780 |
0.9813 |
0.9757 |
| S2 |
0.9734 |
0.9734 |
0.9800 |
|
| S3 |
0.9598 |
0.9644 |
0.9788 |
|
| S4 |
0.9462 |
0.9508 |
0.9750 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9961 |
|
2.618 |
0.9919 |
|
1.618 |
0.9893 |
|
1.000 |
0.9877 |
|
0.618 |
0.9867 |
|
HIGH |
0.9851 |
|
0.618 |
0.9841 |
|
0.500 |
0.9838 |
|
0.382 |
0.9835 |
|
LOW |
0.9825 |
|
0.618 |
0.9809 |
|
1.000 |
0.9799 |
|
1.618 |
0.9783 |
|
2.618 |
0.9757 |
|
4.250 |
0.9715 |
|
|
| Fisher Pivots for day following 27-Nov-2015 |
| Pivot |
1 day |
3 day |
| R1 |
0.9838 |
0.9893 |
| PP |
0.9834 |
0.9870 |
| S1 |
0.9829 |
0.9848 |
|