CME Swiss Franc Future June 2016
| Trading Metrics calculated at close of trading on 03-Dec-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Dec-2015 |
03-Dec-2015 |
Change |
Change % |
Previous Week |
| Open |
0.9925 |
0.9884 |
-0.0041 |
-0.4% |
0.9920 |
| High |
0.9925 |
1.0214 |
0.0289 |
2.9% |
0.9961 |
| Low |
0.9925 |
0.9884 |
-0.0041 |
-0.4% |
0.9825 |
| Close |
0.9925 |
1.0214 |
0.0289 |
2.9% |
0.9825 |
| Range |
0.0000 |
0.0330 |
0.0330 |
|
0.0136 |
| ATR |
0.0049 |
0.0069 |
0.0020 |
40.5% |
0.0000 |
| Volume |
0 |
18 |
18 |
|
2 |
|
| Daily Pivots for day following 03-Dec-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1094 |
1.0984 |
1.0396 |
|
| R3 |
1.0764 |
1.0654 |
1.0305 |
|
| R2 |
1.0434 |
1.0434 |
1.0275 |
|
| R1 |
1.0324 |
1.0324 |
1.0244 |
1.0379 |
| PP |
1.0104 |
1.0104 |
1.0104 |
1.0132 |
| S1 |
0.9994 |
0.9994 |
1.0184 |
1.0049 |
| S2 |
0.9774 |
0.9774 |
1.0154 |
|
| S3 |
0.9444 |
0.9664 |
1.0123 |
|
| S4 |
0.9114 |
0.9334 |
1.0033 |
|
|
| 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 |
1.1617 |
|
2.618 |
1.1078 |
|
1.618 |
1.0748 |
|
1.000 |
1.0544 |
|
0.618 |
1.0418 |
|
HIGH |
1.0214 |
|
0.618 |
1.0088 |
|
0.500 |
1.0049 |
|
0.382 |
1.0010 |
|
LOW |
0.9884 |
|
0.618 |
0.9680 |
|
1.000 |
0.9554 |
|
1.618 |
0.9350 |
|
2.618 |
0.9020 |
|
4.250 |
0.8482 |
|
|
| Fisher Pivots for day following 03-Dec-2015 |
| Pivot |
1 day |
3 day |
| R1 |
1.0159 |
1.0153 |
| PP |
1.0104 |
1.0091 |
| S1 |
1.0049 |
1.0030 |
|