CME Swiss Franc Future March 2016
| Trading Metrics calculated at close of trading on 03-Nov-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Nov-2015 |
03-Nov-2015 |
Change |
Change % |
Previous Week |
| Open |
1.0184 |
1.0181 |
-0.0003 |
0.0% |
1.0296 |
| High |
1.0216 |
1.0208 |
-0.0008 |
-0.1% |
1.0305 |
| Low |
1.0161 |
1.0127 |
-0.0034 |
-0.3% |
1.0097 |
| Close |
1.0184 |
1.0148 |
-0.0036 |
-0.4% |
1.0170 |
| Range |
0.0055 |
0.0081 |
0.0026 |
47.3% |
0.0208 |
| ATR |
0.0087 |
0.0086 |
0.0000 |
-0.5% |
0.0000 |
| Volume |
31 |
47 |
16 |
51.6% |
198 |
|
| Daily Pivots for day following 03-Nov-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0404 |
1.0357 |
1.0193 |
|
| R3 |
1.0323 |
1.0276 |
1.0170 |
|
| R2 |
1.0242 |
1.0242 |
1.0163 |
|
| R1 |
1.0195 |
1.0195 |
1.0155 |
1.0178 |
| PP |
1.0161 |
1.0161 |
1.0161 |
1.0153 |
| S1 |
1.0114 |
1.0114 |
1.0141 |
1.0097 |
| S2 |
1.0080 |
1.0080 |
1.0133 |
|
| S3 |
0.9999 |
1.0033 |
1.0126 |
|
| S4 |
0.9918 |
0.9952 |
1.0103 |
|
|
| Weekly Pivots for week ending 30-Oct-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0815 |
1.0700 |
1.0284 |
|
| R3 |
1.0607 |
1.0492 |
1.0227 |
|
| R2 |
1.0399 |
1.0399 |
1.0208 |
|
| R1 |
1.0284 |
1.0284 |
1.0189 |
1.0238 |
| PP |
1.0191 |
1.0191 |
1.0191 |
1.0167 |
| S1 |
1.0076 |
1.0076 |
1.0151 |
1.0030 |
| S2 |
0.9983 |
0.9983 |
1.0132 |
|
| S3 |
0.9775 |
0.9868 |
1.0113 |
|
| S4 |
0.9567 |
0.9660 |
1.0056 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0230 |
1.0097 |
0.0133 |
1.3% |
0.0080 |
0.8% |
38% |
False |
False |
38 |
| 10 |
1.0550 |
1.0097 |
0.0453 |
4.5% |
0.0090 |
0.9% |
11% |
False |
False |
37 |
| 20 |
1.0607 |
1.0097 |
0.0510 |
5.0% |
0.0086 |
0.8% |
10% |
False |
False |
26 |
| 40 |
1.0607 |
1.0097 |
0.0510 |
5.0% |
0.0084 |
0.8% |
10% |
False |
False |
17 |
| 60 |
1.0820 |
1.0097 |
0.0723 |
7.1% |
0.0065 |
0.6% |
7% |
False |
False |
11 |
| 80 |
1.0820 |
1.0097 |
0.0723 |
7.1% |
0.0053 |
0.5% |
7% |
False |
False |
8 |
| 100 |
1.1036 |
1.0097 |
0.0939 |
9.3% |
0.0043 |
0.4% |
5% |
False |
False |
7 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0552 |
|
2.618 |
1.0420 |
|
1.618 |
1.0339 |
|
1.000 |
1.0289 |
|
0.618 |
1.0258 |
|
HIGH |
1.0208 |
|
0.618 |
1.0177 |
|
0.500 |
1.0168 |
|
0.382 |
1.0158 |
|
LOW |
1.0127 |
|
0.618 |
1.0077 |
|
1.000 |
1.0046 |
|
1.618 |
0.9996 |
|
2.618 |
0.9915 |
|
4.250 |
0.9783 |
|
|
| Fisher Pivots for day following 03-Nov-2015 |
| Pivot |
1 day |
3 day |
| R1 |
1.0168 |
1.0172 |
| PP |
1.0161 |
1.0164 |
| S1 |
1.0155 |
1.0156 |
|