CME Swiss Franc Future March 2016
| Trading Metrics calculated at close of trading on 09-Nov-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Nov-2015 |
09-Nov-2015 |
Change |
Change % |
Previous Week |
| Open |
1.0096 |
1.0006 |
-0.0090 |
-0.9% |
1.0184 |
| High |
1.0106 |
1.0054 |
-0.0052 |
-0.5% |
1.0216 |
| Low |
0.9981 |
1.0001 |
0.0020 |
0.2% |
0.9981 |
| Close |
0.9991 |
1.0025 |
0.0034 |
0.3% |
0.9991 |
| Range |
0.0125 |
0.0053 |
-0.0072 |
-57.6% |
0.0235 |
| ATR |
0.0086 |
0.0084 |
-0.0002 |
-1.9% |
0.0000 |
| Volume |
361 |
224 |
-137 |
-38.0% |
577 |
|
| Daily Pivots for day following 09-Nov-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0186 |
1.0158 |
1.0054 |
|
| R3 |
1.0133 |
1.0105 |
1.0040 |
|
| R2 |
1.0080 |
1.0080 |
1.0035 |
|
| R1 |
1.0052 |
1.0052 |
1.0030 |
1.0066 |
| PP |
1.0027 |
1.0027 |
1.0027 |
1.0034 |
| S1 |
0.9999 |
0.9999 |
1.0020 |
1.0013 |
| S2 |
0.9974 |
0.9974 |
1.0015 |
|
| S3 |
0.9921 |
0.9946 |
1.0010 |
|
| S4 |
0.9868 |
0.9893 |
0.9996 |
|
|
| Weekly Pivots for week ending 06-Nov-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0768 |
1.0614 |
1.0120 |
|
| R3 |
1.0533 |
1.0379 |
1.0056 |
|
| R2 |
1.0298 |
1.0298 |
1.0034 |
|
| R1 |
1.0144 |
1.0144 |
1.0013 |
1.0104 |
| PP |
1.0063 |
1.0063 |
1.0063 |
1.0042 |
| S1 |
0.9909 |
0.9909 |
0.9969 |
0.9869 |
| S2 |
0.9828 |
0.9828 |
0.9948 |
|
| S3 |
0.9593 |
0.9674 |
0.9926 |
|
| S4 |
0.9358 |
0.9439 |
0.9862 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0208 |
0.9981 |
0.0227 |
2.3% |
0.0076 |
0.8% |
19% |
False |
False |
154 |
| 10 |
1.0250 |
0.9981 |
0.0269 |
2.7% |
0.0077 |
0.8% |
16% |
False |
False |
95 |
| 20 |
1.0607 |
0.9981 |
0.0626 |
6.2% |
0.0084 |
0.8% |
7% |
False |
False |
58 |
| 40 |
1.0607 |
0.9981 |
0.0626 |
6.2% |
0.0087 |
0.9% |
7% |
False |
False |
35 |
| 60 |
1.0820 |
0.9981 |
0.0839 |
8.4% |
0.0067 |
0.7% |
5% |
False |
False |
23 |
| 80 |
1.0820 |
0.9981 |
0.0839 |
8.4% |
0.0056 |
0.6% |
5% |
False |
False |
17 |
| 100 |
1.1036 |
0.9981 |
0.1055 |
10.5% |
0.0046 |
0.5% |
4% |
False |
False |
14 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0279 |
|
2.618 |
1.0193 |
|
1.618 |
1.0140 |
|
1.000 |
1.0107 |
|
0.618 |
1.0087 |
|
HIGH |
1.0054 |
|
0.618 |
1.0034 |
|
0.500 |
1.0028 |
|
0.382 |
1.0021 |
|
LOW |
1.0001 |
|
0.618 |
0.9968 |
|
1.000 |
0.9948 |
|
1.618 |
0.9915 |
|
2.618 |
0.9862 |
|
4.250 |
0.9776 |
|
|
| Fisher Pivots for day following 09-Nov-2015 |
| Pivot |
1 day |
3 day |
| R1 |
1.0028 |
1.0054 |
| PP |
1.0027 |
1.0044 |
| S1 |
1.0026 |
1.0035 |
|