CME Swiss Franc Future March 2016
| Trading Metrics calculated at close of trading on 11-Nov-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Nov-2015 |
11-Nov-2015 |
Change |
Change % |
Previous Week |
| Open |
1.0027 |
1.0010 |
-0.0017 |
-0.2% |
1.0184 |
| High |
1.0035 |
1.0026 |
-0.0009 |
-0.1% |
1.0216 |
| Low |
0.9971 |
0.9984 |
0.0013 |
0.1% |
0.9981 |
| Close |
0.9988 |
1.0001 |
0.0013 |
0.1% |
0.9991 |
| Range |
0.0064 |
0.0042 |
-0.0022 |
-34.4% |
0.0235 |
| ATR |
0.0083 |
0.0080 |
-0.0003 |
-3.5% |
0.0000 |
| Volume |
103 |
227 |
124 |
120.4% |
577 |
|
| Daily Pivots for day following 11-Nov-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0130 |
1.0107 |
1.0024 |
|
| R3 |
1.0088 |
1.0065 |
1.0013 |
|
| R2 |
1.0046 |
1.0046 |
1.0009 |
|
| R1 |
1.0023 |
1.0023 |
1.0005 |
1.0014 |
| PP |
1.0004 |
1.0004 |
1.0004 |
0.9999 |
| S1 |
0.9981 |
0.9981 |
0.9997 |
0.9972 |
| S2 |
0.9962 |
0.9962 |
0.9993 |
|
| S3 |
0.9920 |
0.9939 |
0.9989 |
|
| S4 |
0.9878 |
0.9897 |
0.9978 |
|
|
| 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 |
1.0127 |
0.9971 |
0.0156 |
1.6% |
0.0068 |
0.7% |
19% |
False |
False |
198 |
| 10 |
1.0216 |
0.9971 |
0.0245 |
2.4% |
0.0067 |
0.7% |
12% |
False |
False |
119 |
| 20 |
1.0607 |
0.9971 |
0.0636 |
6.4% |
0.0079 |
0.8% |
5% |
False |
False |
74 |
| 40 |
1.0607 |
0.9971 |
0.0636 |
6.4% |
0.0085 |
0.9% |
5% |
False |
False |
43 |
| 60 |
1.0820 |
0.9971 |
0.0849 |
8.5% |
0.0069 |
0.7% |
4% |
False |
False |
29 |
| 80 |
1.0820 |
0.9971 |
0.0849 |
8.5% |
0.0057 |
0.6% |
4% |
False |
False |
22 |
| 100 |
1.0930 |
0.9971 |
0.0959 |
9.6% |
0.0047 |
0.5% |
3% |
False |
False |
17 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0204 |
|
2.618 |
1.0136 |
|
1.618 |
1.0094 |
|
1.000 |
1.0068 |
|
0.618 |
1.0052 |
|
HIGH |
1.0026 |
|
0.618 |
1.0010 |
|
0.500 |
1.0005 |
|
0.382 |
1.0000 |
|
LOW |
0.9984 |
|
0.618 |
0.9958 |
|
1.000 |
0.9942 |
|
1.618 |
0.9916 |
|
2.618 |
0.9874 |
|
4.250 |
0.9806 |
|
|
| Fisher Pivots for day following 11-Nov-2015 |
| Pivot |
1 day |
3 day |
| R1 |
1.0005 |
1.0013 |
| PP |
1.0004 |
1.0009 |
| S1 |
1.0002 |
1.0005 |
|