CME Swiss Franc Future March 2016
Trading Metrics calculated at close of trading on 12-Nov-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Nov-2015 |
12-Nov-2015 |
Change |
Change % |
Previous Week |
Open |
1.0010 |
1.0018 |
0.0008 |
0.1% |
1.0184 |
High |
1.0026 |
1.0063 |
0.0037 |
0.4% |
1.0216 |
Low |
0.9984 |
0.9970 |
-0.0014 |
-0.1% |
0.9981 |
Close |
1.0001 |
1.0041 |
0.0040 |
0.4% |
0.9991 |
Range |
0.0042 |
0.0093 |
0.0051 |
121.4% |
0.0235 |
ATR |
0.0080 |
0.0081 |
0.0001 |
1.2% |
0.0000 |
Volume |
227 |
127 |
-100 |
-44.1% |
577 |
|
Daily Pivots for day following 12-Nov-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.0304 |
1.0265 |
1.0092 |
|
R3 |
1.0211 |
1.0172 |
1.0067 |
|
R2 |
1.0118 |
1.0118 |
1.0058 |
|
R1 |
1.0079 |
1.0079 |
1.0050 |
1.0099 |
PP |
1.0025 |
1.0025 |
1.0025 |
1.0034 |
S1 |
0.9986 |
0.9986 |
1.0032 |
1.0006 |
S2 |
0.9932 |
0.9932 |
1.0024 |
|
S3 |
0.9839 |
0.9893 |
1.0015 |
|
S4 |
0.9746 |
0.9800 |
0.9990 |
|
|
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 |
1.0106 |
0.9970 |
0.0136 |
1.4% |
0.0075 |
0.8% |
52% |
False |
True |
208 |
10 |
1.0216 |
0.9970 |
0.0246 |
2.4% |
0.0070 |
0.7% |
29% |
False |
True |
126 |
20 |
1.0589 |
0.9970 |
0.0619 |
6.2% |
0.0080 |
0.8% |
11% |
False |
True |
79 |
40 |
1.0607 |
0.9970 |
0.0637 |
6.3% |
0.0084 |
0.8% |
11% |
False |
True |
45 |
60 |
1.0820 |
0.9970 |
0.0850 |
8.5% |
0.0071 |
0.7% |
8% |
False |
True |
31 |
80 |
1.0820 |
0.9970 |
0.0850 |
8.5% |
0.0059 |
0.6% |
8% |
False |
True |
23 |
100 |
1.0930 |
0.9970 |
0.0960 |
9.6% |
0.0048 |
0.5% |
7% |
False |
True |
18 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.0458 |
2.618 |
1.0306 |
1.618 |
1.0213 |
1.000 |
1.0156 |
0.618 |
1.0120 |
HIGH |
1.0063 |
0.618 |
1.0027 |
0.500 |
1.0017 |
0.382 |
1.0006 |
LOW |
0.9970 |
0.618 |
0.9913 |
1.000 |
0.9877 |
1.618 |
0.9820 |
2.618 |
0.9727 |
4.250 |
0.9575 |
|
|
Fisher Pivots for day following 12-Nov-2015 |
Pivot |
1 day |
3 day |
R1 |
1.0033 |
1.0033 |
PP |
1.0025 |
1.0025 |
S1 |
1.0017 |
1.0017 |
|