CME Swiss Franc Future March 2016
| Trading Metrics calculated at close of trading on 13-Nov-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Nov-2015 |
13-Nov-2015 |
Change |
Change % |
Previous Week |
| Open |
1.0018 |
1.0050 |
0.0032 |
0.3% |
1.0006 |
| High |
1.0063 |
1.0054 |
-0.0009 |
-0.1% |
1.0063 |
| Low |
0.9970 |
0.9963 |
-0.0007 |
-0.1% |
0.9963 |
| Close |
1.0041 |
0.9982 |
-0.0059 |
-0.6% |
0.9982 |
| Range |
0.0093 |
0.0091 |
-0.0002 |
-2.2% |
0.0100 |
| ATR |
0.0081 |
0.0081 |
0.0001 |
0.9% |
0.0000 |
| Volume |
127 |
150 |
23 |
18.1% |
831 |
|
| Daily Pivots for day following 13-Nov-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0273 |
1.0218 |
1.0032 |
|
| R3 |
1.0182 |
1.0127 |
1.0007 |
|
| R2 |
1.0091 |
1.0091 |
0.9999 |
|
| R1 |
1.0036 |
1.0036 |
0.9990 |
1.0018 |
| PP |
1.0000 |
1.0000 |
1.0000 |
0.9991 |
| S1 |
0.9945 |
0.9945 |
0.9974 |
0.9927 |
| S2 |
0.9909 |
0.9909 |
0.9965 |
|
| S3 |
0.9818 |
0.9854 |
0.9957 |
|
| S4 |
0.9727 |
0.9763 |
0.9932 |
|
|
| Weekly Pivots for week ending 13-Nov-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0303 |
1.0242 |
1.0037 |
|
| R3 |
1.0203 |
1.0142 |
1.0010 |
|
| R2 |
1.0103 |
1.0103 |
1.0000 |
|
| R1 |
1.0042 |
1.0042 |
0.9991 |
1.0023 |
| PP |
1.0003 |
1.0003 |
1.0003 |
0.9993 |
| S1 |
0.9942 |
0.9942 |
0.9973 |
0.9923 |
| S2 |
0.9903 |
0.9903 |
0.9964 |
|
| S3 |
0.9803 |
0.9842 |
0.9955 |
|
| S4 |
0.9703 |
0.9742 |
0.9927 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0063 |
0.9963 |
0.0100 |
1.0% |
0.0069 |
0.7% |
19% |
False |
True |
166 |
| 10 |
1.0216 |
0.9963 |
0.0253 |
2.5% |
0.0072 |
0.7% |
8% |
False |
True |
140 |
| 20 |
1.0589 |
0.9963 |
0.0626 |
6.3% |
0.0081 |
0.8% |
3% |
False |
True |
86 |
| 40 |
1.0607 |
0.9963 |
0.0644 |
6.5% |
0.0082 |
0.8% |
3% |
False |
True |
49 |
| 60 |
1.0820 |
0.9963 |
0.0857 |
8.6% |
0.0072 |
0.7% |
2% |
False |
True |
33 |
| 80 |
1.0820 |
0.9963 |
0.0857 |
8.6% |
0.0060 |
0.6% |
2% |
False |
True |
25 |
| 100 |
1.0930 |
0.9963 |
0.0967 |
9.7% |
0.0049 |
0.5% |
2% |
False |
True |
20 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0441 |
|
2.618 |
1.0292 |
|
1.618 |
1.0201 |
|
1.000 |
1.0145 |
|
0.618 |
1.0110 |
|
HIGH |
1.0054 |
|
0.618 |
1.0019 |
|
0.500 |
1.0009 |
|
0.382 |
0.9998 |
|
LOW |
0.9963 |
|
0.618 |
0.9907 |
|
1.000 |
0.9872 |
|
1.618 |
0.9816 |
|
2.618 |
0.9725 |
|
4.250 |
0.9576 |
|
|
| Fisher Pivots for day following 13-Nov-2015 |
| Pivot |
1 day |
3 day |
| R1 |
1.0009 |
1.0013 |
| PP |
1.0000 |
1.0003 |
| S1 |
0.9991 |
0.9992 |
|