CME Swiss Franc Future March 2016
| Trading Metrics calculated at close of trading on 16-Nov-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Nov-2015 |
16-Nov-2015 |
Change |
Change % |
Previous Week |
| Open |
1.0050 |
0.9980 |
-0.0070 |
-0.7% |
1.0006 |
| High |
1.0054 |
1.0010 |
-0.0044 |
-0.4% |
1.0063 |
| Low |
0.9963 |
0.9948 |
-0.0015 |
-0.2% |
0.9963 |
| Close |
0.9982 |
0.9956 |
-0.0026 |
-0.3% |
0.9982 |
| Range |
0.0091 |
0.0062 |
-0.0029 |
-31.9% |
0.0100 |
| ATR |
0.0081 |
0.0080 |
-0.0001 |
-1.7% |
0.0000 |
| Volume |
150 |
218 |
68 |
45.3% |
831 |
|
| Daily Pivots for day following 16-Nov-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0157 |
1.0119 |
0.9990 |
|
| R3 |
1.0095 |
1.0057 |
0.9973 |
|
| R2 |
1.0033 |
1.0033 |
0.9967 |
|
| R1 |
0.9995 |
0.9995 |
0.9962 |
0.9983 |
| PP |
0.9971 |
0.9971 |
0.9971 |
0.9966 |
| S1 |
0.9933 |
0.9933 |
0.9950 |
0.9921 |
| S2 |
0.9909 |
0.9909 |
0.9945 |
|
| S3 |
0.9847 |
0.9871 |
0.9939 |
|
| S4 |
0.9785 |
0.9809 |
0.9922 |
|
|
| 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 |
0.9948 |
0.0115 |
1.2% |
0.0070 |
0.7% |
7% |
False |
True |
165 |
| 10 |
1.0208 |
0.9948 |
0.0260 |
2.6% |
0.0073 |
0.7% |
3% |
False |
True |
159 |
| 20 |
1.0589 |
0.9948 |
0.0641 |
6.4% |
0.0082 |
0.8% |
1% |
False |
True |
96 |
| 40 |
1.0607 |
0.9948 |
0.0659 |
6.6% |
0.0081 |
0.8% |
1% |
False |
True |
54 |
| 60 |
1.0820 |
0.9948 |
0.0872 |
8.8% |
0.0073 |
0.7% |
1% |
False |
True |
37 |
| 80 |
1.0820 |
0.9948 |
0.0872 |
8.8% |
0.0061 |
0.6% |
1% |
False |
True |
28 |
| 100 |
1.0930 |
0.9948 |
0.0982 |
9.9% |
0.0050 |
0.5% |
1% |
False |
True |
22 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0274 |
|
2.618 |
1.0172 |
|
1.618 |
1.0110 |
|
1.000 |
1.0072 |
|
0.618 |
1.0048 |
|
HIGH |
1.0010 |
|
0.618 |
0.9986 |
|
0.500 |
0.9979 |
|
0.382 |
0.9972 |
|
LOW |
0.9948 |
|
0.618 |
0.9910 |
|
1.000 |
0.9886 |
|
1.618 |
0.9848 |
|
2.618 |
0.9786 |
|
4.250 |
0.9685 |
|
|
| Fisher Pivots for day following 16-Nov-2015 |
| Pivot |
1 day |
3 day |
| R1 |
0.9979 |
1.0006 |
| PP |
0.9971 |
0.9989 |
| S1 |
0.9964 |
0.9973 |
|