CME Swiss Franc Future March 2016
| Trading Metrics calculated at close of trading on 17-Nov-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Nov-2015 |
17-Nov-2015 |
Change |
Change % |
Previous Week |
| Open |
0.9980 |
0.9961 |
-0.0019 |
-0.2% |
1.0006 |
| High |
1.0010 |
0.9962 |
-0.0048 |
-0.5% |
1.0063 |
| Low |
0.9948 |
0.9890 |
-0.0058 |
-0.6% |
0.9963 |
| Close |
0.9956 |
0.9910 |
-0.0046 |
-0.5% |
0.9982 |
| Range |
0.0062 |
0.0072 |
0.0010 |
16.1% |
0.0100 |
| ATR |
0.0080 |
0.0079 |
-0.0001 |
-0.7% |
0.0000 |
| Volume |
218 |
112 |
-106 |
-48.6% |
831 |
|
| Daily Pivots for day following 17-Nov-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0137 |
1.0095 |
0.9950 |
|
| R3 |
1.0065 |
1.0023 |
0.9930 |
|
| R2 |
0.9993 |
0.9993 |
0.9923 |
|
| R1 |
0.9951 |
0.9951 |
0.9917 |
0.9936 |
| PP |
0.9921 |
0.9921 |
0.9921 |
0.9913 |
| S1 |
0.9879 |
0.9879 |
0.9903 |
0.9864 |
| S2 |
0.9849 |
0.9849 |
0.9897 |
|
| S3 |
0.9777 |
0.9807 |
0.9890 |
|
| S4 |
0.9705 |
0.9735 |
0.9870 |
|
|
| 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 |
0.9890 |
0.0173 |
1.7% |
0.0072 |
0.7% |
12% |
False |
True |
166 |
| 10 |
1.0165 |
0.9890 |
0.0275 |
2.8% |
0.0072 |
0.7% |
7% |
False |
True |
166 |
| 20 |
1.0550 |
0.9890 |
0.0660 |
6.7% |
0.0081 |
0.8% |
3% |
False |
True |
101 |
| 40 |
1.0607 |
0.9890 |
0.0717 |
7.2% |
0.0083 |
0.8% |
3% |
False |
True |
57 |
| 60 |
1.0681 |
0.9890 |
0.0791 |
8.0% |
0.0074 |
0.7% |
3% |
False |
True |
39 |
| 80 |
1.0820 |
0.9890 |
0.0930 |
9.4% |
0.0061 |
0.6% |
2% |
False |
True |
29 |
| 100 |
1.0930 |
0.9890 |
0.1040 |
10.5% |
0.0050 |
0.5% |
2% |
False |
True |
23 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0268 |
|
2.618 |
1.0150 |
|
1.618 |
1.0078 |
|
1.000 |
1.0034 |
|
0.618 |
1.0006 |
|
HIGH |
0.9962 |
|
0.618 |
0.9934 |
|
0.500 |
0.9926 |
|
0.382 |
0.9918 |
|
LOW |
0.9890 |
|
0.618 |
0.9846 |
|
1.000 |
0.9818 |
|
1.618 |
0.9774 |
|
2.618 |
0.9702 |
|
4.250 |
0.9584 |
|
|
| Fisher Pivots for day following 17-Nov-2015 |
| Pivot |
1 day |
3 day |
| R1 |
0.9926 |
0.9972 |
| PP |
0.9921 |
0.9951 |
| S1 |
0.9915 |
0.9931 |
|