CME Swiss Franc Future March 2016
| Trading Metrics calculated at close of trading on 18-Nov-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Nov-2015 |
18-Nov-2015 |
Change |
Change % |
Previous Week |
| Open |
0.9961 |
0.9913 |
-0.0048 |
-0.5% |
1.0006 |
| High |
0.9962 |
0.9931 |
-0.0031 |
-0.3% |
1.0063 |
| Low |
0.9890 |
0.9842 |
-0.0048 |
-0.5% |
0.9963 |
| Close |
0.9910 |
0.9860 |
-0.0050 |
-0.5% |
0.9982 |
| Range |
0.0072 |
0.0089 |
0.0017 |
23.6% |
0.0100 |
| ATR |
0.0079 |
0.0080 |
0.0001 |
0.9% |
0.0000 |
| Volume |
112 |
280 |
168 |
150.0% |
831 |
|
| Daily Pivots for day following 18-Nov-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0145 |
1.0091 |
0.9909 |
|
| R3 |
1.0056 |
1.0002 |
0.9884 |
|
| R2 |
0.9967 |
0.9967 |
0.9876 |
|
| R1 |
0.9913 |
0.9913 |
0.9868 |
0.9896 |
| PP |
0.9878 |
0.9878 |
0.9878 |
0.9869 |
| S1 |
0.9824 |
0.9824 |
0.9852 |
0.9807 |
| S2 |
0.9789 |
0.9789 |
0.9844 |
|
| S3 |
0.9700 |
0.9735 |
0.9836 |
|
| S4 |
0.9611 |
0.9646 |
0.9811 |
|
|
| 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 |
0.9842 |
0.0221 |
2.2% |
0.0081 |
0.8% |
8% |
False |
True |
177 |
| 10 |
1.0127 |
0.9842 |
0.0285 |
2.9% |
0.0075 |
0.8% |
6% |
False |
True |
187 |
| 20 |
1.0492 |
0.9842 |
0.0650 |
6.6% |
0.0081 |
0.8% |
3% |
False |
True |
115 |
| 40 |
1.0607 |
0.9842 |
0.0765 |
7.8% |
0.0084 |
0.8% |
2% |
False |
True |
64 |
| 60 |
1.0607 |
0.9842 |
0.0765 |
7.8% |
0.0075 |
0.8% |
2% |
False |
True |
44 |
| 80 |
1.0820 |
0.9842 |
0.0978 |
9.9% |
0.0061 |
0.6% |
2% |
False |
True |
33 |
| 100 |
1.0820 |
0.9842 |
0.0978 |
9.9% |
0.0051 |
0.5% |
2% |
False |
True |
26 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0309 |
|
2.618 |
1.0164 |
|
1.618 |
1.0075 |
|
1.000 |
1.0020 |
|
0.618 |
0.9986 |
|
HIGH |
0.9931 |
|
0.618 |
0.9897 |
|
0.500 |
0.9887 |
|
0.382 |
0.9876 |
|
LOW |
0.9842 |
|
0.618 |
0.9787 |
|
1.000 |
0.9753 |
|
1.618 |
0.9698 |
|
2.618 |
0.9609 |
|
4.250 |
0.9464 |
|
|
| Fisher Pivots for day following 18-Nov-2015 |
| Pivot |
1 day |
3 day |
| R1 |
0.9887 |
0.9926 |
| PP |
0.9878 |
0.9904 |
| S1 |
0.9869 |
0.9882 |
|