CME Swiss Franc Future March 2016
| Trading Metrics calculated at close of trading on 23-Nov-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Nov-2015 |
23-Nov-2015 |
Change |
Change % |
Previous Week |
| Open |
0.9925 |
0.9865 |
-0.0060 |
-0.6% |
0.9980 |
| High |
0.9929 |
0.9880 |
-0.0049 |
-0.5% |
1.0010 |
| Low |
0.9865 |
0.9850 |
-0.0015 |
-0.2% |
0.9842 |
| Close |
0.9873 |
0.9867 |
-0.0006 |
-0.1% |
0.9873 |
| Range |
0.0064 |
0.0030 |
-0.0034 |
-53.1% |
0.0168 |
| ATR |
0.0078 |
0.0075 |
-0.0003 |
-4.4% |
0.0000 |
| Volume |
151 |
103 |
-48 |
-31.8% |
908 |
|
| Daily Pivots for day following 23-Nov-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9956 |
0.9941 |
0.9884 |
|
| R3 |
0.9926 |
0.9911 |
0.9875 |
|
| R2 |
0.9896 |
0.9896 |
0.9873 |
|
| R1 |
0.9881 |
0.9881 |
0.9870 |
0.9889 |
| PP |
0.9866 |
0.9866 |
0.9866 |
0.9869 |
| S1 |
0.9851 |
0.9851 |
0.9864 |
0.9859 |
| S2 |
0.9836 |
0.9836 |
0.9862 |
|
| S3 |
0.9806 |
0.9821 |
0.9859 |
|
| S4 |
0.9776 |
0.9791 |
0.9851 |
|
|
| Weekly Pivots for week ending 20-Nov-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0412 |
1.0311 |
0.9965 |
|
| R3 |
1.0244 |
1.0143 |
0.9919 |
|
| R2 |
1.0076 |
1.0076 |
0.9904 |
|
| R1 |
0.9975 |
0.9975 |
0.9888 |
0.9942 |
| PP |
0.9908 |
0.9908 |
0.9908 |
0.9892 |
| S1 |
0.9807 |
0.9807 |
0.9858 |
0.9774 |
| S2 |
0.9740 |
0.9740 |
0.9842 |
|
| S3 |
0.9572 |
0.9639 |
0.9827 |
|
| S4 |
0.9404 |
0.9471 |
0.9781 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.9962 |
0.9842 |
0.0120 |
1.2% |
0.0066 |
0.7% |
21% |
False |
False |
158 |
| 10 |
1.0063 |
0.9842 |
0.0221 |
2.2% |
0.0068 |
0.7% |
11% |
False |
False |
161 |
| 20 |
1.0250 |
0.9842 |
0.0408 |
4.1% |
0.0072 |
0.7% |
6% |
False |
False |
128 |
| 40 |
1.0607 |
0.9842 |
0.0765 |
7.8% |
0.0080 |
0.8% |
3% |
False |
False |
74 |
| 60 |
1.0607 |
0.9842 |
0.0765 |
7.8% |
0.0076 |
0.8% |
3% |
False |
False |
50 |
| 80 |
1.0820 |
0.9842 |
0.0978 |
9.9% |
0.0062 |
0.6% |
3% |
False |
False |
38 |
| 100 |
1.0820 |
0.9842 |
0.0978 |
9.9% |
0.0053 |
0.5% |
3% |
False |
False |
30 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0007 |
|
2.618 |
0.9959 |
|
1.618 |
0.9929 |
|
1.000 |
0.9910 |
|
0.618 |
0.9899 |
|
HIGH |
0.9880 |
|
0.618 |
0.9869 |
|
0.500 |
0.9865 |
|
0.382 |
0.9861 |
|
LOW |
0.9850 |
|
0.618 |
0.9831 |
|
1.000 |
0.9820 |
|
1.618 |
0.9801 |
|
2.618 |
0.9771 |
|
4.250 |
0.9723 |
|
|
| Fisher Pivots for day following 23-Nov-2015 |
| Pivot |
1 day |
3 day |
| R1 |
0.9866 |
0.9892 |
| PP |
0.9866 |
0.9883 |
| S1 |
0.9865 |
0.9875 |
|