CME Swiss Franc Future March 2016
Trading Metrics calculated at close of trading on 24-Nov-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Nov-2015 |
24-Nov-2015 |
Change |
Change % |
Previous Week |
Open |
0.9865 |
0.9879 |
0.0014 |
0.1% |
0.9980 |
High |
0.9880 |
0.9909 |
0.0029 |
0.3% |
1.0010 |
Low |
0.9850 |
0.9871 |
0.0021 |
0.2% |
0.9842 |
Close |
0.9867 |
0.9909 |
0.0042 |
0.4% |
0.9873 |
Range |
0.0030 |
0.0038 |
0.0008 |
26.7% |
0.0168 |
ATR |
0.0075 |
0.0073 |
-0.0002 |
-3.1% |
0.0000 |
Volume |
103 |
170 |
67 |
65.0% |
908 |
|
Daily Pivots for day following 24-Nov-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.0010 |
0.9998 |
0.9930 |
|
R3 |
0.9972 |
0.9960 |
0.9919 |
|
R2 |
0.9934 |
0.9934 |
0.9916 |
|
R1 |
0.9922 |
0.9922 |
0.9912 |
0.9928 |
PP |
0.9896 |
0.9896 |
0.9896 |
0.9900 |
S1 |
0.9884 |
0.9884 |
0.9906 |
0.9890 |
S2 |
0.9858 |
0.9858 |
0.9902 |
|
S3 |
0.9820 |
0.9846 |
0.9899 |
|
S4 |
0.9782 |
0.9808 |
0.9888 |
|
|
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 |
0.9933 |
0.9842 |
0.0091 |
0.9% |
0.0059 |
0.6% |
74% |
False |
False |
170 |
10 |
1.0063 |
0.9842 |
0.0221 |
2.2% |
0.0065 |
0.7% |
30% |
False |
False |
168 |
20 |
1.0230 |
0.9842 |
0.0388 |
3.9% |
0.0071 |
0.7% |
17% |
False |
False |
135 |
40 |
1.0607 |
0.9842 |
0.0765 |
7.7% |
0.0080 |
0.8% |
9% |
False |
False |
78 |
60 |
1.0607 |
0.9842 |
0.0765 |
7.7% |
0.0076 |
0.8% |
9% |
False |
False |
53 |
80 |
1.0820 |
0.9842 |
0.0978 |
9.9% |
0.0062 |
0.6% |
7% |
False |
False |
40 |
100 |
1.0820 |
0.9842 |
0.0978 |
9.9% |
0.0053 |
0.5% |
7% |
False |
False |
32 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.0071 |
2.618 |
1.0008 |
1.618 |
0.9970 |
1.000 |
0.9947 |
0.618 |
0.9932 |
HIGH |
0.9909 |
0.618 |
0.9894 |
0.500 |
0.9890 |
0.382 |
0.9886 |
LOW |
0.9871 |
0.618 |
0.9848 |
1.000 |
0.9833 |
1.618 |
0.9810 |
2.618 |
0.9772 |
4.250 |
0.9709 |
|
|
Fisher Pivots for day following 24-Nov-2015 |
Pivot |
1 day |
3 day |
R1 |
0.9903 |
0.9903 |
PP |
0.9896 |
0.9896 |
S1 |
0.9890 |
0.9890 |
|