CME Swiss Franc Future March 2016
| Trading Metrics calculated at close of trading on 27-Nov-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Nov-2015 |
27-Nov-2015 |
Change |
Change % |
Previous Week |
| Open |
0.9894 |
0.9836 |
-0.0058 |
-0.6% |
0.9865 |
| High |
0.9903 |
0.9836 |
-0.0067 |
-0.7% |
0.9909 |
| Low |
0.9805 |
0.9751 |
-0.0054 |
-0.6% |
0.9751 |
| Close |
0.9843 |
0.9774 |
-0.0069 |
-0.7% |
0.9774 |
| Range |
0.0098 |
0.0085 |
-0.0013 |
-13.3% |
0.0158 |
| ATR |
0.0075 |
0.0076 |
0.0001 |
1.6% |
0.0000 |
| Volume |
531 |
133 |
-398 |
-75.0% |
937 |
|
| Daily Pivots for day following 27-Nov-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0042 |
0.9993 |
0.9821 |
|
| R3 |
0.9957 |
0.9908 |
0.9797 |
|
| R2 |
0.9872 |
0.9872 |
0.9790 |
|
| R1 |
0.9823 |
0.9823 |
0.9782 |
0.9805 |
| PP |
0.9787 |
0.9787 |
0.9787 |
0.9778 |
| S1 |
0.9738 |
0.9738 |
0.9766 |
0.9720 |
| S2 |
0.9702 |
0.9702 |
0.9758 |
|
| S3 |
0.9617 |
0.9653 |
0.9751 |
|
| S4 |
0.9532 |
0.9568 |
0.9727 |
|
|
| Weekly Pivots for week ending 27-Nov-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0285 |
1.0188 |
0.9861 |
|
| R3 |
1.0127 |
1.0030 |
0.9817 |
|
| R2 |
0.9969 |
0.9969 |
0.9803 |
|
| R1 |
0.9872 |
0.9872 |
0.9788 |
0.9842 |
| PP |
0.9811 |
0.9811 |
0.9811 |
0.9796 |
| S1 |
0.9714 |
0.9714 |
0.9760 |
0.9684 |
| S2 |
0.9653 |
0.9653 |
0.9745 |
|
| S3 |
0.9495 |
0.9556 |
0.9731 |
|
| S4 |
0.9337 |
0.9398 |
0.9687 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.9929 |
0.9751 |
0.0178 |
1.8% |
0.0063 |
0.6% |
13% |
False |
True |
217 |
| 10 |
1.0054 |
0.9751 |
0.0303 |
3.1% |
0.0070 |
0.7% |
8% |
False |
True |
199 |
| 20 |
1.0216 |
0.9751 |
0.0465 |
4.8% |
0.0070 |
0.7% |
5% |
False |
True |
163 |
| 40 |
1.0607 |
0.9751 |
0.0856 |
8.8% |
0.0082 |
0.8% |
3% |
False |
True |
94 |
| 60 |
1.0607 |
0.9751 |
0.0856 |
8.8% |
0.0077 |
0.8% |
3% |
False |
True |
64 |
| 80 |
1.0820 |
0.9751 |
0.1069 |
10.9% |
0.0064 |
0.7% |
2% |
False |
True |
48 |
| 100 |
1.0820 |
0.9751 |
0.1069 |
10.9% |
0.0054 |
0.6% |
2% |
False |
True |
38 |
| 120 |
1.1036 |
0.9751 |
0.1285 |
13.1% |
0.0046 |
0.5% |
2% |
False |
True |
32 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0197 |
|
2.618 |
1.0059 |
|
1.618 |
0.9974 |
|
1.000 |
0.9921 |
|
0.618 |
0.9889 |
|
HIGH |
0.9836 |
|
0.618 |
0.9804 |
|
0.500 |
0.9794 |
|
0.382 |
0.9783 |
|
LOW |
0.9751 |
|
0.618 |
0.9698 |
|
1.000 |
0.9666 |
|
1.618 |
0.9613 |
|
2.618 |
0.9528 |
|
4.250 |
0.9390 |
|
|
| Fisher Pivots for day following 27-Nov-2015 |
| Pivot |
1 day |
3 day |
| R1 |
0.9794 |
0.9830 |
| PP |
0.9787 |
0.9811 |
| S1 |
0.9781 |
0.9793 |
|