CME Swiss Franc Future March 2016
| Trading Metrics calculated at close of trading on 04-Dec-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Dec-2015 |
04-Dec-2015 |
Change |
Change % |
Previous Week |
| Open |
0.9870 |
1.0113 |
0.0243 |
2.5% |
0.9765 |
| High |
1.0172 |
1.0132 |
-0.0040 |
-0.4% |
1.0172 |
| Low |
0.9801 |
1.0013 |
0.0212 |
2.2% |
0.9750 |
| Close |
1.0165 |
1.0083 |
-0.0082 |
-0.8% |
1.0083 |
| Range |
0.0371 |
0.0119 |
-0.0252 |
-67.9% |
0.0422 |
| ATR |
0.0097 |
0.0101 |
0.0004 |
4.1% |
0.0000 |
| Volume |
4,627 |
2,581 |
-2,046 |
-44.2% |
14,462 |
|
| Daily Pivots for day following 04-Dec-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0433 |
1.0377 |
1.0148 |
|
| R3 |
1.0314 |
1.0258 |
1.0116 |
|
| R2 |
1.0195 |
1.0195 |
1.0105 |
|
| R1 |
1.0139 |
1.0139 |
1.0094 |
1.0108 |
| PP |
1.0076 |
1.0076 |
1.0076 |
1.0060 |
| S1 |
1.0020 |
1.0020 |
1.0072 |
0.9989 |
| S2 |
0.9957 |
0.9957 |
1.0061 |
|
| S3 |
0.9838 |
0.9901 |
1.0050 |
|
| S4 |
0.9719 |
0.9782 |
1.0018 |
|
|
| Weekly Pivots for week ending 04-Dec-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1268 |
1.1097 |
1.0315 |
|
| R3 |
1.0846 |
1.0675 |
1.0199 |
|
| R2 |
1.0424 |
1.0424 |
1.0160 |
|
| R1 |
1.0253 |
1.0253 |
1.0122 |
1.0339 |
| PP |
1.0002 |
1.0002 |
1.0002 |
1.0044 |
| S1 |
0.9831 |
0.9831 |
1.0044 |
0.9917 |
| S2 |
0.9580 |
0.9580 |
1.0006 |
|
| S3 |
0.9158 |
0.9409 |
0.9967 |
|
| S4 |
0.8736 |
0.8987 |
0.9851 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0172 |
0.9750 |
0.0422 |
4.2% |
0.0141 |
1.4% |
79% |
False |
False |
2,892 |
| 10 |
1.0172 |
0.9750 |
0.0422 |
4.2% |
0.0102 |
1.0% |
79% |
False |
False |
1,555 |
| 20 |
1.0172 |
0.9750 |
0.0422 |
4.2% |
0.0089 |
0.9% |
79% |
False |
False |
874 |
| 40 |
1.0607 |
0.9750 |
0.0857 |
8.5% |
0.0085 |
0.8% |
39% |
False |
False |
453 |
| 60 |
1.0607 |
0.9750 |
0.0857 |
8.5% |
0.0086 |
0.8% |
39% |
False |
False |
305 |
| 80 |
1.0820 |
0.9750 |
0.1070 |
10.6% |
0.0071 |
0.7% |
31% |
False |
False |
229 |
| 100 |
1.0820 |
0.9750 |
0.1070 |
10.6% |
0.0061 |
0.6% |
31% |
False |
False |
183 |
| 120 |
1.1036 |
0.9750 |
0.1286 |
12.8% |
0.0052 |
0.5% |
26% |
False |
False |
152 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0638 |
|
2.618 |
1.0444 |
|
1.618 |
1.0325 |
|
1.000 |
1.0251 |
|
0.618 |
1.0206 |
|
HIGH |
1.0132 |
|
0.618 |
1.0087 |
|
0.500 |
1.0073 |
|
0.382 |
1.0058 |
|
LOW |
1.0013 |
|
0.618 |
0.9939 |
|
1.000 |
0.9894 |
|
1.618 |
0.9820 |
|
2.618 |
0.9701 |
|
4.250 |
0.9507 |
|
|
| Fisher Pivots for day following 04-Dec-2015 |
| Pivot |
1 day |
3 day |
| R1 |
1.0080 |
1.0044 |
| PP |
1.0076 |
1.0006 |
| S1 |
1.0073 |
0.9967 |
|