CME Swiss Franc Future June 2016
| Trading Metrics calculated at close of trading on 19-Nov-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Nov-2015 |
19-Nov-2015 |
Change |
Change % |
Previous Week |
| Open |
0.9976 |
0.9935 |
-0.0041 |
-0.4% |
1.0070 |
| High |
0.9976 |
0.9980 |
0.0004 |
0.0% |
1.0103 |
| Low |
0.9913 |
0.9899 |
-0.0014 |
-0.1% |
1.0028 |
| Close |
0.9913 |
0.9980 |
0.0067 |
0.7% |
1.0034 |
| Range |
0.0063 |
0.0081 |
0.0018 |
28.6% |
0.0075 |
| ATR |
0.0053 |
0.0055 |
0.0002 |
3.8% |
0.0000 |
| Volume |
2 |
17 |
15 |
750.0% |
1 |
|
| Daily Pivots for day following 19-Nov-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0196 |
1.0169 |
1.0025 |
|
| R3 |
1.0115 |
1.0088 |
1.0002 |
|
| R2 |
1.0034 |
1.0034 |
0.9995 |
|
| R1 |
1.0007 |
1.0007 |
0.9987 |
1.0020 |
| PP |
0.9953 |
0.9953 |
0.9953 |
0.9960 |
| S1 |
0.9926 |
0.9926 |
0.9973 |
0.9940 |
| S2 |
0.9872 |
0.9872 |
0.9965 |
|
| S3 |
0.9791 |
0.9845 |
0.9958 |
|
| S4 |
0.9710 |
0.9764 |
0.9935 |
|
|
| Weekly Pivots for week ending 13-Nov-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0280 |
1.0232 |
1.0075 |
|
| R3 |
1.0205 |
1.0157 |
1.0055 |
|
| R2 |
1.0130 |
1.0130 |
1.0048 |
|
| R1 |
1.0082 |
1.0082 |
1.0041 |
1.0069 |
| PP |
1.0055 |
1.0055 |
1.0055 |
1.0048 |
| S1 |
1.0007 |
1.0007 |
1.0027 |
0.9994 |
| S2 |
0.9980 |
0.9980 |
1.0020 |
|
| S3 |
0.9905 |
0.9932 |
1.0013 |
|
| S4 |
0.9830 |
0.9857 |
0.9993 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0324 |
|
2.618 |
1.0192 |
|
1.618 |
1.0111 |
|
1.000 |
1.0061 |
|
0.618 |
1.0030 |
|
HIGH |
0.9980 |
|
0.618 |
0.9949 |
|
0.500 |
0.9940 |
|
0.382 |
0.9930 |
|
LOW |
0.9899 |
|
0.618 |
0.9849 |
|
1.000 |
0.9818 |
|
1.618 |
0.9768 |
|
2.618 |
0.9687 |
|
4.250 |
0.9555 |
|
|
| Fisher Pivots for day following 19-Nov-2015 |
| Pivot |
1 day |
3 day |
| R1 |
0.9967 |
0.9967 |
| PP |
0.9953 |
0.9953 |
| S1 |
0.9940 |
0.9940 |
|