CME Swiss Franc Future March 2016
| Trading Metrics calculated at close of trading on 02-Nov-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Oct-2015 |
02-Nov-2015 |
Change |
Change % |
Previous Week |
| Open |
1.0158 |
1.0184 |
0.0026 |
0.3% |
1.0296 |
| High |
1.0207 |
1.0216 |
0.0009 |
0.1% |
1.0305 |
| Low |
1.0142 |
1.0161 |
0.0019 |
0.2% |
1.0097 |
| Close |
1.0170 |
1.0184 |
0.0014 |
0.1% |
1.0170 |
| Range |
0.0065 |
0.0055 |
-0.0010 |
-15.4% |
0.0208 |
| ATR |
0.0089 |
0.0087 |
-0.0002 |
-2.7% |
0.0000 |
| Volume |
10 |
31 |
21 |
210.0% |
198 |
|
| Daily Pivots for day following 02-Nov-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0352 |
1.0323 |
1.0214 |
|
| R3 |
1.0297 |
1.0268 |
1.0199 |
|
| R2 |
1.0242 |
1.0242 |
1.0194 |
|
| R1 |
1.0213 |
1.0213 |
1.0189 |
1.0212 |
| PP |
1.0187 |
1.0187 |
1.0187 |
1.0186 |
| S1 |
1.0158 |
1.0158 |
1.0179 |
1.0157 |
| S2 |
1.0132 |
1.0132 |
1.0174 |
|
| S3 |
1.0077 |
1.0103 |
1.0169 |
|
| S4 |
1.0022 |
1.0048 |
1.0154 |
|
|
| Weekly Pivots for week ending 30-Oct-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0815 |
1.0700 |
1.0284 |
|
| R3 |
1.0607 |
1.0492 |
1.0227 |
|
| R2 |
1.0399 |
1.0399 |
1.0208 |
|
| R1 |
1.0284 |
1.0284 |
1.0189 |
1.0238 |
| PP |
1.0191 |
1.0191 |
1.0191 |
1.0167 |
| S1 |
1.0076 |
1.0076 |
1.0151 |
1.0030 |
| S2 |
0.9983 |
0.9983 |
1.0132 |
|
| S3 |
0.9775 |
0.9868 |
1.0113 |
|
| S4 |
0.9567 |
0.9660 |
1.0056 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0250 |
1.0097 |
0.0153 |
1.5% |
0.0078 |
0.8% |
57% |
False |
False |
36 |
| 10 |
1.0589 |
1.0097 |
0.0492 |
4.8% |
0.0090 |
0.9% |
18% |
False |
False |
32 |
| 20 |
1.0607 |
1.0097 |
0.0510 |
5.0% |
0.0087 |
0.9% |
17% |
False |
False |
25 |
| 40 |
1.0607 |
1.0097 |
0.0510 |
5.0% |
0.0082 |
0.8% |
17% |
False |
False |
16 |
| 60 |
1.0820 |
1.0097 |
0.0723 |
7.1% |
0.0063 |
0.6% |
12% |
False |
False |
11 |
| 80 |
1.0820 |
1.0097 |
0.0723 |
7.1% |
0.0052 |
0.5% |
12% |
False |
False |
8 |
| 100 |
1.1036 |
1.0097 |
0.0939 |
9.2% |
0.0042 |
0.4% |
9% |
False |
False |
6 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0450 |
|
2.618 |
1.0360 |
|
1.618 |
1.0305 |
|
1.000 |
1.0271 |
|
0.618 |
1.0250 |
|
HIGH |
1.0216 |
|
0.618 |
1.0195 |
|
0.500 |
1.0189 |
|
0.382 |
1.0182 |
|
LOW |
1.0161 |
|
0.618 |
1.0127 |
|
1.000 |
1.0106 |
|
1.618 |
1.0072 |
|
2.618 |
1.0017 |
|
4.250 |
0.9927 |
|
|
| Fisher Pivots for day following 02-Nov-2015 |
| Pivot |
1 day |
3 day |
| R1 |
1.0189 |
1.0175 |
| PP |
1.0187 |
1.0166 |
| S1 |
1.0186 |
1.0157 |
|