CME Swiss Franc Future March 2016
| Trading Metrics calculated at close of trading on 04-Nov-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Nov-2015 |
04-Nov-2015 |
Change |
Change % |
Previous Week |
| Open |
1.0181 |
1.0130 |
-0.0051 |
-0.5% |
1.0296 |
| High |
1.0208 |
1.0165 |
-0.0043 |
-0.4% |
1.0305 |
| Low |
1.0127 |
1.0101 |
-0.0026 |
-0.3% |
1.0097 |
| Close |
1.0148 |
1.0109 |
-0.0039 |
-0.4% |
1.0170 |
| Range |
0.0081 |
0.0064 |
-0.0017 |
-21.0% |
0.0208 |
| ATR |
0.0086 |
0.0085 |
-0.0002 |
-1.8% |
0.0000 |
| Volume |
47 |
62 |
15 |
31.9% |
198 |
|
| Daily Pivots for day following 04-Nov-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0317 |
1.0277 |
1.0144 |
|
| R3 |
1.0253 |
1.0213 |
1.0127 |
|
| R2 |
1.0189 |
1.0189 |
1.0121 |
|
| R1 |
1.0149 |
1.0149 |
1.0115 |
1.0137 |
| PP |
1.0125 |
1.0125 |
1.0125 |
1.0119 |
| S1 |
1.0085 |
1.0085 |
1.0103 |
1.0073 |
| S2 |
1.0061 |
1.0061 |
1.0097 |
|
| S3 |
0.9997 |
1.0021 |
1.0091 |
|
| S4 |
0.9933 |
0.9957 |
1.0074 |
|
|
| 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 |
1.0216 |
1.0097 |
0.0119 |
1.2% |
0.0067 |
0.7% |
10% |
False |
False |
41 |
| 10 |
1.0492 |
1.0097 |
0.0395 |
3.9% |
0.0088 |
0.9% |
3% |
False |
False |
43 |
| 20 |
1.0607 |
1.0097 |
0.0510 |
5.0% |
0.0084 |
0.8% |
2% |
False |
False |
28 |
| 40 |
1.0607 |
1.0097 |
0.0510 |
5.0% |
0.0083 |
0.8% |
2% |
False |
False |
18 |
| 60 |
1.0820 |
1.0097 |
0.0723 |
7.2% |
0.0065 |
0.6% |
2% |
False |
False |
12 |
| 80 |
1.0820 |
1.0097 |
0.0723 |
7.2% |
0.0053 |
0.5% |
2% |
False |
False |
9 |
| 100 |
1.1036 |
1.0097 |
0.0939 |
9.3% |
0.0044 |
0.4% |
1% |
False |
False |
7 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0437 |
|
2.618 |
1.0333 |
|
1.618 |
1.0269 |
|
1.000 |
1.0229 |
|
0.618 |
1.0205 |
|
HIGH |
1.0165 |
|
0.618 |
1.0141 |
|
0.500 |
1.0133 |
|
0.382 |
1.0125 |
|
LOW |
1.0101 |
|
0.618 |
1.0061 |
|
1.000 |
1.0037 |
|
1.618 |
0.9997 |
|
2.618 |
0.9933 |
|
4.250 |
0.9829 |
|
|
| Fisher Pivots for day following 04-Nov-2015 |
| Pivot |
1 day |
3 day |
| R1 |
1.0133 |
1.0159 |
| PP |
1.0125 |
1.0142 |
| S1 |
1.0117 |
1.0126 |
|