CME Swiss Franc Future March 2016
| Trading Metrics calculated at close of trading on 05-Nov-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Nov-2015 |
05-Nov-2015 |
Change |
Change % |
Previous Week |
| Open |
1.0130 |
1.0124 |
-0.0006 |
-0.1% |
1.0296 |
| High |
1.0165 |
1.0127 |
-0.0038 |
-0.4% |
1.0305 |
| Low |
1.0101 |
1.0072 |
-0.0029 |
-0.3% |
1.0097 |
| Close |
1.0109 |
1.0101 |
-0.0008 |
-0.1% |
1.0170 |
| Range |
0.0064 |
0.0055 |
-0.0009 |
-14.1% |
0.0208 |
| ATR |
0.0085 |
0.0083 |
-0.0002 |
-2.5% |
0.0000 |
| Volume |
62 |
76 |
14 |
22.6% |
198 |
|
| Daily Pivots for day following 05-Nov-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0265 |
1.0238 |
1.0131 |
|
| R3 |
1.0210 |
1.0183 |
1.0116 |
|
| R2 |
1.0155 |
1.0155 |
1.0111 |
|
| R1 |
1.0128 |
1.0128 |
1.0106 |
1.0114 |
| PP |
1.0100 |
1.0100 |
1.0100 |
1.0093 |
| S1 |
1.0073 |
1.0073 |
1.0096 |
1.0059 |
| S2 |
1.0045 |
1.0045 |
1.0091 |
|
| S3 |
0.9990 |
1.0018 |
1.0086 |
|
| S4 |
0.9935 |
0.9963 |
1.0071 |
|
|
| 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 |
1.0072 |
0.0144 |
1.4% |
0.0064 |
0.6% |
20% |
False |
True |
45 |
| 10 |
1.0350 |
1.0072 |
0.0278 |
2.8% |
0.0076 |
0.8% |
10% |
False |
True |
45 |
| 20 |
1.0607 |
1.0072 |
0.0535 |
5.3% |
0.0081 |
0.8% |
5% |
False |
True |
31 |
| 40 |
1.0607 |
1.0072 |
0.0535 |
5.3% |
0.0084 |
0.8% |
5% |
False |
True |
20 |
| 60 |
1.0820 |
1.0072 |
0.0748 |
7.4% |
0.0065 |
0.6% |
4% |
False |
True |
14 |
| 80 |
1.0820 |
1.0072 |
0.0748 |
7.4% |
0.0054 |
0.5% |
4% |
False |
True |
10 |
| 100 |
1.1036 |
1.0072 |
0.0964 |
9.5% |
0.0044 |
0.4% |
3% |
False |
True |
8 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0361 |
|
2.618 |
1.0271 |
|
1.618 |
1.0216 |
|
1.000 |
1.0182 |
|
0.618 |
1.0161 |
|
HIGH |
1.0127 |
|
0.618 |
1.0106 |
|
0.500 |
1.0100 |
|
0.382 |
1.0093 |
|
LOW |
1.0072 |
|
0.618 |
1.0038 |
|
1.000 |
1.0017 |
|
1.618 |
0.9983 |
|
2.618 |
0.9928 |
|
4.250 |
0.9838 |
|
|
| Fisher Pivots for day following 05-Nov-2015 |
| Pivot |
1 day |
3 day |
| R1 |
1.0101 |
1.0140 |
| PP |
1.0100 |
1.0127 |
| S1 |
1.0100 |
1.0114 |
|