CME Swiss Franc Future March 2016
| Trading Metrics calculated at close of trading on 06-Nov-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Nov-2015 |
06-Nov-2015 |
Change |
Change % |
Previous Week |
| Open |
1.0124 |
1.0096 |
-0.0028 |
-0.3% |
1.0184 |
| High |
1.0127 |
1.0106 |
-0.0021 |
-0.2% |
1.0216 |
| Low |
1.0072 |
0.9981 |
-0.0091 |
-0.9% |
0.9981 |
| Close |
1.0101 |
0.9991 |
-0.0110 |
-1.1% |
0.9991 |
| Range |
0.0055 |
0.0125 |
0.0070 |
127.3% |
0.0235 |
| ATR |
0.0083 |
0.0086 |
0.0003 |
3.7% |
0.0000 |
| Volume |
76 |
361 |
285 |
375.0% |
577 |
|
| Daily Pivots for day following 06-Nov-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0401 |
1.0321 |
1.0060 |
|
| R3 |
1.0276 |
1.0196 |
1.0025 |
|
| R2 |
1.0151 |
1.0151 |
1.0014 |
|
| R1 |
1.0071 |
1.0071 |
1.0002 |
1.0049 |
| PP |
1.0026 |
1.0026 |
1.0026 |
1.0015 |
| S1 |
0.9946 |
0.9946 |
0.9980 |
0.9924 |
| S2 |
0.9901 |
0.9901 |
0.9968 |
|
| S3 |
0.9776 |
0.9821 |
0.9957 |
|
| S4 |
0.9651 |
0.9696 |
0.9922 |
|
|
| Weekly Pivots for week ending 06-Nov-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0768 |
1.0614 |
1.0120 |
|
| R3 |
1.0533 |
1.0379 |
1.0056 |
|
| R2 |
1.0298 |
1.0298 |
1.0034 |
|
| R1 |
1.0144 |
1.0144 |
1.0013 |
1.0104 |
| PP |
1.0063 |
1.0063 |
1.0063 |
1.0042 |
| S1 |
0.9909 |
0.9909 |
0.9969 |
0.9869 |
| S2 |
0.9828 |
0.9828 |
0.9948 |
|
| S3 |
0.9593 |
0.9674 |
0.9926 |
|
| S4 |
0.9358 |
0.9439 |
0.9862 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0216 |
0.9981 |
0.0235 |
2.4% |
0.0076 |
0.8% |
4% |
False |
True |
115 |
| 10 |
1.0305 |
0.9981 |
0.0324 |
3.2% |
0.0080 |
0.8% |
3% |
False |
True |
77 |
| 20 |
1.0607 |
0.9981 |
0.0626 |
6.3% |
0.0083 |
0.8% |
2% |
False |
True |
48 |
| 40 |
1.0607 |
0.9981 |
0.0626 |
6.3% |
0.0087 |
0.9% |
2% |
False |
True |
29 |
| 60 |
1.0820 |
0.9981 |
0.0839 |
8.4% |
0.0067 |
0.7% |
1% |
False |
True |
20 |
| 80 |
1.0820 |
0.9981 |
0.0839 |
8.4% |
0.0056 |
0.6% |
1% |
False |
True |
15 |
| 100 |
1.1036 |
0.9981 |
0.1055 |
10.6% |
0.0046 |
0.5% |
1% |
False |
True |
12 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0637 |
|
2.618 |
1.0433 |
|
1.618 |
1.0308 |
|
1.000 |
1.0231 |
|
0.618 |
1.0183 |
|
HIGH |
1.0106 |
|
0.618 |
1.0058 |
|
0.500 |
1.0044 |
|
0.382 |
1.0029 |
|
LOW |
0.9981 |
|
0.618 |
0.9904 |
|
1.000 |
0.9856 |
|
1.618 |
0.9779 |
|
2.618 |
0.9654 |
|
4.250 |
0.9450 |
|
|
| Fisher Pivots for day following 06-Nov-2015 |
| Pivot |
1 day |
3 day |
| R1 |
1.0044 |
1.0073 |
| PP |
1.0026 |
1.0046 |
| S1 |
1.0009 |
1.0018 |
|