CME Swiss Franc Future March 2016
| Trading Metrics calculated at close of trading on 10-Nov-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Nov-2015 |
10-Nov-2015 |
Change |
Change % |
Previous Week |
| Open |
1.0006 |
1.0027 |
0.0021 |
0.2% |
1.0184 |
| High |
1.0054 |
1.0035 |
-0.0019 |
-0.2% |
1.0216 |
| Low |
1.0001 |
0.9971 |
-0.0030 |
-0.3% |
0.9981 |
| Close |
1.0025 |
0.9988 |
-0.0037 |
-0.4% |
0.9991 |
| Range |
0.0053 |
0.0064 |
0.0011 |
20.8% |
0.0235 |
| ATR |
0.0084 |
0.0083 |
-0.0001 |
-1.7% |
0.0000 |
| Volume |
224 |
103 |
-121 |
-54.0% |
577 |
|
| Daily Pivots for day following 10-Nov-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0190 |
1.0153 |
1.0023 |
|
| R3 |
1.0126 |
1.0089 |
1.0006 |
|
| R2 |
1.0062 |
1.0062 |
1.0000 |
|
| R1 |
1.0025 |
1.0025 |
0.9994 |
1.0012 |
| PP |
0.9998 |
0.9998 |
0.9998 |
0.9991 |
| S1 |
0.9961 |
0.9961 |
0.9982 |
0.9948 |
| S2 |
0.9934 |
0.9934 |
0.9976 |
|
| S3 |
0.9870 |
0.9897 |
0.9970 |
|
| S4 |
0.9806 |
0.9833 |
0.9953 |
|
|
| 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 |
1.0165 |
0.9971 |
0.0194 |
1.9% |
0.0072 |
0.7% |
9% |
False |
True |
165 |
| 10 |
1.0230 |
0.9971 |
0.0259 |
2.6% |
0.0076 |
0.8% |
7% |
False |
True |
101 |
| 20 |
1.0607 |
0.9971 |
0.0636 |
6.4% |
0.0082 |
0.8% |
3% |
False |
True |
63 |
| 40 |
1.0607 |
0.9971 |
0.0636 |
6.4% |
0.0087 |
0.9% |
3% |
False |
True |
37 |
| 60 |
1.0820 |
0.9971 |
0.0849 |
8.5% |
0.0068 |
0.7% |
2% |
False |
True |
25 |
| 80 |
1.0820 |
0.9971 |
0.0849 |
8.5% |
0.0057 |
0.6% |
2% |
False |
True |
19 |
| 100 |
1.0983 |
0.9971 |
0.1012 |
10.1% |
0.0047 |
0.5% |
2% |
False |
True |
15 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0307 |
|
2.618 |
1.0203 |
|
1.618 |
1.0139 |
|
1.000 |
1.0099 |
|
0.618 |
1.0075 |
|
HIGH |
1.0035 |
|
0.618 |
1.0011 |
|
0.500 |
1.0003 |
|
0.382 |
0.9995 |
|
LOW |
0.9971 |
|
0.618 |
0.9931 |
|
1.000 |
0.9907 |
|
1.618 |
0.9867 |
|
2.618 |
0.9803 |
|
4.250 |
0.9699 |
|
|
| Fisher Pivots for day following 10-Nov-2015 |
| Pivot |
1 day |
3 day |
| R1 |
1.0003 |
1.0039 |
| PP |
0.9998 |
1.0022 |
| S1 |
0.9993 |
1.0005 |
|