CME Swiss Franc Future March 2016
| Trading Metrics calculated at close of trading on 19-Nov-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Nov-2015 |
19-Nov-2015 |
Change |
Change % |
Previous Week |
| Open |
0.9913 |
0.9864 |
-0.0049 |
-0.5% |
1.0006 |
| High |
0.9931 |
0.9933 |
0.0002 |
0.0% |
1.0063 |
| Low |
0.9842 |
0.9860 |
0.0018 |
0.2% |
0.9963 |
| Close |
0.9860 |
0.9928 |
0.0068 |
0.7% |
0.9982 |
| Range |
0.0089 |
0.0073 |
-0.0016 |
-18.0% |
0.0100 |
| ATR |
0.0080 |
0.0080 |
-0.0001 |
-0.6% |
0.0000 |
| Volume |
280 |
147 |
-133 |
-47.5% |
831 |
|
| Daily Pivots for day following 19-Nov-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0126 |
1.0100 |
0.9968 |
|
| R3 |
1.0053 |
1.0027 |
0.9948 |
|
| R2 |
0.9980 |
0.9980 |
0.9941 |
|
| R1 |
0.9954 |
0.9954 |
0.9935 |
0.9967 |
| PP |
0.9907 |
0.9907 |
0.9907 |
0.9914 |
| S1 |
0.9881 |
0.9881 |
0.9921 |
0.9894 |
| S2 |
0.9834 |
0.9834 |
0.9915 |
|
| S3 |
0.9761 |
0.9808 |
0.9908 |
|
| S4 |
0.9688 |
0.9735 |
0.9888 |
|
|
| Weekly Pivots for week ending 13-Nov-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0303 |
1.0242 |
1.0037 |
|
| R3 |
1.0203 |
1.0142 |
1.0010 |
|
| R2 |
1.0103 |
1.0103 |
1.0000 |
|
| R1 |
1.0042 |
1.0042 |
0.9991 |
1.0023 |
| PP |
1.0003 |
1.0003 |
1.0003 |
0.9993 |
| S1 |
0.9942 |
0.9942 |
0.9973 |
0.9923 |
| S2 |
0.9903 |
0.9903 |
0.9964 |
|
| S3 |
0.9803 |
0.9842 |
0.9955 |
|
| S4 |
0.9703 |
0.9742 |
0.9927 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0054 |
0.9842 |
0.0212 |
2.1% |
0.0077 |
0.8% |
41% |
False |
False |
181 |
| 10 |
1.0106 |
0.9842 |
0.0264 |
2.7% |
0.0076 |
0.8% |
33% |
False |
False |
194 |
| 20 |
1.0350 |
0.9842 |
0.0508 |
5.1% |
0.0076 |
0.8% |
17% |
False |
False |
120 |
| 40 |
1.0607 |
0.9842 |
0.0765 |
7.7% |
0.0082 |
0.8% |
11% |
False |
False |
67 |
| 60 |
1.0607 |
0.9842 |
0.0765 |
7.7% |
0.0076 |
0.8% |
11% |
False |
False |
46 |
| 80 |
1.0820 |
0.9842 |
0.0978 |
9.9% |
0.0062 |
0.6% |
9% |
False |
False |
34 |
| 100 |
1.0820 |
0.9842 |
0.0978 |
9.9% |
0.0052 |
0.5% |
9% |
False |
False |
27 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0243 |
|
2.618 |
1.0124 |
|
1.618 |
1.0051 |
|
1.000 |
1.0006 |
|
0.618 |
0.9978 |
|
HIGH |
0.9933 |
|
0.618 |
0.9905 |
|
0.500 |
0.9897 |
|
0.382 |
0.9888 |
|
LOW |
0.9860 |
|
0.618 |
0.9815 |
|
1.000 |
0.9787 |
|
1.618 |
0.9742 |
|
2.618 |
0.9669 |
|
4.250 |
0.9550 |
|
|
| Fisher Pivots for day following 19-Nov-2015 |
| Pivot |
1 day |
3 day |
| R1 |
0.9918 |
0.9919 |
| PP |
0.9907 |
0.9911 |
| S1 |
0.9897 |
0.9902 |
|