CME Swiss Franc Future March 2016
| Trading Metrics calculated at close of trading on 01-Dec-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Nov-2015 |
01-Dec-2015 |
Change |
Change % |
Previous Week |
| Open |
0.9765 |
0.9780 |
0.0015 |
0.2% |
0.9865 |
| High |
0.9802 |
0.9813 |
0.0011 |
0.1% |
0.9909 |
| Low |
0.9750 |
0.9768 |
0.0018 |
0.2% |
0.9751 |
| Close |
0.9789 |
0.9793 |
0.0004 |
0.0% |
0.9774 |
| Range |
0.0052 |
0.0045 |
-0.0007 |
-13.5% |
0.0158 |
| ATR |
0.0074 |
0.0072 |
-0.0002 |
-2.8% |
0.0000 |
| Volume |
1,605 |
1,487 |
-118 |
-7.4% |
937 |
|
| Daily Pivots for day following 01-Dec-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9926 |
0.9905 |
0.9818 |
|
| R3 |
0.9881 |
0.9860 |
0.9805 |
|
| R2 |
0.9836 |
0.9836 |
0.9801 |
|
| R1 |
0.9815 |
0.9815 |
0.9797 |
0.9826 |
| PP |
0.9791 |
0.9791 |
0.9791 |
0.9797 |
| S1 |
0.9770 |
0.9770 |
0.9789 |
0.9781 |
| S2 |
0.9746 |
0.9746 |
0.9785 |
|
| S3 |
0.9701 |
0.9725 |
0.9781 |
|
| S4 |
0.9656 |
0.9680 |
0.9768 |
|
|
| Weekly Pivots for week ending 27-Nov-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0285 |
1.0188 |
0.9861 |
|
| R3 |
1.0127 |
1.0030 |
0.9817 |
|
| R2 |
0.9969 |
0.9969 |
0.9803 |
|
| R1 |
0.9872 |
0.9872 |
0.9788 |
0.9842 |
| PP |
0.9811 |
0.9811 |
0.9811 |
0.9796 |
| S1 |
0.9714 |
0.9714 |
0.9760 |
0.9684 |
| S2 |
0.9653 |
0.9653 |
0.9745 |
|
| S3 |
0.9495 |
0.9556 |
0.9731 |
|
| S4 |
0.9337 |
0.9398 |
0.9687 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.9909 |
0.9750 |
0.0159 |
1.6% |
0.0064 |
0.6% |
27% |
False |
False |
785 |
| 10 |
0.9962 |
0.9750 |
0.0212 |
2.2% |
0.0065 |
0.7% |
20% |
False |
False |
471 |
| 20 |
1.0208 |
0.9750 |
0.0458 |
4.7% |
0.0069 |
0.7% |
9% |
False |
False |
315 |
| 40 |
1.0607 |
0.9750 |
0.0857 |
8.8% |
0.0078 |
0.8% |
5% |
False |
False |
170 |
| 60 |
1.0607 |
0.9750 |
0.0857 |
8.8% |
0.0078 |
0.8% |
5% |
False |
False |
116 |
| 80 |
1.0820 |
0.9750 |
0.1070 |
10.9% |
0.0065 |
0.7% |
4% |
False |
False |
87 |
| 100 |
1.0820 |
0.9750 |
0.1070 |
10.9% |
0.0055 |
0.6% |
4% |
False |
False |
69 |
| 120 |
1.1036 |
0.9750 |
0.1286 |
13.1% |
0.0047 |
0.5% |
3% |
False |
False |
58 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0004 |
|
2.618 |
0.9931 |
|
1.618 |
0.9886 |
|
1.000 |
0.9858 |
|
0.618 |
0.9841 |
|
HIGH |
0.9813 |
|
0.618 |
0.9796 |
|
0.500 |
0.9791 |
|
0.382 |
0.9785 |
|
LOW |
0.9768 |
|
0.618 |
0.9740 |
|
1.000 |
0.9723 |
|
1.618 |
0.9695 |
|
2.618 |
0.9650 |
|
4.250 |
0.9577 |
|
|
| Fisher Pivots for day following 01-Dec-2015 |
| Pivot |
1 day |
3 day |
| R1 |
0.9792 |
0.9793 |
| PP |
0.9791 |
0.9793 |
| S1 |
0.9791 |
0.9793 |
|