CME Swiss Franc Future March 2016
| Trading Metrics calculated at close of trading on 03-Dec-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Dec-2015 |
03-Dec-2015 |
Change |
Change % |
Previous Week |
| Open |
0.9801 |
0.9870 |
0.0069 |
0.7% |
0.9865 |
| High |
0.9880 |
1.0172 |
0.0292 |
3.0% |
0.9909 |
| Low |
0.9762 |
0.9801 |
0.0039 |
0.4% |
0.9751 |
| Close |
0.9872 |
1.0165 |
0.0293 |
3.0% |
0.9774 |
| Range |
0.0118 |
0.0371 |
0.0253 |
214.4% |
0.0158 |
| ATR |
0.0076 |
0.0097 |
0.0021 |
27.9% |
0.0000 |
| Volume |
4,162 |
4,627 |
465 |
11.2% |
937 |
|
| Daily Pivots for day following 03-Dec-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1159 |
1.1033 |
1.0369 |
|
| R3 |
1.0788 |
1.0662 |
1.0267 |
|
| R2 |
1.0417 |
1.0417 |
1.0233 |
|
| R1 |
1.0291 |
1.0291 |
1.0199 |
1.0354 |
| PP |
1.0046 |
1.0046 |
1.0046 |
1.0078 |
| S1 |
0.9920 |
0.9920 |
1.0131 |
0.9983 |
| S2 |
0.9675 |
0.9675 |
1.0097 |
|
| S3 |
0.9304 |
0.9549 |
1.0063 |
|
| S4 |
0.8933 |
0.9178 |
0.9961 |
|
|
| 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 |
1.0172 |
0.9750 |
0.0422 |
4.2% |
0.0134 |
1.3% |
98% |
True |
False |
2,402 |
| 10 |
1.0172 |
0.9750 |
0.0422 |
4.2% |
0.0097 |
1.0% |
98% |
True |
False |
1,311 |
| 20 |
1.0172 |
0.9750 |
0.0422 |
4.2% |
0.0086 |
0.8% |
98% |
True |
False |
749 |
| 40 |
1.0607 |
0.9750 |
0.0857 |
8.4% |
0.0085 |
0.8% |
48% |
False |
False |
389 |
| 60 |
1.0607 |
0.9750 |
0.0857 |
8.4% |
0.0084 |
0.8% |
48% |
False |
False |
262 |
| 80 |
1.0820 |
0.9750 |
0.1070 |
10.5% |
0.0070 |
0.7% |
39% |
False |
False |
197 |
| 100 |
1.0820 |
0.9750 |
0.1070 |
10.5% |
0.0060 |
0.6% |
39% |
False |
False |
157 |
| 120 |
1.1036 |
0.9750 |
0.1286 |
12.7% |
0.0051 |
0.5% |
32% |
False |
False |
131 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1749 |
|
2.618 |
1.1143 |
|
1.618 |
1.0772 |
|
1.000 |
1.0543 |
|
0.618 |
1.0401 |
|
HIGH |
1.0172 |
|
0.618 |
1.0030 |
|
0.500 |
0.9987 |
|
0.382 |
0.9943 |
|
LOW |
0.9801 |
|
0.618 |
0.9572 |
|
1.000 |
0.9430 |
|
1.618 |
0.9201 |
|
2.618 |
0.8830 |
|
4.250 |
0.8224 |
|
|
| Fisher Pivots for day following 03-Dec-2015 |
| Pivot |
1 day |
3 day |
| R1 |
1.0106 |
1.0099 |
| PP |
1.0046 |
1.0033 |
| S1 |
0.9987 |
0.9967 |
|