CME Swiss Franc Future March 2015
| Trading Metrics calculated at close of trading on 26-Nov-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Nov-2014 |
26-Nov-2014 |
Change |
Change % |
Previous Week |
| Open |
1.0356 |
1.0393 |
0.0037 |
0.4% |
1.0438 |
| High |
1.0391 |
1.0433 |
0.0042 |
0.4% |
1.0502 |
| Low |
1.0335 |
1.0362 |
0.0027 |
0.3% |
1.0316 |
| Close |
1.0381 |
1.0423 |
0.0042 |
0.4% |
1.0323 |
| Range |
0.0056 |
0.0071 |
0.0015 |
26.8% |
0.0186 |
| ATR |
0.0073 |
0.0073 |
0.0000 |
-0.2% |
0.0000 |
| Volume |
207 |
215 |
8 |
3.9% |
799 |
|
| Daily Pivots for day following 26-Nov-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0619 |
1.0592 |
1.0462 |
|
| R3 |
1.0548 |
1.0521 |
1.0443 |
|
| R2 |
1.0477 |
1.0477 |
1.0436 |
|
| R1 |
1.0450 |
1.0450 |
1.0430 |
1.0464 |
| PP |
1.0406 |
1.0406 |
1.0406 |
1.0413 |
| S1 |
1.0379 |
1.0379 |
1.0416 |
1.0393 |
| S2 |
1.0335 |
1.0335 |
1.0410 |
|
| S3 |
1.0264 |
1.0308 |
1.0403 |
|
| S4 |
1.0193 |
1.0237 |
1.0384 |
|
|
| Weekly Pivots for week ending 21-Nov-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0938 |
1.0817 |
1.0425 |
|
| R3 |
1.0752 |
1.0631 |
1.0374 |
|
| R2 |
1.0566 |
1.0566 |
1.0357 |
|
| R1 |
1.0445 |
1.0445 |
1.0340 |
1.0413 |
| PP |
1.0380 |
1.0380 |
1.0380 |
1.0364 |
| S1 |
1.0259 |
1.0259 |
1.0306 |
1.0227 |
| S2 |
1.0194 |
1.0194 |
1.0289 |
|
| S3 |
1.0008 |
1.0073 |
1.0272 |
|
| S4 |
0.9822 |
0.9887 |
1.0221 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0474 |
1.0296 |
0.0178 |
1.7% |
0.0076 |
0.7% |
71% |
False |
False |
261 |
| 10 |
1.0502 |
1.0296 |
0.0206 |
2.0% |
0.0079 |
0.8% |
62% |
False |
False |
169 |
| 20 |
1.0502 |
1.0287 |
0.0215 |
2.1% |
0.0075 |
0.7% |
63% |
False |
False |
135 |
| 40 |
1.0642 |
1.0287 |
0.0355 |
3.4% |
0.0061 |
0.6% |
38% |
False |
False |
79 |
| 60 |
1.0915 |
1.0287 |
0.0628 |
6.0% |
0.0051 |
0.5% |
22% |
False |
False |
58 |
| 80 |
1.1100 |
1.0287 |
0.0813 |
7.8% |
0.0039 |
0.4% |
17% |
False |
False |
43 |
| 100 |
1.1255 |
1.0287 |
0.0968 |
9.3% |
0.0031 |
0.3% |
14% |
False |
False |
37 |
| 120 |
1.1309 |
1.0287 |
0.1022 |
9.8% |
0.0026 |
0.3% |
13% |
False |
False |
31 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0735 |
|
2.618 |
1.0619 |
|
1.618 |
1.0548 |
|
1.000 |
1.0504 |
|
0.618 |
1.0477 |
|
HIGH |
1.0433 |
|
0.618 |
1.0406 |
|
0.500 |
1.0398 |
|
0.382 |
1.0389 |
|
LOW |
1.0362 |
|
0.618 |
1.0318 |
|
1.000 |
1.0291 |
|
1.618 |
1.0247 |
|
2.618 |
1.0176 |
|
4.250 |
1.0060 |
|
|
| Fisher Pivots for day following 26-Nov-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1.0415 |
1.0404 |
| PP |
1.0406 |
1.0384 |
| S1 |
1.0398 |
1.0365 |
|