CME Swiss Franc Future December 2014
| Trading Metrics calculated at close of trading on 03-Nov-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Oct-2014 |
03-Nov-2014 |
Change |
Change % |
Previous Week |
| Open |
1.0463 |
1.0374 |
-0.0089 |
-0.9% |
1.0509 |
| High |
1.0467 |
1.0381 |
-0.0086 |
-0.8% |
1.0595 |
| Low |
1.0353 |
1.0321 |
-0.0032 |
-0.3% |
1.0353 |
| Close |
1.0392 |
1.0367 |
-0.0025 |
-0.2% |
1.0392 |
| Range |
0.0114 |
0.0060 |
-0.0054 |
-47.4% |
0.0242 |
| ATR |
0.0087 |
0.0085 |
-0.0001 |
-1.3% |
0.0000 |
| Volume |
64,540 |
42,140 |
-22,400 |
-34.7% |
209,266 |
|
| Daily Pivots for day following 03-Nov-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0536 |
1.0512 |
1.0400 |
|
| R3 |
1.0476 |
1.0452 |
1.0384 |
|
| R2 |
1.0416 |
1.0416 |
1.0378 |
|
| R1 |
1.0392 |
1.0392 |
1.0373 |
1.0374 |
| PP |
1.0356 |
1.0356 |
1.0356 |
1.0348 |
| S1 |
1.0332 |
1.0332 |
1.0362 |
1.0314 |
| S2 |
1.0296 |
1.0296 |
1.0356 |
|
| S3 |
1.0236 |
1.0272 |
1.0351 |
|
| S4 |
1.0176 |
1.0212 |
1.0334 |
|
|
| Weekly Pivots for week ending 31-Oct-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1173 |
1.1024 |
1.0525 |
|
| R3 |
1.0931 |
1.0782 |
1.0459 |
|
| R2 |
1.0689 |
1.0689 |
1.0436 |
|
| R1 |
1.0540 |
1.0540 |
1.0414 |
1.0494 |
| PP |
1.0447 |
1.0447 |
1.0447 |
1.0423 |
| S1 |
1.0298 |
1.0298 |
1.0370 |
1.0252 |
| S2 |
1.0205 |
1.0205 |
1.0348 |
|
| S3 |
0.9963 |
1.0056 |
1.0325 |
|
| S4 |
0.9721 |
0.9814 |
1.0259 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0595 |
1.0321 |
0.0274 |
2.6% |
0.0089 |
0.9% |
17% |
False |
True |
44,468 |
| 10 |
1.0645 |
1.0321 |
0.0324 |
3.1% |
0.0078 |
0.8% |
14% |
False |
True |
37,966 |
| 20 |
1.0688 |
1.0321 |
0.0367 |
3.5% |
0.0089 |
0.9% |
13% |
False |
True |
43,828 |
| 40 |
1.0761 |
1.0321 |
0.0440 |
4.2% |
0.0084 |
0.8% |
10% |
False |
True |
41,593 |
| 60 |
1.1090 |
1.0321 |
0.0769 |
7.4% |
0.0072 |
0.7% |
6% |
False |
True |
28,300 |
| 80 |
1.1227 |
1.0321 |
0.0906 |
8.7% |
0.0061 |
0.6% |
5% |
False |
True |
21,232 |
| 100 |
1.1305 |
1.0321 |
0.0984 |
9.5% |
0.0052 |
0.5% |
5% |
False |
True |
16,989 |
| 120 |
1.1305 |
1.0321 |
0.0984 |
9.5% |
0.0045 |
0.4% |
5% |
False |
True |
14,158 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0636 |
|
2.618 |
1.0538 |
|
1.618 |
1.0478 |
|
1.000 |
1.0441 |
|
0.618 |
1.0418 |
|
HIGH |
1.0381 |
|
0.618 |
1.0358 |
|
0.500 |
1.0351 |
|
0.382 |
1.0344 |
|
LOW |
1.0321 |
|
0.618 |
1.0284 |
|
1.000 |
1.0261 |
|
1.618 |
1.0224 |
|
2.618 |
1.0164 |
|
4.250 |
1.0066 |
|
|
| Fisher Pivots for day following 03-Nov-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1.0362 |
1.0403 |
| PP |
1.0356 |
1.0391 |
| S1 |
1.0351 |
1.0379 |
|