CME Swiss Franc Future December 2014
| Trading Metrics calculated at close of trading on 06-Nov-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Nov-2014 |
06-Nov-2014 |
Change |
Change % |
Previous Week |
| Open |
1.0423 |
1.0367 |
-0.0056 |
-0.5% |
1.0509 |
| High |
1.0438 |
1.0416 |
-0.0022 |
-0.2% |
1.0595 |
| Low |
1.0353 |
1.0272 |
-0.0081 |
-0.8% |
1.0353 |
| Close |
1.0369 |
1.0291 |
-0.0078 |
-0.8% |
1.0392 |
| Range |
0.0085 |
0.0144 |
0.0059 |
69.4% |
0.0242 |
| ATR |
0.0085 |
0.0089 |
0.0004 |
4.9% |
0.0000 |
| Volume |
52,809 |
64,959 |
12,150 |
23.0% |
209,266 |
|
| Daily Pivots for day following 06-Nov-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0758 |
1.0669 |
1.0370 |
|
| R3 |
1.0614 |
1.0525 |
1.0331 |
|
| R2 |
1.0470 |
1.0470 |
1.0317 |
|
| R1 |
1.0381 |
1.0381 |
1.0304 |
1.0354 |
| PP |
1.0326 |
1.0326 |
1.0326 |
1.0313 |
| S1 |
1.0237 |
1.0237 |
1.0278 |
1.0210 |
| S2 |
1.0182 |
1.0182 |
1.0265 |
|
| S3 |
1.0038 |
1.0093 |
1.0251 |
|
| S4 |
0.9894 |
0.9949 |
1.0212 |
|
|
| 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 |
1.0467 |
1.0272 |
0.0195 |
1.9% |
0.0097 |
0.9% |
10% |
False |
True |
53,148 |
| 10 |
1.0595 |
1.0272 |
0.0323 |
3.1% |
0.0086 |
0.8% |
6% |
False |
True |
43,444 |
| 20 |
1.0688 |
1.0272 |
0.0416 |
4.0% |
0.0091 |
0.9% |
5% |
False |
True |
43,583 |
| 40 |
1.0761 |
1.0272 |
0.0489 |
4.8% |
0.0087 |
0.8% |
4% |
False |
True |
43,609 |
| 60 |
1.1090 |
1.0272 |
0.0818 |
7.9% |
0.0076 |
0.7% |
2% |
False |
True |
30,949 |
| 80 |
1.1157 |
1.0272 |
0.0885 |
8.6% |
0.0064 |
0.6% |
2% |
False |
True |
23,219 |
| 100 |
1.1305 |
1.0272 |
0.1033 |
10.0% |
0.0055 |
0.5% |
2% |
False |
True |
18,579 |
| 120 |
1.1305 |
1.0272 |
0.1033 |
10.0% |
0.0047 |
0.5% |
2% |
False |
True |
15,483 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1028 |
|
2.618 |
1.0793 |
|
1.618 |
1.0649 |
|
1.000 |
1.0560 |
|
0.618 |
1.0505 |
|
HIGH |
1.0416 |
|
0.618 |
1.0361 |
|
0.500 |
1.0344 |
|
0.382 |
1.0327 |
|
LOW |
1.0272 |
|
0.618 |
1.0183 |
|
1.000 |
1.0128 |
|
1.618 |
1.0039 |
|
2.618 |
0.9895 |
|
4.250 |
0.9660 |
|
|
| Fisher Pivots for day following 06-Nov-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1.0344 |
1.0357 |
| PP |
1.0326 |
1.0335 |
| S1 |
1.0309 |
1.0313 |
|