CME Swiss Franc Future December 2014
| Trading Metrics calculated at close of trading on 12-Nov-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Nov-2014 |
12-Nov-2014 |
Change |
Change % |
Previous Week |
| Open |
1.0330 |
1.0367 |
0.0037 |
0.4% |
1.0374 |
| High |
1.0394 |
1.0396 |
0.0002 |
0.0% |
1.0441 |
| Low |
1.0312 |
1.0333 |
0.0021 |
0.2% |
1.0268 |
| Close |
1.0363 |
1.0344 |
-0.0019 |
-0.2% |
1.0342 |
| Range |
0.0082 |
0.0063 |
-0.0019 |
-23.2% |
0.0173 |
| ATR |
0.0088 |
0.0086 |
-0.0002 |
-2.0% |
0.0000 |
| Volume |
28,624 |
42,419 |
13,795 |
48.2% |
260,507 |
|
| Daily Pivots for day following 12-Nov-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0547 |
1.0508 |
1.0379 |
|
| R3 |
1.0484 |
1.0445 |
1.0361 |
|
| R2 |
1.0421 |
1.0421 |
1.0356 |
|
| R1 |
1.0382 |
1.0382 |
1.0350 |
1.0370 |
| PP |
1.0358 |
1.0358 |
1.0358 |
1.0352 |
| S1 |
1.0319 |
1.0319 |
1.0338 |
1.0307 |
| S2 |
1.0295 |
1.0295 |
1.0332 |
|
| S3 |
1.0232 |
1.0256 |
1.0327 |
|
| S4 |
1.0169 |
1.0193 |
1.0309 |
|
|
| Weekly Pivots for week ending 07-Nov-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0869 |
1.0779 |
1.0437 |
|
| R3 |
1.0696 |
1.0606 |
1.0390 |
|
| R2 |
1.0523 |
1.0523 |
1.0374 |
|
| R1 |
1.0433 |
1.0433 |
1.0358 |
1.0392 |
| PP |
1.0350 |
1.0350 |
1.0350 |
1.0330 |
| S1 |
1.0260 |
1.0260 |
1.0326 |
1.0219 |
| S2 |
1.0177 |
1.0177 |
1.0310 |
|
| S3 |
1.0004 |
1.0087 |
1.0294 |
|
| S4 |
0.9831 |
0.9914 |
1.0247 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0416 |
1.0268 |
0.0148 |
1.4% |
0.0092 |
0.9% |
51% |
False |
False |
45,861 |
| 10 |
1.0484 |
1.0268 |
0.0216 |
2.1% |
0.0088 |
0.8% |
35% |
False |
False |
47,667 |
| 20 |
1.0645 |
1.0268 |
0.0377 |
3.6% |
0.0083 |
0.8% |
20% |
False |
False |
41,669 |
| 40 |
1.0723 |
1.0268 |
0.0455 |
4.4% |
0.0087 |
0.8% |
17% |
False |
False |
43,254 |
| 60 |
1.1004 |
1.0268 |
0.0736 |
7.1% |
0.0078 |
0.8% |
10% |
False |
False |
33,685 |
| 80 |
1.1106 |
1.0268 |
0.0838 |
8.1% |
0.0067 |
0.6% |
9% |
False |
False |
25,272 |
| 100 |
1.1305 |
1.0268 |
0.1037 |
10.0% |
0.0057 |
0.6% |
7% |
False |
False |
20,223 |
| 120 |
1.1305 |
1.0268 |
0.1037 |
10.0% |
0.0050 |
0.5% |
7% |
False |
False |
16,853 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0664 |
|
2.618 |
1.0561 |
|
1.618 |
1.0498 |
|
1.000 |
1.0459 |
|
0.618 |
1.0435 |
|
HIGH |
1.0396 |
|
0.618 |
1.0372 |
|
0.500 |
1.0365 |
|
0.382 |
1.0357 |
|
LOW |
1.0333 |
|
0.618 |
1.0294 |
|
1.000 |
1.0270 |
|
1.618 |
1.0231 |
|
2.618 |
1.0168 |
|
4.250 |
1.0065 |
|
|
| Fisher Pivots for day following 12-Nov-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1.0365 |
1.0357 |
| PP |
1.0358 |
1.0353 |
| S1 |
1.0351 |
1.0348 |
|