CME Swiss Franc Future December 2014
| Trading Metrics calculated at close of trading on 13-Nov-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Nov-2014 |
13-Nov-2014 |
Change |
Change % |
Previous Week |
| Open |
1.0367 |
1.0338 |
-0.0029 |
-0.3% |
1.0374 |
| High |
1.0396 |
1.0396 |
0.0000 |
0.0% |
1.0441 |
| Low |
1.0333 |
1.0338 |
0.0005 |
0.0% |
1.0268 |
| Close |
1.0344 |
1.0391 |
0.0047 |
0.5% |
1.0342 |
| Range |
0.0063 |
0.0058 |
-0.0005 |
-7.9% |
0.0173 |
| ATR |
0.0086 |
0.0084 |
-0.0002 |
-2.3% |
0.0000 |
| Volume |
42,419 |
30,626 |
-11,793 |
-27.8% |
260,507 |
|
| Daily Pivots for day following 13-Nov-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0549 |
1.0528 |
1.0423 |
|
| R3 |
1.0491 |
1.0470 |
1.0407 |
|
| R2 |
1.0433 |
1.0433 |
1.0402 |
|
| R1 |
1.0412 |
1.0412 |
1.0396 |
1.0423 |
| PP |
1.0375 |
1.0375 |
1.0375 |
1.0380 |
| S1 |
1.0354 |
1.0354 |
1.0386 |
1.0365 |
| S2 |
1.0317 |
1.0317 |
1.0380 |
|
| S3 |
1.0259 |
1.0296 |
1.0375 |
|
| S4 |
1.0201 |
1.0238 |
1.0359 |
|
|
| 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 |
1.0402 |
1.0268 |
0.0134 |
1.3% |
0.0075 |
0.7% |
92% |
False |
False |
38,994 |
| 10 |
1.0467 |
1.0268 |
0.0199 |
1.9% |
0.0086 |
0.8% |
62% |
False |
False |
46,071 |
| 20 |
1.0645 |
1.0268 |
0.0377 |
3.6% |
0.0081 |
0.8% |
33% |
False |
False |
39,598 |
| 40 |
1.0721 |
1.0268 |
0.0453 |
4.4% |
0.0086 |
0.8% |
27% |
False |
False |
42,724 |
| 60 |
1.0989 |
1.0268 |
0.0721 |
6.9% |
0.0078 |
0.8% |
17% |
False |
False |
34,192 |
| 80 |
1.1106 |
1.0268 |
0.0838 |
8.1% |
0.0068 |
0.6% |
15% |
False |
False |
25,654 |
| 100 |
1.1305 |
1.0268 |
0.1037 |
10.0% |
0.0058 |
0.6% |
12% |
False |
False |
20,529 |
| 120 |
1.1305 |
1.0268 |
0.1037 |
10.0% |
0.0050 |
0.5% |
12% |
False |
False |
17,108 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0643 |
|
2.618 |
1.0548 |
|
1.618 |
1.0490 |
|
1.000 |
1.0454 |
|
0.618 |
1.0432 |
|
HIGH |
1.0396 |
|
0.618 |
1.0374 |
|
0.500 |
1.0367 |
|
0.382 |
1.0360 |
|
LOW |
1.0338 |
|
0.618 |
1.0302 |
|
1.000 |
1.0280 |
|
1.618 |
1.0244 |
|
2.618 |
1.0186 |
|
4.250 |
1.0092 |
|
|
| Fisher Pivots for day following 13-Nov-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1.0383 |
1.0379 |
| PP |
1.0375 |
1.0366 |
| S1 |
1.0367 |
1.0354 |
|