CME Swiss Franc Future December 2014
| Trading Metrics calculated at close of trading on 17-Nov-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Nov-2014 |
17-Nov-2014 |
Change |
Change % |
Previous Week |
| Open |
1.0378 |
1.0425 |
0.0047 |
0.5% |
1.0363 |
| High |
1.0448 |
1.0471 |
0.0023 |
0.2% |
1.0448 |
| Low |
1.0322 |
1.0360 |
0.0038 |
0.4% |
1.0312 |
| Close |
1.0429 |
1.0368 |
-0.0061 |
-0.6% |
1.0429 |
| Range |
0.0126 |
0.0111 |
-0.0015 |
-11.9% |
0.0136 |
| ATR |
0.0087 |
0.0089 |
0.0002 |
1.9% |
0.0000 |
| Volume |
60,840 |
36,594 |
-24,246 |
-39.9% |
196,507 |
|
| Daily Pivots for day following 17-Nov-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0733 |
1.0661 |
1.0429 |
|
| R3 |
1.0622 |
1.0550 |
1.0399 |
|
| R2 |
1.0511 |
1.0511 |
1.0388 |
|
| R1 |
1.0439 |
1.0439 |
1.0378 |
1.0420 |
| PP |
1.0400 |
1.0400 |
1.0400 |
1.0390 |
| S1 |
1.0328 |
1.0328 |
1.0358 |
1.0309 |
| S2 |
1.0289 |
1.0289 |
1.0348 |
|
| S3 |
1.0178 |
1.0217 |
1.0337 |
|
| S4 |
1.0067 |
1.0106 |
1.0307 |
|
|
| Weekly Pivots for week ending 14-Nov-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0804 |
1.0753 |
1.0504 |
|
| R3 |
1.0668 |
1.0617 |
1.0466 |
|
| R2 |
1.0532 |
1.0532 |
1.0454 |
|
| R1 |
1.0481 |
1.0481 |
1.0441 |
1.0507 |
| PP |
1.0396 |
1.0396 |
1.0396 |
1.0409 |
| S1 |
1.0345 |
1.0345 |
1.0417 |
1.0371 |
| S2 |
1.0260 |
1.0260 |
1.0404 |
|
| S3 |
1.0124 |
1.0209 |
1.0392 |
|
| S4 |
0.9988 |
1.0073 |
1.0354 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0471 |
1.0312 |
0.0159 |
1.5% |
0.0088 |
0.8% |
35% |
True |
False |
39,820 |
| 10 |
1.0471 |
1.0268 |
0.0203 |
2.0% |
0.0092 |
0.9% |
49% |
True |
False |
45,146 |
| 20 |
1.0645 |
1.0268 |
0.0377 |
3.6% |
0.0085 |
0.8% |
27% |
False |
False |
41,556 |
| 40 |
1.0699 |
1.0268 |
0.0431 |
4.2% |
0.0089 |
0.9% |
23% |
False |
False |
43,540 |
| 60 |
1.0966 |
1.0268 |
0.0698 |
6.7% |
0.0081 |
0.8% |
14% |
False |
False |
35,812 |
| 80 |
1.1090 |
1.0268 |
0.0822 |
7.9% |
0.0070 |
0.7% |
12% |
False |
False |
26,871 |
| 100 |
1.1305 |
1.0268 |
0.1037 |
10.0% |
0.0060 |
0.6% |
10% |
False |
False |
21,503 |
| 120 |
1.1305 |
1.0268 |
0.1037 |
10.0% |
0.0052 |
0.5% |
10% |
False |
False |
17,920 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0943 |
|
2.618 |
1.0762 |
|
1.618 |
1.0651 |
|
1.000 |
1.0582 |
|
0.618 |
1.0540 |
|
HIGH |
1.0471 |
|
0.618 |
1.0429 |
|
0.500 |
1.0416 |
|
0.382 |
1.0402 |
|
LOW |
1.0360 |
|
0.618 |
1.0291 |
|
1.000 |
1.0249 |
|
1.618 |
1.0180 |
|
2.618 |
1.0069 |
|
4.250 |
0.9888 |
|
|
| Fisher Pivots for day following 17-Nov-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1.0416 |
1.0397 |
| PP |
1.0400 |
1.0387 |
| S1 |
1.0384 |
1.0378 |
|