CME Swiss Franc Future December 2014
| Trading Metrics calculated at close of trading on 19-Nov-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Nov-2014 |
19-Nov-2014 |
Change |
Change % |
Previous Week |
| Open |
1.0366 |
1.0434 |
0.0068 |
0.7% |
1.0363 |
| High |
1.0446 |
1.0494 |
0.0048 |
0.5% |
1.0448 |
| Low |
1.0360 |
1.0418 |
0.0058 |
0.6% |
1.0312 |
| Close |
1.0436 |
1.0444 |
0.0008 |
0.1% |
1.0429 |
| Range |
0.0086 |
0.0076 |
-0.0010 |
-11.6% |
0.0136 |
| ATR |
0.0089 |
0.0088 |
-0.0001 |
-1.0% |
0.0000 |
| Volume |
37,228 |
47,244 |
10,016 |
26.9% |
196,507 |
|
| Daily Pivots for day following 19-Nov-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0680 |
1.0638 |
1.0486 |
|
| R3 |
1.0604 |
1.0562 |
1.0465 |
|
| R2 |
1.0528 |
1.0528 |
1.0458 |
|
| R1 |
1.0486 |
1.0486 |
1.0451 |
1.0507 |
| PP |
1.0452 |
1.0452 |
1.0452 |
1.0463 |
| S1 |
1.0410 |
1.0410 |
1.0437 |
1.0431 |
| S2 |
1.0376 |
1.0376 |
1.0430 |
|
| S3 |
1.0300 |
1.0334 |
1.0423 |
|
| S4 |
1.0224 |
1.0258 |
1.0402 |
|
|
| 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 |
1.0494 |
1.0322 |
0.0172 |
1.6% |
0.0091 |
0.9% |
71% |
True |
False |
42,506 |
| 10 |
1.0494 |
1.0268 |
0.0226 |
2.2% |
0.0092 |
0.9% |
78% |
True |
False |
44,183 |
| 20 |
1.0595 |
1.0268 |
0.0327 |
3.1% |
0.0084 |
0.8% |
54% |
False |
False |
42,006 |
| 40 |
1.0688 |
1.0268 |
0.0420 |
4.0% |
0.0089 |
0.9% |
42% |
False |
False |
44,093 |
| 60 |
1.0966 |
1.0268 |
0.0698 |
6.7% |
0.0082 |
0.8% |
25% |
False |
False |
37,152 |
| 80 |
1.1090 |
1.0268 |
0.0822 |
7.9% |
0.0071 |
0.7% |
21% |
False |
False |
27,926 |
| 100 |
1.1305 |
1.0268 |
0.1037 |
9.9% |
0.0061 |
0.6% |
17% |
False |
False |
22,347 |
| 120 |
1.1305 |
1.0268 |
0.1037 |
9.9% |
0.0053 |
0.5% |
17% |
False |
False |
18,624 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0817 |
|
2.618 |
1.0693 |
|
1.618 |
1.0617 |
|
1.000 |
1.0570 |
|
0.618 |
1.0541 |
|
HIGH |
1.0494 |
|
0.618 |
1.0465 |
|
0.500 |
1.0456 |
|
0.382 |
1.0447 |
|
LOW |
1.0418 |
|
0.618 |
1.0371 |
|
1.000 |
1.0342 |
|
1.618 |
1.0295 |
|
2.618 |
1.0219 |
|
4.250 |
1.0095 |
|
|
| Fisher Pivots for day following 19-Nov-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1.0456 |
1.0438 |
| PP |
1.0452 |
1.0433 |
| S1 |
1.0448 |
1.0427 |
|