CME Swiss Franc Future December 2014
| Trading Metrics calculated at close of trading on 24-Nov-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Nov-2014 |
24-Nov-2014 |
Change |
Change % |
Previous Week |
| Open |
1.0435 |
1.0289 |
-0.0146 |
-1.4% |
1.0425 |
| High |
1.0458 |
1.0350 |
-0.0108 |
-1.0% |
1.0494 |
| Low |
1.0301 |
1.0286 |
-0.0015 |
-0.1% |
1.0301 |
| Close |
1.0310 |
1.0343 |
0.0033 |
0.3% |
1.0310 |
| Range |
0.0157 |
0.0064 |
-0.0093 |
-59.2% |
0.0193 |
| ATR |
0.0091 |
0.0089 |
-0.0002 |
-2.1% |
0.0000 |
| Volume |
58,876 |
34,041 |
-24,835 |
-42.2% |
226,387 |
|
| Daily Pivots for day following 24-Nov-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0518 |
1.0495 |
1.0378 |
|
| R3 |
1.0454 |
1.0431 |
1.0361 |
|
| R2 |
1.0390 |
1.0390 |
1.0355 |
|
| R1 |
1.0367 |
1.0367 |
1.0349 |
1.0379 |
| PP |
1.0326 |
1.0326 |
1.0326 |
1.0332 |
| S1 |
1.0303 |
1.0303 |
1.0337 |
1.0315 |
| S2 |
1.0262 |
1.0262 |
1.0331 |
|
| S3 |
1.0198 |
1.0239 |
1.0325 |
|
| S4 |
1.0134 |
1.0175 |
1.0308 |
|
|
| Weekly Pivots for week ending 21-Nov-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0947 |
1.0822 |
1.0416 |
|
| R3 |
1.0754 |
1.0629 |
1.0363 |
|
| R2 |
1.0561 |
1.0561 |
1.0345 |
|
| R1 |
1.0436 |
1.0436 |
1.0328 |
1.0402 |
| PP |
1.0368 |
1.0368 |
1.0368 |
1.0352 |
| S1 |
1.0243 |
1.0243 |
1.0292 |
1.0209 |
| S2 |
1.0175 |
1.0175 |
1.0275 |
|
| S3 |
0.9982 |
1.0050 |
1.0257 |
|
| S4 |
0.9789 |
0.9857 |
1.0204 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0494 |
1.0286 |
0.0208 |
2.0% |
0.0088 |
0.9% |
27% |
False |
True |
44,766 |
| 10 |
1.0494 |
1.0286 |
0.0208 |
2.0% |
0.0088 |
0.9% |
27% |
False |
True |
42,293 |
| 20 |
1.0595 |
1.0268 |
0.0327 |
3.2% |
0.0090 |
0.9% |
23% |
False |
False |
44,882 |
| 40 |
1.0688 |
1.0268 |
0.0420 |
4.1% |
0.0092 |
0.9% |
18% |
False |
False |
44,943 |
| 60 |
1.0909 |
1.0268 |
0.0641 |
6.2% |
0.0085 |
0.8% |
12% |
False |
False |
39,426 |
| 80 |
1.1090 |
1.0268 |
0.0822 |
7.9% |
0.0073 |
0.7% |
9% |
False |
False |
29,667 |
| 100 |
1.1243 |
1.0268 |
0.0975 |
9.4% |
0.0063 |
0.6% |
8% |
False |
False |
23,739 |
| 120 |
1.1305 |
1.0268 |
0.1037 |
10.0% |
0.0055 |
0.5% |
7% |
False |
False |
19,785 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0622 |
|
2.618 |
1.0518 |
|
1.618 |
1.0454 |
|
1.000 |
1.0414 |
|
0.618 |
1.0390 |
|
HIGH |
1.0350 |
|
0.618 |
1.0326 |
|
0.500 |
1.0318 |
|
0.382 |
1.0310 |
|
LOW |
1.0286 |
|
0.618 |
1.0246 |
|
1.000 |
1.0222 |
|
1.618 |
1.0182 |
|
2.618 |
1.0118 |
|
4.250 |
1.0014 |
|
|
| Fisher Pivots for day following 24-Nov-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1.0335 |
1.0378 |
| PP |
1.0326 |
1.0366 |
| S1 |
1.0318 |
1.0355 |
|