CME Swiss Franc Future December 2014
| Trading Metrics calculated at close of trading on 01-Dec-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Nov-2014 |
01-Dec-2014 |
Change |
Change % |
Previous Week |
| Open |
1.0403 |
1.0340 |
-0.0063 |
-0.6% |
1.0289 |
| High |
1.0419 |
1.0406 |
-0.0013 |
-0.1% |
1.0424 |
| Low |
1.0342 |
1.0323 |
-0.0019 |
-0.2% |
1.0286 |
| Close |
1.0350 |
1.0374 |
0.0024 |
0.2% |
1.0350 |
| Range |
0.0077 |
0.0083 |
0.0006 |
7.8% |
0.0138 |
| ATR |
0.0086 |
0.0086 |
0.0000 |
-0.3% |
0.0000 |
| Volume |
41,805 |
47,105 |
5,300 |
12.7% |
145,694 |
|
| Daily Pivots for day following 01-Dec-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0617 |
1.0578 |
1.0420 |
|
| R3 |
1.0534 |
1.0495 |
1.0397 |
|
| R2 |
1.0451 |
1.0451 |
1.0389 |
|
| R1 |
1.0412 |
1.0412 |
1.0382 |
1.0432 |
| PP |
1.0368 |
1.0368 |
1.0368 |
1.0377 |
| S1 |
1.0329 |
1.0329 |
1.0366 |
1.0349 |
| S2 |
1.0285 |
1.0285 |
1.0359 |
|
| S3 |
1.0202 |
1.0246 |
1.0351 |
|
| S4 |
1.0119 |
1.0163 |
1.0328 |
|
|
| Weekly Pivots for week ending 28-Nov-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0767 |
1.0697 |
1.0426 |
|
| R3 |
1.0629 |
1.0559 |
1.0388 |
|
| R2 |
1.0491 |
1.0491 |
1.0375 |
|
| R1 |
1.0421 |
1.0421 |
1.0363 |
1.0456 |
| PP |
1.0353 |
1.0353 |
1.0353 |
1.0371 |
| S1 |
1.0283 |
1.0283 |
1.0337 |
1.0318 |
| S2 |
1.0215 |
1.0215 |
1.0325 |
|
| S3 |
1.0077 |
1.0145 |
1.0312 |
|
| S4 |
0.9939 |
1.0007 |
1.0274 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0424 |
1.0286 |
0.0138 |
1.3% |
0.0074 |
0.7% |
64% |
False |
False |
38,559 |
| 10 |
1.0494 |
1.0286 |
0.0208 |
2.0% |
0.0086 |
0.8% |
42% |
False |
False |
41,918 |
| 20 |
1.0494 |
1.0268 |
0.0226 |
2.2% |
0.0086 |
0.8% |
47% |
False |
False |
43,810 |
| 40 |
1.0688 |
1.0268 |
0.0420 |
4.0% |
0.0089 |
0.9% |
25% |
False |
False |
44,007 |
| 60 |
1.0761 |
1.0268 |
0.0493 |
4.8% |
0.0085 |
0.8% |
22% |
False |
False |
41,809 |
| 80 |
1.1090 |
1.0268 |
0.0822 |
7.9% |
0.0076 |
0.7% |
13% |
False |
False |
31,650 |
| 100 |
1.1227 |
1.0268 |
0.0959 |
9.2% |
0.0066 |
0.6% |
11% |
False |
False |
25,326 |
| 120 |
1.1305 |
1.0268 |
0.1037 |
10.0% |
0.0057 |
0.6% |
10% |
False |
False |
21,108 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0759 |
|
2.618 |
1.0623 |
|
1.618 |
1.0540 |
|
1.000 |
1.0489 |
|
0.618 |
1.0457 |
|
HIGH |
1.0406 |
|
0.618 |
1.0374 |
|
0.500 |
1.0365 |
|
0.382 |
1.0355 |
|
LOW |
1.0323 |
|
0.618 |
1.0272 |
|
1.000 |
1.0240 |
|
1.618 |
1.0189 |
|
2.618 |
1.0106 |
|
4.250 |
0.9970 |
|
|
| Fisher Pivots for day following 01-Dec-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1.0371 |
1.0374 |
| PP |
1.0368 |
1.0374 |
| S1 |
1.0365 |
1.0374 |
|