CME Swiss Franc Future March 2015
| Trading Metrics calculated at close of trading on 06-Nov-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Nov-2014 |
06-Nov-2014 |
Change |
Change % |
Previous Week |
| Open |
1.0425 |
1.0405 |
-0.0020 |
-0.2% |
1.0537 |
| High |
1.0425 |
1.0420 |
-0.0005 |
0.0% |
1.0592 |
| Low |
1.0379 |
1.0287 |
-0.0092 |
-0.9% |
1.0368 |
| Close |
1.0381 |
1.0303 |
-0.0078 |
-0.8% |
1.0402 |
| Range |
0.0046 |
0.0133 |
0.0087 |
189.1% |
0.0224 |
| ATR |
0.0061 |
0.0066 |
0.0005 |
8.5% |
0.0000 |
| Volume |
56 |
274 |
218 |
389.3% |
85 |
|
| Daily Pivots for day following 06-Nov-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0736 |
1.0652 |
1.0376 |
|
| R3 |
1.0603 |
1.0519 |
1.0340 |
|
| R2 |
1.0470 |
1.0470 |
1.0327 |
|
| R1 |
1.0386 |
1.0386 |
1.0315 |
1.0362 |
| PP |
1.0337 |
1.0337 |
1.0337 |
1.0324 |
| S1 |
1.0253 |
1.0253 |
1.0291 |
1.0229 |
| S2 |
1.0204 |
1.0204 |
1.0279 |
|
| S3 |
1.0071 |
1.0120 |
1.0266 |
|
| S4 |
0.9938 |
0.9987 |
1.0230 |
|
|
| Weekly Pivots for week ending 31-Oct-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1126 |
1.0988 |
1.0525 |
|
| R3 |
1.0902 |
1.0764 |
1.0464 |
|
| R2 |
1.0678 |
1.0678 |
1.0443 |
|
| R1 |
1.0540 |
1.0540 |
1.0423 |
1.0497 |
| PP |
1.0454 |
1.0454 |
1.0454 |
1.0433 |
| S1 |
1.0316 |
1.0316 |
1.0381 |
1.0273 |
| S2 |
1.0230 |
1.0230 |
1.0361 |
|
| S3 |
1.0006 |
1.0092 |
1.0340 |
|
| S4 |
0.9782 |
0.9868 |
1.0279 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0445 |
1.0287 |
0.0158 |
1.5% |
0.0072 |
0.7% |
10% |
False |
True |
87 |
| 10 |
1.0592 |
1.0287 |
0.0305 |
3.0% |
0.0063 |
0.6% |
5% |
False |
True |
51 |
| 20 |
1.0642 |
1.0287 |
0.0355 |
3.4% |
0.0051 |
0.5% |
5% |
False |
True |
43 |
| 40 |
1.0765 |
1.0287 |
0.0478 |
4.6% |
0.0044 |
0.4% |
3% |
False |
True |
26 |
| 60 |
1.1100 |
1.0287 |
0.0813 |
7.9% |
0.0034 |
0.3% |
2% |
False |
True |
20 |
| 80 |
1.1167 |
1.0287 |
0.0880 |
8.5% |
0.0026 |
0.2% |
2% |
False |
True |
16 |
| 100 |
1.1309 |
1.0287 |
0.1022 |
9.9% |
0.0021 |
0.2% |
2% |
False |
True |
15 |
| 120 |
1.1309 |
1.0287 |
0.1022 |
9.9% |
0.0018 |
0.2% |
2% |
False |
True |
12 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0985 |
|
2.618 |
1.0768 |
|
1.618 |
1.0635 |
|
1.000 |
1.0553 |
|
0.618 |
1.0502 |
|
HIGH |
1.0420 |
|
0.618 |
1.0369 |
|
0.500 |
1.0354 |
|
0.382 |
1.0338 |
|
LOW |
1.0287 |
|
0.618 |
1.0205 |
|
1.000 |
1.0154 |
|
1.618 |
1.0072 |
|
2.618 |
0.9939 |
|
4.250 |
0.9722 |
|
|
| Fisher Pivots for day following 06-Nov-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1.0354 |
1.0366 |
| PP |
1.0337 |
1.0345 |
| S1 |
1.0320 |
1.0324 |
|