CME Swiss Franc Future March 2015
| Trading Metrics calculated at close of trading on 13-Nov-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Nov-2014 |
13-Nov-2014 |
Change |
Change % |
Previous Week |
| Open |
1.0390 |
1.0359 |
-0.0031 |
-0.3% |
1.0342 |
| High |
1.0400 |
1.0406 |
0.0006 |
0.1% |
1.0445 |
| Low |
1.0352 |
1.0348 |
-0.0004 |
0.0% |
1.0287 |
| Close |
1.0358 |
1.0405 |
0.0047 |
0.5% |
1.0353 |
| Range |
0.0048 |
0.0058 |
0.0010 |
20.8% |
0.0158 |
| ATR |
0.0066 |
0.0066 |
-0.0001 |
-0.9% |
0.0000 |
| Volume |
85 |
109 |
24 |
28.2% |
485 |
|
| Daily Pivots for day following 13-Nov-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0560 |
1.0541 |
1.0437 |
|
| R3 |
1.0502 |
1.0483 |
1.0421 |
|
| R2 |
1.0444 |
1.0444 |
1.0416 |
|
| R1 |
1.0425 |
1.0425 |
1.0410 |
1.0435 |
| PP |
1.0386 |
1.0386 |
1.0386 |
1.0391 |
| S1 |
1.0367 |
1.0367 |
1.0400 |
1.0377 |
| S2 |
1.0328 |
1.0328 |
1.0394 |
|
| S3 |
1.0270 |
1.0309 |
1.0389 |
|
| S4 |
1.0212 |
1.0251 |
1.0373 |
|
|
| Weekly Pivots for week ending 07-Nov-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0836 |
1.0752 |
1.0440 |
|
| R3 |
1.0678 |
1.0594 |
1.0396 |
|
| R2 |
1.0520 |
1.0520 |
1.0382 |
|
| R1 |
1.0436 |
1.0436 |
1.0367 |
1.0478 |
| PP |
1.0362 |
1.0362 |
1.0362 |
1.0383 |
| S1 |
1.0278 |
1.0278 |
1.0339 |
1.0320 |
| S2 |
1.0204 |
1.0204 |
1.0324 |
|
| S3 |
1.0046 |
1.0120 |
1.0310 |
|
| S4 |
0.9888 |
0.9962 |
1.0266 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0413 |
1.0287 |
0.0126 |
1.2% |
0.0066 |
0.6% |
94% |
False |
False |
133 |
| 10 |
1.0445 |
1.0287 |
0.0158 |
1.5% |
0.0069 |
0.7% |
75% |
False |
False |
110 |
| 20 |
1.0631 |
1.0287 |
0.0344 |
3.3% |
0.0056 |
0.5% |
34% |
False |
False |
63 |
| 40 |
1.0675 |
1.0287 |
0.0388 |
3.7% |
0.0047 |
0.4% |
30% |
False |
False |
42 |
| 60 |
1.0994 |
1.0287 |
0.0707 |
6.8% |
0.0039 |
0.4% |
17% |
False |
False |
32 |
| 80 |
1.1101 |
1.0287 |
0.0814 |
7.8% |
0.0030 |
0.3% |
14% |
False |
False |
24 |
| 100 |
1.1309 |
1.0287 |
0.1022 |
9.8% |
0.0024 |
0.2% |
12% |
False |
False |
21 |
| 120 |
1.1309 |
1.0287 |
0.1022 |
9.8% |
0.0020 |
0.2% |
12% |
False |
False |
18 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0653 |
|
2.618 |
1.0558 |
|
1.618 |
1.0500 |
|
1.000 |
1.0464 |
|
0.618 |
1.0442 |
|
HIGH |
1.0406 |
|
0.618 |
1.0384 |
|
0.500 |
1.0377 |
|
0.382 |
1.0370 |
|
LOW |
1.0348 |
|
0.618 |
1.0312 |
|
1.000 |
1.0290 |
|
1.618 |
1.0254 |
|
2.618 |
1.0196 |
|
4.250 |
1.0102 |
|
|
| Fisher Pivots for day following 13-Nov-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1.0396 |
1.0393 |
| PP |
1.0386 |
1.0381 |
| S1 |
1.0377 |
1.0370 |
|