CME Swiss Franc Future March 2015
| Trading Metrics calculated at close of trading on 14-Nov-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Nov-2014 |
14-Nov-2014 |
Change |
Change % |
Previous Week |
| Open |
1.0359 |
1.0366 |
0.0007 |
0.1% |
1.0380 |
| High |
1.0406 |
1.0456 |
0.0050 |
0.5% |
1.0456 |
| Low |
1.0348 |
1.0340 |
-0.0008 |
-0.1% |
1.0333 |
| Close |
1.0405 |
1.0443 |
0.0038 |
0.4% |
1.0443 |
| Range |
0.0058 |
0.0116 |
0.0058 |
100.0% |
0.0123 |
| ATR |
0.0066 |
0.0069 |
0.0004 |
5.5% |
0.0000 |
| Volume |
109 |
52 |
-57 |
-52.3% |
662 |
|
| Daily Pivots for day following 14-Nov-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0761 |
1.0718 |
1.0507 |
|
| R3 |
1.0645 |
1.0602 |
1.0475 |
|
| R2 |
1.0529 |
1.0529 |
1.0464 |
|
| R1 |
1.0486 |
1.0486 |
1.0454 |
1.0508 |
| PP |
1.0413 |
1.0413 |
1.0413 |
1.0424 |
| S1 |
1.0370 |
1.0370 |
1.0432 |
1.0392 |
| S2 |
1.0297 |
1.0297 |
1.0422 |
|
| S3 |
1.0181 |
1.0254 |
1.0411 |
|
| S4 |
1.0065 |
1.0138 |
1.0379 |
|
|
| Weekly Pivots for week ending 14-Nov-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0780 |
1.0734 |
1.0511 |
|
| R3 |
1.0657 |
1.0611 |
1.0477 |
|
| R2 |
1.0534 |
1.0534 |
1.0466 |
|
| R1 |
1.0488 |
1.0488 |
1.0454 |
1.0511 |
| PP |
1.0411 |
1.0411 |
1.0411 |
1.0422 |
| S1 |
1.0365 |
1.0365 |
1.0432 |
1.0388 |
| S2 |
1.0288 |
1.0288 |
1.0420 |
|
| S3 |
1.0165 |
1.0242 |
1.0409 |
|
| S4 |
1.0042 |
1.0119 |
1.0375 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0456 |
1.0333 |
0.0123 |
1.2% |
0.0072 |
0.7% |
89% |
True |
False |
132 |
| 10 |
1.0456 |
1.0287 |
0.0169 |
1.6% |
0.0074 |
0.7% |
92% |
True |
False |
114 |
| 20 |
1.0631 |
1.0287 |
0.0344 |
3.3% |
0.0060 |
0.6% |
45% |
False |
False |
65 |
| 40 |
1.0668 |
1.0287 |
0.0381 |
3.6% |
0.0049 |
0.5% |
41% |
False |
False |
42 |
| 60 |
1.0963 |
1.0287 |
0.0676 |
6.5% |
0.0041 |
0.4% |
23% |
False |
False |
32 |
| 80 |
1.1100 |
1.0287 |
0.0813 |
7.8% |
0.0031 |
0.3% |
19% |
False |
False |
24 |
| 100 |
1.1309 |
1.0287 |
0.1022 |
9.8% |
0.0026 |
0.2% |
15% |
False |
False |
22 |
| 120 |
1.1309 |
1.0287 |
0.1022 |
9.8% |
0.0021 |
0.2% |
15% |
False |
False |
18 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0949 |
|
2.618 |
1.0760 |
|
1.618 |
1.0644 |
|
1.000 |
1.0572 |
|
0.618 |
1.0528 |
|
HIGH |
1.0456 |
|
0.618 |
1.0412 |
|
0.500 |
1.0398 |
|
0.382 |
1.0384 |
|
LOW |
1.0340 |
|
0.618 |
1.0268 |
|
1.000 |
1.0224 |
|
1.618 |
1.0152 |
|
2.618 |
1.0036 |
|
4.250 |
0.9847 |
|
|
| Fisher Pivots for day following 14-Nov-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1.0428 |
1.0428 |
| PP |
1.0413 |
1.0413 |
| S1 |
1.0398 |
1.0398 |
|