CME Swiss Franc Future March 2015
| Trading Metrics calculated at close of trading on 20-Nov-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Nov-2014 |
20-Nov-2014 |
Change |
Change % |
Previous Week |
| Open |
1.0439 |
1.0474 |
0.0035 |
0.3% |
1.0380 |
| High |
1.0502 |
1.0474 |
-0.0028 |
-0.3% |
1.0456 |
| Low |
1.0439 |
1.0436 |
-0.0003 |
0.0% |
1.0333 |
| Close |
1.0458 |
1.0459 |
0.0001 |
0.0% |
1.0443 |
| Range |
0.0063 |
0.0038 |
-0.0025 |
-39.7% |
0.0123 |
| ATR |
0.0071 |
0.0069 |
-0.0002 |
-3.3% |
0.0000 |
| Volume |
50 |
458 |
408 |
816.0% |
662 |
|
| Daily Pivots for day following 20-Nov-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0570 |
1.0553 |
1.0480 |
|
| R3 |
1.0532 |
1.0515 |
1.0469 |
|
| R2 |
1.0494 |
1.0494 |
1.0466 |
|
| R1 |
1.0477 |
1.0477 |
1.0462 |
1.0467 |
| PP |
1.0456 |
1.0456 |
1.0456 |
1.0451 |
| S1 |
1.0439 |
1.0439 |
1.0456 |
1.0429 |
| S2 |
1.0418 |
1.0418 |
1.0452 |
|
| S3 |
1.0380 |
1.0401 |
1.0449 |
|
| S4 |
1.0342 |
1.0363 |
1.0438 |
|
|
| 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 |
1.0502 |
1.0340 |
0.0162 |
1.5% |
0.0079 |
0.8% |
73% |
False |
False |
147 |
| 10 |
1.0502 |
1.0287 |
0.0215 |
2.1% |
0.0073 |
0.7% |
80% |
False |
False |
140 |
| 20 |
1.0592 |
1.0287 |
0.0305 |
2.9% |
0.0068 |
0.6% |
56% |
False |
False |
96 |
| 40 |
1.0642 |
1.0287 |
0.0355 |
3.4% |
0.0056 |
0.5% |
48% |
False |
False |
59 |
| 60 |
1.0961 |
1.0287 |
0.0674 |
6.4% |
0.0046 |
0.4% |
26% |
False |
False |
44 |
| 80 |
1.1100 |
1.0287 |
0.0813 |
7.8% |
0.0035 |
0.3% |
21% |
False |
False |
33 |
| 100 |
1.1276 |
1.0287 |
0.0989 |
9.5% |
0.0028 |
0.3% |
17% |
False |
False |
29 |
| 120 |
1.1309 |
1.0287 |
0.1022 |
9.8% |
0.0024 |
0.2% |
17% |
False |
False |
24 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0636 |
|
2.618 |
1.0573 |
|
1.618 |
1.0535 |
|
1.000 |
1.0512 |
|
0.618 |
1.0497 |
|
HIGH |
1.0474 |
|
0.618 |
1.0459 |
|
0.500 |
1.0455 |
|
0.382 |
1.0451 |
|
LOW |
1.0436 |
|
0.618 |
1.0413 |
|
1.000 |
1.0398 |
|
1.618 |
1.0375 |
|
2.618 |
1.0337 |
|
4.250 |
1.0275 |
|
|
| Fisher Pivots for day following 20-Nov-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1.0458 |
1.0453 |
| PP |
1.0456 |
1.0447 |
| S1 |
1.0455 |
1.0441 |
|