CME Swiss Franc Future March 2015


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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
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0014
Narrowest range in 18 trading days
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

These figures are updated between 7pm and 10pm EST after a trading day.

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