CME Swiss Franc Future December 2014
| Trading Metrics calculated at close of trading on 04-Nov-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Nov-2014 |
04-Nov-2014 |
Change |
Change % |
Previous Week |
| Open |
1.0374 |
1.0360 |
-0.0014 |
-0.1% |
1.0509 |
| High |
1.0381 |
1.0441 |
0.0060 |
0.6% |
1.0595 |
| Low |
1.0321 |
1.0360 |
0.0039 |
0.4% |
1.0353 |
| Close |
1.0367 |
1.0427 |
0.0060 |
0.6% |
1.0392 |
| Range |
0.0060 |
0.0081 |
0.0021 |
35.0% |
0.0242 |
| ATR |
0.0085 |
0.0085 |
0.0000 |
-0.4% |
0.0000 |
| Volume |
42,140 |
41,293 |
-847 |
-2.0% |
209,266 |
|
| Daily Pivots for day following 04-Nov-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0652 |
1.0621 |
1.0472 |
|
| R3 |
1.0571 |
1.0540 |
1.0449 |
|
| R2 |
1.0490 |
1.0490 |
1.0442 |
|
| R1 |
1.0459 |
1.0459 |
1.0434 |
1.0475 |
| PP |
1.0409 |
1.0409 |
1.0409 |
1.0417 |
| S1 |
1.0378 |
1.0378 |
1.0420 |
1.0394 |
| S2 |
1.0328 |
1.0328 |
1.0412 |
|
| S3 |
1.0247 |
1.0297 |
1.0405 |
|
| S4 |
1.0166 |
1.0216 |
1.0382 |
|
|
| Weekly Pivots for week ending 31-Oct-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1173 |
1.1024 |
1.0525 |
|
| R3 |
1.0931 |
1.0782 |
1.0459 |
|
| R2 |
1.0689 |
1.0689 |
1.0436 |
|
| R1 |
1.0540 |
1.0540 |
1.0414 |
1.0494 |
| PP |
1.0447 |
1.0447 |
1.0447 |
1.0423 |
| S1 |
1.0298 |
1.0298 |
1.0370 |
1.0252 |
| S2 |
1.0205 |
1.0205 |
1.0348 |
|
| S3 |
0.9963 |
1.0056 |
1.0325 |
|
| S4 |
0.9721 |
0.9814 |
1.0259 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0595 |
1.0321 |
0.0274 |
2.6% |
0.0090 |
0.9% |
39% |
False |
False |
46,165 |
| 10 |
1.0595 |
1.0321 |
0.0274 |
2.6% |
0.0075 |
0.7% |
39% |
False |
False |
38,179 |
| 20 |
1.0688 |
1.0321 |
0.0367 |
3.5% |
0.0090 |
0.9% |
29% |
False |
False |
43,288 |
| 40 |
1.0761 |
1.0321 |
0.0440 |
4.2% |
0.0084 |
0.8% |
24% |
False |
False |
42,191 |
| 60 |
1.1090 |
1.0321 |
0.0769 |
7.4% |
0.0073 |
0.7% |
14% |
False |
False |
28,987 |
| 80 |
1.1217 |
1.0321 |
0.0896 |
8.6% |
0.0062 |
0.6% |
12% |
False |
False |
21,748 |
| 100 |
1.1305 |
1.0321 |
0.0984 |
9.4% |
0.0053 |
0.5% |
11% |
False |
False |
17,402 |
| 120 |
1.1305 |
1.0321 |
0.0984 |
9.4% |
0.0045 |
0.4% |
11% |
False |
False |
14,502 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0785 |
|
2.618 |
1.0653 |
|
1.618 |
1.0572 |
|
1.000 |
1.0522 |
|
0.618 |
1.0491 |
|
HIGH |
1.0441 |
|
0.618 |
1.0410 |
|
0.500 |
1.0401 |
|
0.382 |
1.0391 |
|
LOW |
1.0360 |
|
0.618 |
1.0310 |
|
1.000 |
1.0279 |
|
1.618 |
1.0229 |
|
2.618 |
1.0148 |
|
4.250 |
1.0016 |
|
|
| Fisher Pivots for day following 04-Nov-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1.0418 |
1.0416 |
| PP |
1.0409 |
1.0405 |
| S1 |
1.0401 |
1.0394 |
|