CME Swiss Franc Future December 2014
| Trading Metrics calculated at close of trading on 05-Nov-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Nov-2014 |
05-Nov-2014 |
Change |
Change % |
Previous Week |
| Open |
1.0360 |
1.0423 |
0.0063 |
0.6% |
1.0509 |
| High |
1.0441 |
1.0438 |
-0.0003 |
0.0% |
1.0595 |
| Low |
1.0360 |
1.0353 |
-0.0007 |
-0.1% |
1.0353 |
| Close |
1.0427 |
1.0369 |
-0.0058 |
-0.6% |
1.0392 |
| Range |
0.0081 |
0.0085 |
0.0004 |
4.9% |
0.0242 |
| ATR |
0.0085 |
0.0085 |
0.0000 |
0.0% |
0.0000 |
| Volume |
41,293 |
52,809 |
11,516 |
27.9% |
209,266 |
|
| Daily Pivots for day following 05-Nov-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0642 |
1.0590 |
1.0416 |
|
| R3 |
1.0557 |
1.0505 |
1.0392 |
|
| R2 |
1.0472 |
1.0472 |
1.0385 |
|
| R1 |
1.0420 |
1.0420 |
1.0377 |
1.0404 |
| PP |
1.0387 |
1.0387 |
1.0387 |
1.0378 |
| S1 |
1.0335 |
1.0335 |
1.0361 |
1.0319 |
| S2 |
1.0302 |
1.0302 |
1.0353 |
|
| S3 |
1.0217 |
1.0250 |
1.0346 |
|
| S4 |
1.0132 |
1.0165 |
1.0322 |
|
|
| 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 |
1.0484 |
1.0321 |
0.0163 |
1.6% |
0.0083 |
0.8% |
29% |
False |
False |
49,472 |
| 10 |
1.0595 |
1.0321 |
0.0274 |
2.6% |
0.0076 |
0.7% |
18% |
False |
False |
39,828 |
| 20 |
1.0688 |
1.0321 |
0.0367 |
3.5% |
0.0089 |
0.9% |
13% |
False |
False |
43,539 |
| 40 |
1.0761 |
1.0321 |
0.0440 |
4.2% |
0.0084 |
0.8% |
11% |
False |
False |
42,501 |
| 60 |
1.1090 |
1.0321 |
0.0769 |
7.4% |
0.0074 |
0.7% |
6% |
False |
False |
29,867 |
| 80 |
1.1160 |
1.0321 |
0.0839 |
8.1% |
0.0062 |
0.6% |
6% |
False |
False |
22,408 |
| 100 |
1.1305 |
1.0321 |
0.0984 |
9.5% |
0.0053 |
0.5% |
5% |
False |
False |
17,930 |
| 120 |
1.1305 |
1.0321 |
0.0984 |
9.5% |
0.0046 |
0.4% |
5% |
False |
False |
14,942 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0799 |
|
2.618 |
1.0661 |
|
1.618 |
1.0576 |
|
1.000 |
1.0523 |
|
0.618 |
1.0491 |
|
HIGH |
1.0438 |
|
0.618 |
1.0406 |
|
0.500 |
1.0396 |
|
0.382 |
1.0385 |
|
LOW |
1.0353 |
|
0.618 |
1.0300 |
|
1.000 |
1.0268 |
|
1.618 |
1.0215 |
|
2.618 |
1.0130 |
|
4.250 |
0.9992 |
|
|
| Fisher Pivots for day following 05-Nov-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1.0396 |
1.0381 |
| PP |
1.0387 |
1.0377 |
| S1 |
1.0378 |
1.0373 |
|