CME Swiss Franc Future December 2014
Trading Metrics calculated at close of trading on 07-Nov-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Nov-2014 |
07-Nov-2014 |
Change |
Change % |
Previous Week |
Open |
1.0367 |
1.0284 |
-0.0083 |
-0.8% |
1.0374 |
High |
1.0416 |
1.0365 |
-0.0051 |
-0.5% |
1.0441 |
Low |
1.0272 |
1.0268 |
-0.0004 |
0.0% |
1.0268 |
Close |
1.0291 |
1.0342 |
0.0051 |
0.5% |
1.0342 |
Range |
0.0144 |
0.0097 |
-0.0047 |
-32.6% |
0.0173 |
ATR |
0.0089 |
0.0090 |
0.0001 |
0.6% |
0.0000 |
Volume |
64,959 |
59,306 |
-5,653 |
-8.7% |
260,507 |
|
Daily Pivots for day following 07-Nov-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.0616 |
1.0576 |
1.0395 |
|
R3 |
1.0519 |
1.0479 |
1.0369 |
|
R2 |
1.0422 |
1.0422 |
1.0360 |
|
R1 |
1.0382 |
1.0382 |
1.0351 |
1.0402 |
PP |
1.0325 |
1.0325 |
1.0325 |
1.0335 |
S1 |
1.0285 |
1.0285 |
1.0333 |
1.0305 |
S2 |
1.0228 |
1.0228 |
1.0324 |
|
S3 |
1.0131 |
1.0188 |
1.0315 |
|
S4 |
1.0034 |
1.0091 |
1.0289 |
|
|
Weekly Pivots for week ending 07-Nov-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.0869 |
1.0779 |
1.0437 |
|
R3 |
1.0696 |
1.0606 |
1.0390 |
|
R2 |
1.0523 |
1.0523 |
1.0374 |
|
R1 |
1.0433 |
1.0433 |
1.0358 |
1.0392 |
PP |
1.0350 |
1.0350 |
1.0350 |
1.0330 |
S1 |
1.0260 |
1.0260 |
1.0326 |
1.0219 |
S2 |
1.0177 |
1.0177 |
1.0310 |
|
S3 |
1.0004 |
1.0087 |
1.0294 |
|
S4 |
0.9831 |
0.9914 |
1.0247 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1.0441 |
1.0268 |
0.0173 |
1.7% |
0.0093 |
0.9% |
43% |
False |
True |
52,101 |
10 |
1.0595 |
1.0268 |
0.0327 |
3.2% |
0.0090 |
0.9% |
23% |
False |
True |
46,977 |
20 |
1.0688 |
1.0268 |
0.0420 |
4.1% |
0.0093 |
0.9% |
18% |
False |
True |
44,863 |
40 |
1.0761 |
1.0268 |
0.0493 |
4.8% |
0.0088 |
0.8% |
15% |
False |
True |
43,749 |
60 |
1.1090 |
1.0268 |
0.0822 |
7.9% |
0.0077 |
0.7% |
9% |
False |
True |
31,937 |
80 |
1.1155 |
1.0268 |
0.0887 |
8.6% |
0.0065 |
0.6% |
8% |
False |
True |
23,960 |
100 |
1.1305 |
1.0268 |
0.1037 |
10.0% |
0.0056 |
0.5% |
7% |
False |
True |
19,172 |
120 |
1.1305 |
1.0268 |
0.1037 |
10.0% |
0.0048 |
0.5% |
7% |
False |
True |
15,977 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.0777 |
2.618 |
1.0619 |
1.618 |
1.0522 |
1.000 |
1.0462 |
0.618 |
1.0425 |
HIGH |
1.0365 |
0.618 |
1.0328 |
0.500 |
1.0317 |
0.382 |
1.0305 |
LOW |
1.0268 |
0.618 |
1.0208 |
1.000 |
1.0171 |
1.618 |
1.0111 |
2.618 |
1.0014 |
4.250 |
0.9856 |
|
|
Fisher Pivots for day following 07-Nov-2014 |
Pivot |
1 day |
3 day |
R1 |
1.0334 |
1.0353 |
PP |
1.0325 |
1.0349 |
S1 |
1.0317 |
1.0346 |
|