CME Swiss Franc Future December 2014
| Trading Metrics calculated at close of trading on 10-Nov-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Nov-2014 |
10-Nov-2014 |
Change |
Change % |
Previous Week |
| Open |
1.0284 |
1.0363 |
0.0079 |
0.8% |
1.0374 |
| High |
1.0365 |
1.0402 |
0.0037 |
0.4% |
1.0441 |
| Low |
1.0268 |
1.0329 |
0.0061 |
0.6% |
1.0268 |
| Close |
1.0342 |
1.0332 |
-0.0010 |
-0.1% |
1.0342 |
| Range |
0.0097 |
0.0073 |
-0.0024 |
-24.7% |
0.0173 |
| ATR |
0.0090 |
0.0089 |
-0.0001 |
-1.3% |
0.0000 |
| Volume |
59,306 |
33,998 |
-25,308 |
-42.7% |
260,507 |
|
| Daily Pivots for day following 10-Nov-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0573 |
1.0526 |
1.0372 |
|
| R3 |
1.0500 |
1.0453 |
1.0352 |
|
| R2 |
1.0427 |
1.0427 |
1.0345 |
|
| R1 |
1.0380 |
1.0380 |
1.0339 |
1.0367 |
| PP |
1.0354 |
1.0354 |
1.0354 |
1.0348 |
| S1 |
1.0307 |
1.0307 |
1.0325 |
1.0294 |
| S2 |
1.0281 |
1.0281 |
1.0319 |
|
| S3 |
1.0208 |
1.0234 |
1.0312 |
|
| S4 |
1.0135 |
1.0161 |
1.0292 |
|
|
| 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% |
0.0096 |
0.9% |
37% |
False |
False |
50,473 |
| 10 |
1.0595 |
1.0268 |
0.0327 |
3.2% |
0.0092 |
0.9% |
20% |
False |
False |
47,470 |
| 20 |
1.0688 |
1.0268 |
0.0420 |
4.1% |
0.0091 |
0.9% |
15% |
False |
False |
45,223 |
| 40 |
1.0761 |
1.0268 |
0.0493 |
4.8% |
0.0088 |
0.9% |
13% |
False |
False |
43,807 |
| 60 |
1.1078 |
1.0268 |
0.0810 |
7.8% |
0.0077 |
0.7% |
8% |
False |
False |
32,504 |
| 80 |
1.1155 |
1.0268 |
0.0887 |
8.6% |
0.0066 |
0.6% |
7% |
False |
False |
24,385 |
| 100 |
1.1305 |
1.0268 |
0.1037 |
10.0% |
0.0056 |
0.5% |
6% |
False |
False |
19,512 |
| 120 |
1.1305 |
1.0268 |
0.1037 |
10.0% |
0.0049 |
0.5% |
6% |
False |
False |
16,261 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0712 |
|
2.618 |
1.0593 |
|
1.618 |
1.0520 |
|
1.000 |
1.0475 |
|
0.618 |
1.0447 |
|
HIGH |
1.0402 |
|
0.618 |
1.0374 |
|
0.500 |
1.0366 |
|
0.382 |
1.0357 |
|
LOW |
1.0329 |
|
0.618 |
1.0284 |
|
1.000 |
1.0256 |
|
1.618 |
1.0211 |
|
2.618 |
1.0138 |
|
4.250 |
1.0019 |
|
|
| Fisher Pivots for day following 10-Nov-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1.0366 |
1.0342 |
| PP |
1.0354 |
1.0339 |
| S1 |
1.0343 |
1.0335 |
|