CME Swiss Franc Future December 2014
| Trading Metrics calculated at close of trading on 11-Nov-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Nov-2014 |
11-Nov-2014 |
Change |
Change % |
Previous Week |
| Open |
1.0363 |
1.0330 |
-0.0033 |
-0.3% |
1.0374 |
| High |
1.0402 |
1.0394 |
-0.0008 |
-0.1% |
1.0441 |
| Low |
1.0329 |
1.0312 |
-0.0017 |
-0.2% |
1.0268 |
| Close |
1.0332 |
1.0363 |
0.0031 |
0.3% |
1.0342 |
| Range |
0.0073 |
0.0082 |
0.0009 |
12.3% |
0.0173 |
| ATR |
0.0089 |
0.0088 |
0.0000 |
-0.5% |
0.0000 |
| Volume |
33,998 |
28,624 |
-5,374 |
-15.8% |
260,507 |
|
| Daily Pivots for day following 11-Nov-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0602 |
1.0565 |
1.0408 |
|
| R3 |
1.0520 |
1.0483 |
1.0386 |
|
| R2 |
1.0438 |
1.0438 |
1.0378 |
|
| R1 |
1.0401 |
1.0401 |
1.0371 |
1.0420 |
| PP |
1.0356 |
1.0356 |
1.0356 |
1.0366 |
| S1 |
1.0319 |
1.0319 |
1.0355 |
1.0338 |
| S2 |
1.0274 |
1.0274 |
1.0348 |
|
| S3 |
1.0192 |
1.0237 |
1.0340 |
|
| S4 |
1.0110 |
1.0155 |
1.0318 |
|
|
| 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 |
1.0438 |
1.0268 |
0.0170 |
1.6% |
0.0096 |
0.9% |
56% |
False |
False |
47,939 |
| 10 |
1.0595 |
1.0268 |
0.0327 |
3.2% |
0.0093 |
0.9% |
29% |
False |
False |
47,052 |
| 20 |
1.0688 |
1.0268 |
0.0420 |
4.1% |
0.0091 |
0.9% |
23% |
False |
False |
44,946 |
| 40 |
1.0735 |
1.0268 |
0.0467 |
4.5% |
0.0089 |
0.9% |
20% |
False |
False |
43,684 |
| 60 |
1.1044 |
1.0268 |
0.0776 |
7.5% |
0.0078 |
0.8% |
12% |
False |
False |
32,980 |
| 80 |
1.1150 |
1.0268 |
0.0882 |
8.5% |
0.0067 |
0.6% |
11% |
False |
False |
24,743 |
| 100 |
1.1305 |
1.0268 |
0.1037 |
10.0% |
0.0057 |
0.5% |
9% |
False |
False |
19,799 |
| 120 |
1.1305 |
1.0268 |
0.1037 |
10.0% |
0.0049 |
0.5% |
9% |
False |
False |
16,499 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0743 |
|
2.618 |
1.0609 |
|
1.618 |
1.0527 |
|
1.000 |
1.0476 |
|
0.618 |
1.0445 |
|
HIGH |
1.0394 |
|
0.618 |
1.0363 |
|
0.500 |
1.0353 |
|
0.382 |
1.0343 |
|
LOW |
1.0312 |
|
0.618 |
1.0261 |
|
1.000 |
1.0230 |
|
1.618 |
1.0179 |
|
2.618 |
1.0097 |
|
4.250 |
0.9964 |
|
|
| Fisher Pivots for day following 11-Nov-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1.0360 |
1.0354 |
| PP |
1.0356 |
1.0344 |
| S1 |
1.0353 |
1.0335 |
|