CME Swiss Franc Future December 2014
| Trading Metrics calculated at close of trading on 14-Nov-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Nov-2014 |
14-Nov-2014 |
Change |
Change % |
Previous Week |
| Open |
1.0338 |
1.0378 |
0.0040 |
0.4% |
1.0363 |
| High |
1.0396 |
1.0448 |
0.0052 |
0.5% |
1.0448 |
| Low |
1.0338 |
1.0322 |
-0.0016 |
-0.2% |
1.0312 |
| Close |
1.0391 |
1.0429 |
0.0038 |
0.4% |
1.0429 |
| Range |
0.0058 |
0.0126 |
0.0068 |
117.2% |
0.0136 |
| ATR |
0.0084 |
0.0087 |
0.0003 |
3.5% |
0.0000 |
| Volume |
30,626 |
60,840 |
30,214 |
98.7% |
196,507 |
|
| Daily Pivots for day following 14-Nov-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0778 |
1.0729 |
1.0498 |
|
| R3 |
1.0652 |
1.0603 |
1.0464 |
|
| R2 |
1.0526 |
1.0526 |
1.0452 |
|
| R1 |
1.0477 |
1.0477 |
1.0441 |
1.0502 |
| PP |
1.0400 |
1.0400 |
1.0400 |
1.0412 |
| S1 |
1.0351 |
1.0351 |
1.0417 |
1.0376 |
| S2 |
1.0274 |
1.0274 |
1.0406 |
|
| S3 |
1.0148 |
1.0225 |
1.0394 |
|
| S4 |
1.0022 |
1.0099 |
1.0360 |
|
|
| Weekly Pivots for week ending 14-Nov-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0804 |
1.0753 |
1.0504 |
|
| R3 |
1.0668 |
1.0617 |
1.0466 |
|
| R2 |
1.0532 |
1.0532 |
1.0454 |
|
| R1 |
1.0481 |
1.0481 |
1.0441 |
1.0507 |
| PP |
1.0396 |
1.0396 |
1.0396 |
1.0409 |
| S1 |
1.0345 |
1.0345 |
1.0417 |
1.0371 |
| S2 |
1.0260 |
1.0260 |
1.0404 |
|
| S3 |
1.0124 |
1.0209 |
1.0392 |
|
| S4 |
0.9988 |
1.0073 |
1.0354 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0448 |
1.0312 |
0.0136 |
1.3% |
0.0080 |
0.8% |
86% |
True |
False |
39,301 |
| 10 |
1.0448 |
1.0268 |
0.0180 |
1.7% |
0.0087 |
0.8% |
89% |
True |
False |
45,701 |
| 20 |
1.0645 |
1.0268 |
0.0377 |
3.6% |
0.0083 |
0.8% |
43% |
False |
False |
41,017 |
| 40 |
1.0699 |
1.0268 |
0.0431 |
4.1% |
0.0087 |
0.8% |
37% |
False |
False |
43,458 |
| 60 |
1.0989 |
1.0268 |
0.0721 |
6.9% |
0.0080 |
0.8% |
22% |
False |
False |
35,203 |
| 80 |
1.1097 |
1.0268 |
0.0829 |
7.9% |
0.0069 |
0.7% |
19% |
False |
False |
26,414 |
| 100 |
1.1305 |
1.0268 |
0.1037 |
9.9% |
0.0059 |
0.6% |
16% |
False |
False |
21,137 |
| 120 |
1.1305 |
1.0268 |
0.1037 |
9.9% |
0.0051 |
0.5% |
16% |
False |
False |
17,615 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0984 |
|
2.618 |
1.0778 |
|
1.618 |
1.0652 |
|
1.000 |
1.0574 |
|
0.618 |
1.0526 |
|
HIGH |
1.0448 |
|
0.618 |
1.0400 |
|
0.500 |
1.0385 |
|
0.382 |
1.0370 |
|
LOW |
1.0322 |
|
0.618 |
1.0244 |
|
1.000 |
1.0196 |
|
1.618 |
1.0118 |
|
2.618 |
0.9992 |
|
4.250 |
0.9787 |
|
|
| Fisher Pivots for day following 14-Nov-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1.0414 |
1.0414 |
| PP |
1.0400 |
1.0400 |
| S1 |
1.0385 |
1.0385 |
|