CME Swiss Franc Future December 2014
| Trading Metrics calculated at close of trading on 18-Nov-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Nov-2014 |
18-Nov-2014 |
Change |
Change % |
Previous Week |
| Open |
1.0425 |
1.0366 |
-0.0059 |
-0.6% |
1.0363 |
| High |
1.0471 |
1.0446 |
-0.0025 |
-0.2% |
1.0448 |
| Low |
1.0360 |
1.0360 |
0.0000 |
0.0% |
1.0312 |
| Close |
1.0368 |
1.0436 |
0.0068 |
0.7% |
1.0429 |
| Range |
0.0111 |
0.0086 |
-0.0025 |
-22.5% |
0.0136 |
| ATR |
0.0089 |
0.0089 |
0.0000 |
-0.2% |
0.0000 |
| Volume |
36,594 |
37,228 |
634 |
1.7% |
196,507 |
|
| Daily Pivots for day following 18-Nov-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0672 |
1.0640 |
1.0483 |
|
| R3 |
1.0586 |
1.0554 |
1.0460 |
|
| R2 |
1.0500 |
1.0500 |
1.0452 |
|
| R1 |
1.0468 |
1.0468 |
1.0444 |
1.0484 |
| PP |
1.0414 |
1.0414 |
1.0414 |
1.0422 |
| S1 |
1.0382 |
1.0382 |
1.0428 |
1.0398 |
| S2 |
1.0328 |
1.0328 |
1.0420 |
|
| S3 |
1.0242 |
1.0296 |
1.0412 |
|
| S4 |
1.0156 |
1.0210 |
1.0389 |
|
|
| 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 |
1.0471 |
1.0322 |
0.0149 |
1.4% |
0.0089 |
0.9% |
77% |
False |
False |
41,541 |
| 10 |
1.0471 |
1.0268 |
0.0203 |
1.9% |
0.0093 |
0.9% |
83% |
False |
False |
44,740 |
| 20 |
1.0595 |
1.0268 |
0.0327 |
3.1% |
0.0084 |
0.8% |
51% |
False |
False |
41,460 |
| 40 |
1.0688 |
1.0268 |
0.0420 |
4.0% |
0.0089 |
0.9% |
40% |
False |
False |
43,727 |
| 60 |
1.0966 |
1.0268 |
0.0698 |
6.7% |
0.0082 |
0.8% |
24% |
False |
False |
36,430 |
| 80 |
1.1090 |
1.0268 |
0.0822 |
7.9% |
0.0071 |
0.7% |
20% |
False |
False |
27,336 |
| 100 |
1.1305 |
1.0268 |
0.1037 |
9.9% |
0.0061 |
0.6% |
16% |
False |
False |
21,875 |
| 120 |
1.1305 |
1.0268 |
0.1037 |
9.9% |
0.0052 |
0.5% |
16% |
False |
False |
18,230 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0812 |
|
2.618 |
1.0671 |
|
1.618 |
1.0585 |
|
1.000 |
1.0532 |
|
0.618 |
1.0499 |
|
HIGH |
1.0446 |
|
0.618 |
1.0413 |
|
0.500 |
1.0403 |
|
0.382 |
1.0393 |
|
LOW |
1.0360 |
|
0.618 |
1.0307 |
|
1.000 |
1.0274 |
|
1.618 |
1.0221 |
|
2.618 |
1.0135 |
|
4.250 |
0.9995 |
|
|
| Fisher Pivots for day following 18-Nov-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1.0425 |
1.0423 |
| PP |
1.0414 |
1.0410 |
| S1 |
1.0403 |
1.0397 |
|