CME Swiss Franc Future December 2014
| Trading Metrics calculated at close of trading on 20-Nov-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Nov-2014 |
20-Nov-2014 |
Change |
Change % |
Previous Week |
| Open |
1.0434 |
1.0444 |
0.0010 |
0.1% |
1.0363 |
| High |
1.0494 |
1.0470 |
-0.0024 |
-0.2% |
1.0448 |
| Low |
1.0418 |
1.0412 |
-0.0006 |
-0.1% |
1.0312 |
| Close |
1.0444 |
1.0445 |
0.0001 |
0.0% |
1.0429 |
| Range |
0.0076 |
0.0058 |
-0.0018 |
-23.7% |
0.0136 |
| ATR |
0.0088 |
0.0086 |
-0.0002 |
-2.4% |
0.0000 |
| Volume |
47,244 |
46,445 |
-799 |
-1.7% |
196,507 |
|
| Daily Pivots for day following 20-Nov-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0616 |
1.0589 |
1.0477 |
|
| R3 |
1.0558 |
1.0531 |
1.0461 |
|
| R2 |
1.0500 |
1.0500 |
1.0456 |
|
| R1 |
1.0473 |
1.0473 |
1.0450 |
1.0487 |
| PP |
1.0442 |
1.0442 |
1.0442 |
1.0449 |
| S1 |
1.0415 |
1.0415 |
1.0440 |
1.0429 |
| S2 |
1.0384 |
1.0384 |
1.0434 |
|
| S3 |
1.0326 |
1.0357 |
1.0429 |
|
| S4 |
1.0268 |
1.0299 |
1.0413 |
|
|
| 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 |
1.0494 |
1.0322 |
0.0172 |
1.6% |
0.0091 |
0.9% |
72% |
False |
False |
45,670 |
| 10 |
1.0494 |
1.0268 |
0.0226 |
2.2% |
0.0083 |
0.8% |
78% |
False |
False |
42,332 |
| 20 |
1.0595 |
1.0268 |
0.0327 |
3.1% |
0.0084 |
0.8% |
54% |
False |
False |
42,888 |
| 40 |
1.0688 |
1.0268 |
0.0420 |
4.0% |
0.0089 |
0.9% |
42% |
False |
False |
44,235 |
| 60 |
1.0966 |
1.0268 |
0.0698 |
6.7% |
0.0083 |
0.8% |
25% |
False |
False |
37,920 |
| 80 |
1.1090 |
1.0268 |
0.0822 |
7.9% |
0.0072 |
0.7% |
22% |
False |
False |
28,506 |
| 100 |
1.1264 |
1.0268 |
0.0996 |
9.5% |
0.0062 |
0.6% |
18% |
False |
False |
22,810 |
| 120 |
1.1305 |
1.0268 |
0.1037 |
9.9% |
0.0053 |
0.5% |
17% |
False |
False |
19,011 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0717 |
|
2.618 |
1.0622 |
|
1.618 |
1.0564 |
|
1.000 |
1.0528 |
|
0.618 |
1.0506 |
|
HIGH |
1.0470 |
|
0.618 |
1.0448 |
|
0.500 |
1.0441 |
|
0.382 |
1.0434 |
|
LOW |
1.0412 |
|
0.618 |
1.0376 |
|
1.000 |
1.0354 |
|
1.618 |
1.0318 |
|
2.618 |
1.0260 |
|
4.250 |
1.0166 |
|
|
| Fisher Pivots for day following 20-Nov-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1.0444 |
1.0439 |
| PP |
1.0442 |
1.0433 |
| S1 |
1.0441 |
1.0427 |
|