CME Swiss Franc Future December 2014
| Trading Metrics calculated at close of trading on 21-Nov-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Nov-2014 |
21-Nov-2014 |
Change |
Change % |
Previous Week |
| Open |
1.0444 |
1.0435 |
-0.0009 |
-0.1% |
1.0425 |
| High |
1.0470 |
1.0458 |
-0.0012 |
-0.1% |
1.0494 |
| Low |
1.0412 |
1.0301 |
-0.0111 |
-1.1% |
1.0301 |
| Close |
1.0445 |
1.0310 |
-0.0135 |
-1.3% |
1.0310 |
| Range |
0.0058 |
0.0157 |
0.0099 |
170.7% |
0.0193 |
| ATR |
0.0086 |
0.0091 |
0.0005 |
5.9% |
0.0000 |
| Volume |
46,445 |
58,876 |
12,431 |
26.8% |
226,387 |
|
| Daily Pivots for day following 21-Nov-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0827 |
1.0726 |
1.0396 |
|
| R3 |
1.0670 |
1.0569 |
1.0353 |
|
| R2 |
1.0513 |
1.0513 |
1.0339 |
|
| R1 |
1.0412 |
1.0412 |
1.0324 |
1.0384 |
| PP |
1.0356 |
1.0356 |
1.0356 |
1.0343 |
| S1 |
1.0255 |
1.0255 |
1.0296 |
1.0227 |
| S2 |
1.0199 |
1.0199 |
1.0281 |
|
| S3 |
1.0042 |
1.0098 |
1.0267 |
|
| S4 |
0.9885 |
0.9941 |
1.0224 |
|
|
| Weekly Pivots for week ending 21-Nov-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0947 |
1.0822 |
1.0416 |
|
| R3 |
1.0754 |
1.0629 |
1.0363 |
|
| R2 |
1.0561 |
1.0561 |
1.0345 |
|
| R1 |
1.0436 |
1.0436 |
1.0328 |
1.0402 |
| PP |
1.0368 |
1.0368 |
1.0368 |
1.0352 |
| S1 |
1.0243 |
1.0243 |
1.0292 |
1.0209 |
| S2 |
1.0175 |
1.0175 |
1.0275 |
|
| S3 |
0.9982 |
1.0050 |
1.0257 |
|
| S4 |
0.9789 |
0.9857 |
1.0204 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0494 |
1.0301 |
0.0193 |
1.9% |
0.0098 |
0.9% |
5% |
False |
True |
45,277 |
| 10 |
1.0494 |
1.0301 |
0.0193 |
1.9% |
0.0089 |
0.9% |
5% |
False |
True |
42,289 |
| 20 |
1.0595 |
1.0268 |
0.0327 |
3.2% |
0.0090 |
0.9% |
13% |
False |
False |
44,633 |
| 40 |
1.0688 |
1.0268 |
0.0420 |
4.1% |
0.0091 |
0.9% |
10% |
False |
False |
44,935 |
| 60 |
1.0953 |
1.0268 |
0.0685 |
6.6% |
0.0085 |
0.8% |
6% |
False |
False |
38,895 |
| 80 |
1.1090 |
1.0268 |
0.0822 |
8.0% |
0.0073 |
0.7% |
5% |
False |
False |
29,242 |
| 100 |
1.1257 |
1.0268 |
0.0989 |
9.6% |
0.0063 |
0.6% |
4% |
False |
False |
23,399 |
| 120 |
1.1305 |
1.0268 |
0.1037 |
10.1% |
0.0054 |
0.5% |
4% |
False |
False |
19,501 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1125 |
|
2.618 |
1.0869 |
|
1.618 |
1.0712 |
|
1.000 |
1.0615 |
|
0.618 |
1.0555 |
|
HIGH |
1.0458 |
|
0.618 |
1.0398 |
|
0.500 |
1.0380 |
|
0.382 |
1.0361 |
|
LOW |
1.0301 |
|
0.618 |
1.0204 |
|
1.000 |
1.0144 |
|
1.618 |
1.0047 |
|
2.618 |
0.9890 |
|
4.250 |
0.9634 |
|
|
| Fisher Pivots for day following 21-Nov-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1.0380 |
1.0398 |
| PP |
1.0356 |
1.0368 |
| S1 |
1.0333 |
1.0339 |
|