CME Swiss Franc Future December 2014
| Trading Metrics calculated at close of trading on 25-Nov-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Nov-2014 |
25-Nov-2014 |
Change |
Change % |
Previous Week |
| Open |
1.0289 |
1.0345 |
0.0056 |
0.5% |
1.0425 |
| High |
1.0350 |
1.0382 |
0.0032 |
0.3% |
1.0494 |
| Low |
1.0286 |
1.0313 |
0.0027 |
0.3% |
1.0301 |
| Close |
1.0343 |
1.0369 |
0.0026 |
0.3% |
1.0310 |
| Range |
0.0064 |
0.0069 |
0.0005 |
7.8% |
0.0193 |
| ATR |
0.0089 |
0.0088 |
-0.0001 |
-1.6% |
0.0000 |
| Volume |
34,041 |
35,009 |
968 |
2.8% |
226,387 |
|
| Daily Pivots for day following 25-Nov-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0562 |
1.0534 |
1.0407 |
|
| R3 |
1.0493 |
1.0465 |
1.0388 |
|
| R2 |
1.0424 |
1.0424 |
1.0382 |
|
| R1 |
1.0396 |
1.0396 |
1.0375 |
1.0410 |
| PP |
1.0355 |
1.0355 |
1.0355 |
1.0362 |
| S1 |
1.0327 |
1.0327 |
1.0363 |
1.0341 |
| S2 |
1.0286 |
1.0286 |
1.0356 |
|
| S3 |
1.0217 |
1.0258 |
1.0350 |
|
| S4 |
1.0148 |
1.0189 |
1.0331 |
|
|
| 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 |
1.0286 |
0.0208 |
2.0% |
0.0085 |
0.8% |
40% |
False |
False |
44,323 |
| 10 |
1.0494 |
1.0286 |
0.0208 |
2.0% |
0.0087 |
0.8% |
40% |
False |
False |
42,932 |
| 20 |
1.0595 |
1.0268 |
0.0327 |
3.2% |
0.0090 |
0.9% |
31% |
False |
False |
44,992 |
| 40 |
1.0688 |
1.0268 |
0.0420 |
4.1% |
0.0091 |
0.9% |
24% |
False |
False |
44,463 |
| 60 |
1.0909 |
1.0268 |
0.0641 |
6.2% |
0.0085 |
0.8% |
16% |
False |
False |
39,992 |
| 80 |
1.1090 |
1.0268 |
0.0822 |
7.9% |
0.0074 |
0.7% |
12% |
False |
False |
30,104 |
| 100 |
1.1243 |
1.0268 |
0.0975 |
9.4% |
0.0064 |
0.6% |
10% |
False |
False |
24,089 |
| 120 |
1.1305 |
1.0268 |
0.1037 |
10.0% |
0.0055 |
0.5% |
10% |
False |
False |
20,077 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0675 |
|
2.618 |
1.0563 |
|
1.618 |
1.0494 |
|
1.000 |
1.0451 |
|
0.618 |
1.0425 |
|
HIGH |
1.0382 |
|
0.618 |
1.0356 |
|
0.500 |
1.0348 |
|
0.382 |
1.0339 |
|
LOW |
1.0313 |
|
0.618 |
1.0270 |
|
1.000 |
1.0244 |
|
1.618 |
1.0201 |
|
2.618 |
1.0132 |
|
4.250 |
1.0020 |
|
|
| Fisher Pivots for day following 25-Nov-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1.0362 |
1.0372 |
| PP |
1.0355 |
1.0371 |
| S1 |
1.0348 |
1.0370 |
|