CME Swiss Franc Future December 2014
| Trading Metrics calculated at close of trading on 26-Nov-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Nov-2014 |
26-Nov-2014 |
Change |
Change % |
Previous Week |
| Open |
1.0345 |
1.0370 |
0.0025 |
0.2% |
1.0425 |
| High |
1.0382 |
1.0424 |
0.0042 |
0.4% |
1.0494 |
| Low |
1.0313 |
1.0347 |
0.0034 |
0.3% |
1.0301 |
| Close |
1.0369 |
1.0411 |
0.0042 |
0.4% |
1.0310 |
| Range |
0.0069 |
0.0077 |
0.0008 |
11.6% |
0.0193 |
| ATR |
0.0088 |
0.0087 |
-0.0001 |
-0.9% |
0.0000 |
| Volume |
35,009 |
34,839 |
-170 |
-0.5% |
226,387 |
|
| Daily Pivots for day following 26-Nov-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0625 |
1.0595 |
1.0453 |
|
| R3 |
1.0548 |
1.0518 |
1.0432 |
|
| R2 |
1.0471 |
1.0471 |
1.0425 |
|
| R1 |
1.0441 |
1.0441 |
1.0418 |
1.0456 |
| PP |
1.0394 |
1.0394 |
1.0394 |
1.0402 |
| S1 |
1.0364 |
1.0364 |
1.0404 |
1.0379 |
| S2 |
1.0317 |
1.0317 |
1.0397 |
|
| S3 |
1.0240 |
1.0287 |
1.0390 |
|
| S4 |
1.0163 |
1.0210 |
1.0369 |
|
|
| 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 |
1.0470 |
1.0286 |
0.0184 |
1.8% |
0.0085 |
0.8% |
68% |
False |
False |
41,842 |
| 10 |
1.0494 |
1.0286 |
0.0208 |
2.0% |
0.0088 |
0.8% |
60% |
False |
False |
42,174 |
| 20 |
1.0494 |
1.0268 |
0.0226 |
2.2% |
0.0088 |
0.8% |
63% |
False |
False |
44,920 |
| 40 |
1.0688 |
1.0268 |
0.0420 |
4.0% |
0.0091 |
0.9% |
34% |
False |
False |
44,315 |
| 60 |
1.0908 |
1.0268 |
0.0640 |
6.1% |
0.0086 |
0.8% |
22% |
False |
False |
40,554 |
| 80 |
1.1090 |
1.0268 |
0.0822 |
7.9% |
0.0075 |
0.7% |
17% |
False |
False |
30,540 |
| 100 |
1.1243 |
1.0268 |
0.0975 |
9.4% |
0.0064 |
0.6% |
15% |
False |
False |
24,437 |
| 120 |
1.1305 |
1.0268 |
0.1037 |
10.0% |
0.0056 |
0.5% |
14% |
False |
False |
20,367 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0751 |
|
2.618 |
1.0626 |
|
1.618 |
1.0549 |
|
1.000 |
1.0501 |
|
0.618 |
1.0472 |
|
HIGH |
1.0424 |
|
0.618 |
1.0395 |
|
0.500 |
1.0386 |
|
0.382 |
1.0376 |
|
LOW |
1.0347 |
|
0.618 |
1.0299 |
|
1.000 |
1.0270 |
|
1.618 |
1.0222 |
|
2.618 |
1.0145 |
|
4.250 |
1.0020 |
|
|
| Fisher Pivots for day following 26-Nov-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1.0403 |
1.0392 |
| PP |
1.0394 |
1.0374 |
| S1 |
1.0386 |
1.0355 |
|