CME Swiss Franc Future December 2014
| Trading Metrics calculated at close of trading on 28-Nov-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Nov-2014 |
28-Nov-2014 |
Change |
Change % |
Previous Week |
| Open |
1.0370 |
1.0403 |
0.0033 |
0.3% |
1.0289 |
| High |
1.0424 |
1.0419 |
-0.0005 |
0.0% |
1.0424 |
| Low |
1.0347 |
1.0342 |
-0.0005 |
0.0% |
1.0286 |
| Close |
1.0411 |
1.0350 |
-0.0061 |
-0.6% |
1.0350 |
| Range |
0.0077 |
0.0077 |
0.0000 |
0.0% |
0.0138 |
| ATR |
0.0087 |
0.0086 |
-0.0001 |
-0.8% |
0.0000 |
| Volume |
34,839 |
41,805 |
6,966 |
20.0% |
145,694 |
|
| Daily Pivots for day following 28-Nov-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0601 |
1.0553 |
1.0392 |
|
| R3 |
1.0524 |
1.0476 |
1.0371 |
|
| R2 |
1.0447 |
1.0447 |
1.0364 |
|
| R1 |
1.0399 |
1.0399 |
1.0357 |
1.0385 |
| PP |
1.0370 |
1.0370 |
1.0370 |
1.0363 |
| S1 |
1.0322 |
1.0322 |
1.0343 |
1.0308 |
| S2 |
1.0293 |
1.0293 |
1.0336 |
|
| S3 |
1.0216 |
1.0245 |
1.0329 |
|
| S4 |
1.0139 |
1.0168 |
1.0308 |
|
|
| Weekly Pivots for week ending 28-Nov-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0767 |
1.0697 |
1.0426 |
|
| R3 |
1.0629 |
1.0559 |
1.0388 |
|
| R2 |
1.0491 |
1.0491 |
1.0375 |
|
| R1 |
1.0421 |
1.0421 |
1.0363 |
1.0456 |
| PP |
1.0353 |
1.0353 |
1.0353 |
1.0371 |
| S1 |
1.0283 |
1.0283 |
1.0337 |
1.0318 |
| S2 |
1.0215 |
1.0215 |
1.0325 |
|
| S3 |
1.0077 |
1.0145 |
1.0312 |
|
| S4 |
0.9939 |
1.0007 |
1.0274 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0458 |
1.0286 |
0.0172 |
1.7% |
0.0089 |
0.9% |
37% |
False |
False |
40,914 |
| 10 |
1.0494 |
1.0286 |
0.0208 |
2.0% |
0.0090 |
0.9% |
31% |
False |
False |
43,292 |
| 20 |
1.0494 |
1.0268 |
0.0226 |
2.2% |
0.0088 |
0.8% |
36% |
False |
False |
44,681 |
| 40 |
1.0688 |
1.0268 |
0.0420 |
4.1% |
0.0091 |
0.9% |
20% |
False |
False |
44,089 |
| 60 |
1.0780 |
1.0268 |
0.0512 |
4.9% |
0.0084 |
0.8% |
16% |
False |
False |
41,120 |
| 80 |
1.1090 |
1.0268 |
0.0822 |
7.9% |
0.0075 |
0.7% |
10% |
False |
False |
31,062 |
| 100 |
1.1227 |
1.0268 |
0.0959 |
9.3% |
0.0065 |
0.6% |
9% |
False |
False |
24,855 |
| 120 |
1.1305 |
1.0268 |
0.1037 |
10.0% |
0.0057 |
0.5% |
8% |
False |
False |
20,715 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0746 |
|
2.618 |
1.0621 |
|
1.618 |
1.0544 |
|
1.000 |
1.0496 |
|
0.618 |
1.0467 |
|
HIGH |
1.0419 |
|
0.618 |
1.0390 |
|
0.500 |
1.0381 |
|
0.382 |
1.0371 |
|
LOW |
1.0342 |
|
0.618 |
1.0294 |
|
1.000 |
1.0265 |
|
1.618 |
1.0217 |
|
2.618 |
1.0140 |
|
4.250 |
1.0015 |
|
|
| Fisher Pivots for day following 28-Nov-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1.0381 |
1.0369 |
| PP |
1.0370 |
1.0362 |
| S1 |
1.0360 |
1.0356 |
|