CME Swiss Franc Future December 2014
| Trading Metrics calculated at close of trading on 02-Dec-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Dec-2014 |
02-Dec-2014 |
Change |
Change % |
Previous Week |
| Open |
1.0340 |
1.0367 |
0.0027 |
0.3% |
1.0289 |
| High |
1.0406 |
1.0372 |
-0.0034 |
-0.3% |
1.0424 |
| Low |
1.0323 |
1.0278 |
-0.0045 |
-0.4% |
1.0286 |
| Close |
1.0374 |
1.0282 |
-0.0092 |
-0.9% |
1.0350 |
| Range |
0.0083 |
0.0094 |
0.0011 |
13.3% |
0.0138 |
| ATR |
0.0086 |
0.0087 |
0.0001 |
0.8% |
0.0000 |
| Volume |
47,105 |
36,414 |
-10,691 |
-22.7% |
145,694 |
|
| Daily Pivots for day following 02-Dec-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0593 |
1.0531 |
1.0334 |
|
| R3 |
1.0499 |
1.0437 |
1.0308 |
|
| R2 |
1.0405 |
1.0405 |
1.0299 |
|
| R1 |
1.0343 |
1.0343 |
1.0291 |
1.0327 |
| PP |
1.0311 |
1.0311 |
1.0311 |
1.0303 |
| S1 |
1.0249 |
1.0249 |
1.0273 |
1.0233 |
| S2 |
1.0217 |
1.0217 |
1.0265 |
|
| S3 |
1.0123 |
1.0155 |
1.0256 |
|
| S4 |
1.0029 |
1.0061 |
1.0230 |
|
|
| 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 |
1.0424 |
1.0278 |
0.0146 |
1.4% |
0.0080 |
0.8% |
3% |
False |
True |
39,034 |
| 10 |
1.0494 |
1.0278 |
0.0216 |
2.1% |
0.0084 |
0.8% |
2% |
False |
True |
41,900 |
| 20 |
1.0494 |
1.0268 |
0.0226 |
2.2% |
0.0088 |
0.9% |
6% |
False |
False |
43,523 |
| 40 |
1.0688 |
1.0268 |
0.0420 |
4.1% |
0.0089 |
0.9% |
3% |
False |
False |
43,676 |
| 60 |
1.0761 |
1.0268 |
0.0493 |
4.8% |
0.0085 |
0.8% |
3% |
False |
False |
42,236 |
| 80 |
1.1090 |
1.0268 |
0.0822 |
8.0% |
0.0076 |
0.7% |
2% |
False |
False |
32,105 |
| 100 |
1.1227 |
1.0268 |
0.0959 |
9.3% |
0.0066 |
0.6% |
1% |
False |
False |
25,690 |
| 120 |
1.1305 |
1.0268 |
0.1037 |
10.1% |
0.0058 |
0.6% |
1% |
False |
False |
21,411 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0772 |
|
2.618 |
1.0618 |
|
1.618 |
1.0524 |
|
1.000 |
1.0466 |
|
0.618 |
1.0430 |
|
HIGH |
1.0372 |
|
0.618 |
1.0336 |
|
0.500 |
1.0325 |
|
0.382 |
1.0314 |
|
LOW |
1.0278 |
|
0.618 |
1.0220 |
|
1.000 |
1.0184 |
|
1.618 |
1.0126 |
|
2.618 |
1.0032 |
|
4.250 |
0.9879 |
|
|
| Fisher Pivots for day following 02-Dec-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1.0325 |
1.0349 |
| PP |
1.0311 |
1.0326 |
| S1 |
1.0296 |
1.0304 |
|