CME Swiss Franc Future March 2015
| Trading Metrics calculated at close of trading on 04-Nov-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Nov-2014 |
04-Nov-2014 |
Change |
Change % |
Previous Week |
| Open |
1.0342 |
1.0377 |
0.0035 |
0.3% |
1.0537 |
| High |
1.0381 |
1.0445 |
0.0064 |
0.6% |
1.0592 |
| Low |
1.0340 |
1.0377 |
0.0037 |
0.4% |
1.0368 |
| Close |
1.0377 |
1.0438 |
0.0061 |
0.6% |
1.0402 |
| Range |
0.0041 |
0.0068 |
0.0027 |
65.9% |
0.0224 |
| ATR |
0.0061 |
0.0061 |
0.0001 |
0.9% |
0.0000 |
| Volume |
34 |
63 |
29 |
85.3% |
85 |
|
| Daily Pivots for day following 04-Nov-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0624 |
1.0599 |
1.0475 |
|
| R3 |
1.0556 |
1.0531 |
1.0457 |
|
| R2 |
1.0488 |
1.0488 |
1.0450 |
|
| R1 |
1.0463 |
1.0463 |
1.0444 |
1.0476 |
| PP |
1.0420 |
1.0420 |
1.0420 |
1.0426 |
| S1 |
1.0395 |
1.0395 |
1.0432 |
1.0408 |
| S2 |
1.0352 |
1.0352 |
1.0426 |
|
| S3 |
1.0284 |
1.0327 |
1.0419 |
|
| S4 |
1.0216 |
1.0259 |
1.0401 |
|
|
| Weekly Pivots for week ending 31-Oct-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1126 |
1.0988 |
1.0525 |
|
| R3 |
1.0902 |
1.0764 |
1.0464 |
|
| R2 |
1.0678 |
1.0678 |
1.0443 |
|
| R1 |
1.0540 |
1.0540 |
1.0423 |
1.0497 |
| PP |
1.0454 |
1.0454 |
1.0454 |
1.0433 |
| S1 |
1.0316 |
1.0316 |
1.0381 |
1.0273 |
| S2 |
1.0230 |
1.0230 |
1.0361 |
|
| S3 |
1.0006 |
1.0092 |
1.0340 |
|
| S4 |
0.9782 |
0.9868 |
1.0279 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0578 |
1.0340 |
0.0238 |
2.3% |
0.0067 |
0.6% |
41% |
False |
False |
30 |
| 10 |
1.0592 |
1.0340 |
0.0252 |
2.4% |
0.0053 |
0.5% |
39% |
False |
False |
24 |
| 20 |
1.0642 |
1.0340 |
0.0302 |
2.9% |
0.0045 |
0.4% |
32% |
False |
False |
26 |
| 40 |
1.0765 |
1.0340 |
0.0425 |
4.1% |
0.0041 |
0.4% |
23% |
False |
False |
18 |
| 60 |
1.1100 |
1.0340 |
0.0760 |
7.3% |
0.0031 |
0.3% |
13% |
False |
False |
15 |
| 80 |
1.1190 |
1.0340 |
0.0850 |
8.1% |
0.0024 |
0.2% |
12% |
False |
False |
13 |
| 100 |
1.1309 |
1.0340 |
0.0969 |
9.3% |
0.0019 |
0.2% |
10% |
False |
False |
11 |
| 120 |
1.1309 |
1.0340 |
0.0969 |
9.3% |
0.0016 |
0.2% |
10% |
False |
False |
10 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0734 |
|
2.618 |
1.0623 |
|
1.618 |
1.0555 |
|
1.000 |
1.0513 |
|
0.618 |
1.0487 |
|
HIGH |
1.0445 |
|
0.618 |
1.0419 |
|
0.500 |
1.0411 |
|
0.382 |
1.0403 |
|
LOW |
1.0377 |
|
0.618 |
1.0335 |
|
1.000 |
1.0309 |
|
1.618 |
1.0267 |
|
2.618 |
1.0199 |
|
4.250 |
1.0088 |
|
|
| Fisher Pivots for day following 04-Nov-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1.0429 |
1.0423 |
| PP |
1.0420 |
1.0408 |
| S1 |
1.0411 |
1.0393 |
|