CME Swiss Franc Future March 2015
| Trading Metrics calculated at close of trading on 05-Nov-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Nov-2014 |
05-Nov-2014 |
Change |
Change % |
Previous Week |
| Open |
1.0377 |
1.0425 |
0.0048 |
0.5% |
1.0537 |
| High |
1.0445 |
1.0425 |
-0.0020 |
-0.2% |
1.0592 |
| Low |
1.0377 |
1.0379 |
0.0002 |
0.0% |
1.0368 |
| Close |
1.0438 |
1.0381 |
-0.0057 |
-0.5% |
1.0402 |
| Range |
0.0068 |
0.0046 |
-0.0022 |
-32.4% |
0.0224 |
| ATR |
0.0061 |
0.0061 |
0.0000 |
-0.2% |
0.0000 |
| Volume |
63 |
56 |
-7 |
-11.1% |
85 |
|
| Daily Pivots for day following 05-Nov-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0533 |
1.0503 |
1.0406 |
|
| R3 |
1.0487 |
1.0457 |
1.0394 |
|
| R2 |
1.0441 |
1.0441 |
1.0389 |
|
| R1 |
1.0411 |
1.0411 |
1.0385 |
1.0403 |
| PP |
1.0395 |
1.0395 |
1.0395 |
1.0391 |
| S1 |
1.0365 |
1.0365 |
1.0377 |
1.0357 |
| S2 |
1.0349 |
1.0349 |
1.0373 |
|
| S3 |
1.0303 |
1.0319 |
1.0368 |
|
| S4 |
1.0257 |
1.0273 |
1.0356 |
|
|
| 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 |
1.0486 |
1.0340 |
0.0146 |
1.4% |
0.0058 |
0.6% |
28% |
False |
False |
34 |
| 10 |
1.0592 |
1.0340 |
0.0252 |
2.4% |
0.0051 |
0.5% |
16% |
False |
False |
27 |
| 20 |
1.0642 |
1.0340 |
0.0302 |
2.9% |
0.0047 |
0.5% |
14% |
False |
False |
29 |
| 40 |
1.0765 |
1.0340 |
0.0425 |
4.1% |
0.0041 |
0.4% |
10% |
False |
False |
20 |
| 60 |
1.1100 |
1.0340 |
0.0760 |
7.3% |
0.0032 |
0.3% |
5% |
False |
False |
16 |
| 80 |
1.1167 |
1.0340 |
0.0827 |
8.0% |
0.0024 |
0.2% |
5% |
False |
False |
13 |
| 100 |
1.1309 |
1.0340 |
0.0969 |
9.3% |
0.0020 |
0.2% |
4% |
False |
False |
12 |
| 120 |
1.1309 |
1.0340 |
0.0969 |
9.3% |
0.0017 |
0.2% |
4% |
False |
False |
10 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0621 |
|
2.618 |
1.0545 |
|
1.618 |
1.0499 |
|
1.000 |
1.0471 |
|
0.618 |
1.0453 |
|
HIGH |
1.0425 |
|
0.618 |
1.0407 |
|
0.500 |
1.0402 |
|
0.382 |
1.0397 |
|
LOW |
1.0379 |
|
0.618 |
1.0351 |
|
1.000 |
1.0333 |
|
1.618 |
1.0305 |
|
2.618 |
1.0259 |
|
4.250 |
1.0184 |
|
|
| Fisher Pivots for day following 05-Nov-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1.0402 |
1.0393 |
| PP |
1.0395 |
1.0389 |
| S1 |
1.0388 |
1.0385 |
|