CME Swiss Franc Future March 2015
| Trading Metrics calculated at close of trading on 07-Nov-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Nov-2014 |
07-Nov-2014 |
Change |
Change % |
Previous Week |
| Open |
1.0405 |
1.0287 |
-0.0118 |
-1.1% |
1.0342 |
| High |
1.0420 |
1.0375 |
-0.0045 |
-0.4% |
1.0445 |
| Low |
1.0287 |
1.0287 |
0.0000 |
0.0% |
1.0287 |
| Close |
1.0303 |
1.0353 |
0.0050 |
0.5% |
1.0353 |
| Range |
0.0133 |
0.0088 |
-0.0045 |
-33.8% |
0.0158 |
| ATR |
0.0066 |
0.0068 |
0.0002 |
2.4% |
0.0000 |
| Volume |
274 |
58 |
-216 |
-78.8% |
485 |
|
| Daily Pivots for day following 07-Nov-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0602 |
1.0566 |
1.0401 |
|
| R3 |
1.0514 |
1.0478 |
1.0377 |
|
| R2 |
1.0426 |
1.0426 |
1.0369 |
|
| R1 |
1.0390 |
1.0390 |
1.0361 |
1.0408 |
| PP |
1.0338 |
1.0338 |
1.0338 |
1.0348 |
| S1 |
1.0302 |
1.0302 |
1.0345 |
1.0320 |
| S2 |
1.0250 |
1.0250 |
1.0337 |
|
| S3 |
1.0162 |
1.0214 |
1.0329 |
|
| S4 |
1.0074 |
1.0126 |
1.0305 |
|
|
| Weekly Pivots for week ending 07-Nov-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0836 |
1.0752 |
1.0440 |
|
| R3 |
1.0678 |
1.0594 |
1.0396 |
|
| R2 |
1.0520 |
1.0520 |
1.0382 |
|
| R1 |
1.0436 |
1.0436 |
1.0367 |
1.0478 |
| PP |
1.0362 |
1.0362 |
1.0362 |
1.0383 |
| S1 |
1.0278 |
1.0278 |
1.0339 |
1.0320 |
| S2 |
1.0204 |
1.0204 |
1.0324 |
|
| S3 |
1.0046 |
1.0120 |
1.0310 |
|
| S4 |
0.9888 |
0.9962 |
1.0266 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0445 |
1.0287 |
0.0158 |
1.5% |
0.0075 |
0.7% |
42% |
False |
True |
97 |
| 10 |
1.0592 |
1.0287 |
0.0305 |
2.9% |
0.0068 |
0.7% |
22% |
False |
True |
57 |
| 20 |
1.0642 |
1.0287 |
0.0355 |
3.4% |
0.0056 |
0.5% |
19% |
False |
True |
45 |
| 40 |
1.0765 |
1.0287 |
0.0478 |
4.6% |
0.0046 |
0.4% |
14% |
False |
True |
28 |
| 60 |
1.1100 |
1.0287 |
0.0813 |
7.9% |
0.0035 |
0.3% |
8% |
False |
True |
21 |
| 80 |
1.1163 |
1.0287 |
0.0876 |
8.5% |
0.0027 |
0.3% |
8% |
False |
True |
17 |
| 100 |
1.1309 |
1.0287 |
0.1022 |
9.9% |
0.0022 |
0.2% |
6% |
False |
True |
15 |
| 120 |
1.1309 |
1.0287 |
0.1022 |
9.9% |
0.0019 |
0.2% |
6% |
False |
True |
13 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0749 |
|
2.618 |
1.0605 |
|
1.618 |
1.0517 |
|
1.000 |
1.0463 |
|
0.618 |
1.0429 |
|
HIGH |
1.0375 |
|
0.618 |
1.0341 |
|
0.500 |
1.0331 |
|
0.382 |
1.0321 |
|
LOW |
1.0287 |
|
0.618 |
1.0233 |
|
1.000 |
1.0199 |
|
1.618 |
1.0145 |
|
2.618 |
1.0057 |
|
4.250 |
0.9913 |
|
|
| Fisher Pivots for day following 07-Nov-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1.0346 |
1.0356 |
| PP |
1.0338 |
1.0355 |
| S1 |
1.0331 |
1.0354 |
|