CME Swiss Franc Future March 2015
| Trading Metrics calculated at close of trading on 10-Nov-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Nov-2014 |
10-Nov-2014 |
Change |
Change % |
Previous Week |
| Open |
1.0287 |
1.0380 |
0.0093 |
0.9% |
1.0342 |
| High |
1.0375 |
1.0413 |
0.0038 |
0.4% |
1.0445 |
| Low |
1.0287 |
1.0342 |
0.0055 |
0.5% |
1.0287 |
| Close |
1.0353 |
1.0345 |
-0.0008 |
-0.1% |
1.0353 |
| Range |
0.0088 |
0.0071 |
-0.0017 |
-19.3% |
0.0158 |
| ATR |
0.0068 |
0.0068 |
0.0000 |
0.4% |
0.0000 |
| Volume |
58 |
214 |
156 |
269.0% |
485 |
|
| Daily Pivots for day following 10-Nov-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0580 |
1.0533 |
1.0384 |
|
| R3 |
1.0509 |
1.0462 |
1.0365 |
|
| R2 |
1.0438 |
1.0438 |
1.0358 |
|
| R1 |
1.0391 |
1.0391 |
1.0352 |
1.0379 |
| PP |
1.0367 |
1.0367 |
1.0367 |
1.0361 |
| S1 |
1.0320 |
1.0320 |
1.0338 |
1.0308 |
| S2 |
1.0296 |
1.0296 |
1.0332 |
|
| S3 |
1.0225 |
1.0249 |
1.0325 |
|
| S4 |
1.0154 |
1.0178 |
1.0306 |
|
|
| 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% |
0.0081 |
0.8% |
37% |
False |
False |
133 |
| 10 |
1.0592 |
1.0287 |
0.0305 |
2.9% |
0.0073 |
0.7% |
19% |
False |
False |
76 |
| 20 |
1.0642 |
1.0287 |
0.0355 |
3.4% |
0.0059 |
0.6% |
16% |
False |
False |
56 |
| 40 |
1.0765 |
1.0287 |
0.0478 |
4.6% |
0.0046 |
0.4% |
12% |
False |
False |
33 |
| 60 |
1.1053 |
1.0287 |
0.0766 |
7.4% |
0.0036 |
0.4% |
8% |
False |
False |
25 |
| 80 |
1.1162 |
1.0287 |
0.0875 |
8.5% |
0.0028 |
0.3% |
7% |
False |
False |
19 |
| 100 |
1.1309 |
1.0287 |
0.1022 |
9.9% |
0.0023 |
0.2% |
6% |
False |
False |
17 |
| 120 |
1.1309 |
1.0287 |
0.1022 |
9.9% |
0.0019 |
0.2% |
6% |
False |
False |
15 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0715 |
|
2.618 |
1.0599 |
|
1.618 |
1.0528 |
|
1.000 |
1.0484 |
|
0.618 |
1.0457 |
|
HIGH |
1.0413 |
|
0.618 |
1.0386 |
|
0.500 |
1.0378 |
|
0.382 |
1.0369 |
|
LOW |
1.0342 |
|
0.618 |
1.0298 |
|
1.000 |
1.0271 |
|
1.618 |
1.0227 |
|
2.618 |
1.0156 |
|
4.250 |
1.0040 |
|
|
| Fisher Pivots for day following 10-Nov-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1.0378 |
1.0354 |
| PP |
1.0367 |
1.0351 |
| S1 |
1.0356 |
1.0348 |
|