CME Swiss Franc Future March 2015
| Trading Metrics calculated at close of trading on 11-Nov-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Nov-2014 |
11-Nov-2014 |
Change |
Change % |
Previous Week |
| Open |
1.0380 |
1.0344 |
-0.0036 |
-0.3% |
1.0342 |
| High |
1.0413 |
1.0400 |
-0.0013 |
-0.1% |
1.0445 |
| Low |
1.0342 |
1.0333 |
-0.0009 |
-0.1% |
1.0287 |
| Close |
1.0345 |
1.0377 |
0.0032 |
0.3% |
1.0353 |
| Range |
0.0071 |
0.0067 |
-0.0004 |
-5.6% |
0.0158 |
| ATR |
0.0068 |
0.0068 |
0.0000 |
-0.1% |
0.0000 |
| Volume |
214 |
202 |
-12 |
-5.6% |
485 |
|
| Daily Pivots for day following 11-Nov-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0571 |
1.0541 |
1.0414 |
|
| R3 |
1.0504 |
1.0474 |
1.0395 |
|
| R2 |
1.0437 |
1.0437 |
1.0389 |
|
| R1 |
1.0407 |
1.0407 |
1.0383 |
1.0422 |
| PP |
1.0370 |
1.0370 |
1.0370 |
1.0378 |
| S1 |
1.0340 |
1.0340 |
1.0371 |
1.0355 |
| S2 |
1.0303 |
1.0303 |
1.0365 |
|
| S3 |
1.0236 |
1.0273 |
1.0359 |
|
| S4 |
1.0169 |
1.0206 |
1.0340 |
|
|
| 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 |
1.0425 |
1.0287 |
0.0138 |
1.3% |
0.0081 |
0.8% |
65% |
False |
False |
160 |
| 10 |
1.0578 |
1.0287 |
0.0291 |
2.8% |
0.0074 |
0.7% |
31% |
False |
False |
95 |
| 20 |
1.0642 |
1.0287 |
0.0355 |
3.4% |
0.0062 |
0.6% |
25% |
False |
False |
66 |
| 40 |
1.0726 |
1.0287 |
0.0439 |
4.2% |
0.0047 |
0.5% |
21% |
False |
False |
38 |
| 60 |
1.1021 |
1.0287 |
0.0734 |
7.1% |
0.0038 |
0.4% |
12% |
False |
False |
28 |
| 80 |
1.1107 |
1.0287 |
0.0820 |
7.9% |
0.0029 |
0.3% |
11% |
False |
False |
21 |
| 100 |
1.1309 |
1.0287 |
0.1022 |
9.8% |
0.0023 |
0.2% |
9% |
False |
False |
19 |
| 120 |
1.1309 |
1.0287 |
0.1022 |
9.8% |
0.0020 |
0.2% |
9% |
False |
False |
16 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0685 |
|
2.618 |
1.0575 |
|
1.618 |
1.0508 |
|
1.000 |
1.0467 |
|
0.618 |
1.0441 |
|
HIGH |
1.0400 |
|
0.618 |
1.0374 |
|
0.500 |
1.0367 |
|
0.382 |
1.0359 |
|
LOW |
1.0333 |
|
0.618 |
1.0292 |
|
1.000 |
1.0266 |
|
1.618 |
1.0225 |
|
2.618 |
1.0158 |
|
4.250 |
1.0048 |
|
|
| Fisher Pivots for day following 11-Nov-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1.0374 |
1.0368 |
| PP |
1.0370 |
1.0359 |
| S1 |
1.0367 |
1.0350 |
|