CME Swiss Franc Future March 2015
| Trading Metrics calculated at close of trading on 12-Nov-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Nov-2014 |
12-Nov-2014 |
Change |
Change % |
Previous Week |
| Open |
1.0344 |
1.0390 |
0.0046 |
0.4% |
1.0342 |
| High |
1.0400 |
1.0400 |
0.0000 |
0.0% |
1.0445 |
| Low |
1.0333 |
1.0352 |
0.0019 |
0.2% |
1.0287 |
| Close |
1.0377 |
1.0358 |
-0.0019 |
-0.2% |
1.0353 |
| Range |
0.0067 |
0.0048 |
-0.0019 |
-28.4% |
0.0158 |
| ATR |
0.0068 |
0.0066 |
-0.0001 |
-2.1% |
0.0000 |
| Volume |
202 |
85 |
-117 |
-57.9% |
485 |
|
| Daily Pivots for day following 12-Nov-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0514 |
1.0484 |
1.0384 |
|
| R3 |
1.0466 |
1.0436 |
1.0371 |
|
| R2 |
1.0418 |
1.0418 |
1.0367 |
|
| R1 |
1.0388 |
1.0388 |
1.0362 |
1.0379 |
| PP |
1.0370 |
1.0370 |
1.0370 |
1.0366 |
| S1 |
1.0340 |
1.0340 |
1.0354 |
1.0331 |
| S2 |
1.0322 |
1.0322 |
1.0349 |
|
| S3 |
1.0274 |
1.0292 |
1.0345 |
|
| S4 |
1.0226 |
1.0244 |
1.0332 |
|
|
| 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 |
1.0420 |
1.0287 |
0.0133 |
1.3% |
0.0081 |
0.8% |
53% |
False |
False |
166 |
| 10 |
1.0486 |
1.0287 |
0.0199 |
1.9% |
0.0070 |
0.7% |
36% |
False |
False |
100 |
| 20 |
1.0636 |
1.0287 |
0.0349 |
3.4% |
0.0056 |
0.5% |
20% |
False |
False |
70 |
| 40 |
1.0723 |
1.0287 |
0.0436 |
4.2% |
0.0046 |
0.4% |
16% |
False |
False |
40 |
| 60 |
1.0994 |
1.0287 |
0.0707 |
6.8% |
0.0038 |
0.4% |
10% |
False |
False |
30 |
| 80 |
1.1103 |
1.0287 |
0.0816 |
7.9% |
0.0029 |
0.3% |
9% |
False |
False |
22 |
| 100 |
1.1309 |
1.0287 |
0.1022 |
9.9% |
0.0024 |
0.2% |
7% |
False |
False |
20 |
| 120 |
1.1309 |
1.0287 |
0.1022 |
9.9% |
0.0020 |
0.2% |
7% |
False |
False |
17 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0604 |
|
2.618 |
1.0526 |
|
1.618 |
1.0478 |
|
1.000 |
1.0448 |
|
0.618 |
1.0430 |
|
HIGH |
1.0400 |
|
0.618 |
1.0382 |
|
0.500 |
1.0376 |
|
0.382 |
1.0370 |
|
LOW |
1.0352 |
|
0.618 |
1.0322 |
|
1.000 |
1.0304 |
|
1.618 |
1.0274 |
|
2.618 |
1.0226 |
|
4.250 |
1.0148 |
|
|
| Fisher Pivots for day following 12-Nov-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1.0376 |
1.0373 |
| PP |
1.0370 |
1.0368 |
| S1 |
1.0364 |
1.0363 |
|