CME Swiss Franc Future March 2015
| Trading Metrics calculated at close of trading on 17-Nov-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Nov-2014 |
17-Nov-2014 |
Change |
Change % |
Previous Week |
| Open |
1.0366 |
1.0438 |
0.0072 |
0.7% |
1.0380 |
| High |
1.0456 |
1.0482 |
0.0026 |
0.2% |
1.0456 |
| Low |
1.0340 |
1.0379 |
0.0039 |
0.4% |
1.0333 |
| Close |
1.0443 |
1.0382 |
-0.0061 |
-0.6% |
1.0443 |
| Range |
0.0116 |
0.0103 |
-0.0013 |
-11.2% |
0.0123 |
| ATR |
0.0069 |
0.0072 |
0.0002 |
3.5% |
0.0000 |
| Volume |
52 |
122 |
70 |
134.6% |
662 |
|
| Daily Pivots for day following 17-Nov-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0723 |
1.0656 |
1.0439 |
|
| R3 |
1.0620 |
1.0553 |
1.0410 |
|
| R2 |
1.0517 |
1.0517 |
1.0401 |
|
| R1 |
1.0450 |
1.0450 |
1.0391 |
1.0432 |
| PP |
1.0414 |
1.0414 |
1.0414 |
1.0406 |
| S1 |
1.0347 |
1.0347 |
1.0373 |
1.0329 |
| S2 |
1.0311 |
1.0311 |
1.0363 |
|
| S3 |
1.0208 |
1.0244 |
1.0354 |
|
| S4 |
1.0105 |
1.0141 |
1.0325 |
|
|
| Weekly Pivots for week ending 14-Nov-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0780 |
1.0734 |
1.0511 |
|
| R3 |
1.0657 |
1.0611 |
1.0477 |
|
| R2 |
1.0534 |
1.0534 |
1.0466 |
|
| R1 |
1.0488 |
1.0488 |
1.0454 |
1.0511 |
| PP |
1.0411 |
1.0411 |
1.0411 |
1.0422 |
| S1 |
1.0365 |
1.0365 |
1.0432 |
1.0388 |
| S2 |
1.0288 |
1.0288 |
1.0420 |
|
| S3 |
1.0165 |
1.0242 |
1.0409 |
|
| S4 |
1.0042 |
1.0119 |
1.0375 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0482 |
1.0333 |
0.0149 |
1.4% |
0.0078 |
0.8% |
33% |
True |
False |
114 |
| 10 |
1.0482 |
1.0287 |
0.0195 |
1.9% |
0.0080 |
0.8% |
49% |
True |
False |
123 |
| 20 |
1.0600 |
1.0287 |
0.0313 |
3.0% |
0.0065 |
0.6% |
30% |
False |
False |
71 |
| 40 |
1.0668 |
1.0287 |
0.0381 |
3.7% |
0.0052 |
0.5% |
25% |
False |
False |
45 |
| 60 |
1.0961 |
1.0287 |
0.0674 |
6.5% |
0.0043 |
0.4% |
14% |
False |
False |
34 |
| 80 |
1.1100 |
1.0287 |
0.0813 |
7.8% |
0.0033 |
0.3% |
12% |
False |
False |
26 |
| 100 |
1.1309 |
1.0287 |
0.1022 |
9.8% |
0.0027 |
0.3% |
9% |
False |
False |
23 |
| 120 |
1.1309 |
1.0287 |
0.1022 |
9.8% |
0.0022 |
0.2% |
9% |
False |
False |
19 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0920 |
|
2.618 |
1.0752 |
|
1.618 |
1.0649 |
|
1.000 |
1.0585 |
|
0.618 |
1.0546 |
|
HIGH |
1.0482 |
|
0.618 |
1.0443 |
|
0.500 |
1.0431 |
|
0.382 |
1.0418 |
|
LOW |
1.0379 |
|
0.618 |
1.0315 |
|
1.000 |
1.0276 |
|
1.618 |
1.0212 |
|
2.618 |
1.0109 |
|
4.250 |
0.9941 |
|
|
| Fisher Pivots for day following 17-Nov-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1.0431 |
1.0411 |
| PP |
1.0414 |
1.0401 |
| S1 |
1.0398 |
1.0392 |
|