CME Swiss Franc Future March 2015
| Trading Metrics calculated at close of trading on 18-Nov-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Nov-2014 |
18-Nov-2014 |
Change |
Change % |
Previous Week |
| Open |
1.0438 |
1.0379 |
-0.0059 |
-0.6% |
1.0380 |
| High |
1.0482 |
1.0453 |
-0.0029 |
-0.3% |
1.0456 |
| Low |
1.0379 |
1.0379 |
0.0000 |
0.0% |
1.0333 |
| Close |
1.0382 |
1.0450 |
0.0068 |
0.7% |
1.0443 |
| Range |
0.0103 |
0.0074 |
-0.0029 |
-28.2% |
0.0123 |
| ATR |
0.0072 |
0.0072 |
0.0000 |
0.2% |
0.0000 |
| Volume |
122 |
56 |
-66 |
-54.1% |
662 |
|
| Daily Pivots for day following 18-Nov-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0649 |
1.0624 |
1.0491 |
|
| R3 |
1.0575 |
1.0550 |
1.0470 |
|
| R2 |
1.0501 |
1.0501 |
1.0464 |
|
| R1 |
1.0476 |
1.0476 |
1.0457 |
1.0489 |
| PP |
1.0427 |
1.0427 |
1.0427 |
1.0434 |
| S1 |
1.0402 |
1.0402 |
1.0443 |
1.0415 |
| S2 |
1.0353 |
1.0353 |
1.0436 |
|
| S3 |
1.0279 |
1.0328 |
1.0430 |
|
| S4 |
1.0205 |
1.0254 |
1.0409 |
|
|
| 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 |
1.0340 |
0.0142 |
1.4% |
0.0080 |
0.8% |
77% |
False |
False |
84 |
| 10 |
1.0482 |
1.0287 |
0.0195 |
1.9% |
0.0080 |
0.8% |
84% |
False |
False |
122 |
| 20 |
1.0592 |
1.0287 |
0.0305 |
2.9% |
0.0067 |
0.6% |
53% |
False |
False |
73 |
| 40 |
1.0642 |
1.0287 |
0.0355 |
3.4% |
0.0053 |
0.5% |
46% |
False |
False |
46 |
| 60 |
1.0961 |
1.0287 |
0.0674 |
6.4% |
0.0044 |
0.4% |
24% |
False |
False |
35 |
| 80 |
1.1100 |
1.0287 |
0.0813 |
7.8% |
0.0034 |
0.3% |
20% |
False |
False |
27 |
| 100 |
1.1309 |
1.0287 |
0.1022 |
9.8% |
0.0027 |
0.3% |
16% |
False |
False |
24 |
| 120 |
1.1309 |
1.0287 |
0.1022 |
9.8% |
0.0023 |
0.2% |
16% |
False |
False |
20 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0768 |
|
2.618 |
1.0647 |
|
1.618 |
1.0573 |
|
1.000 |
1.0527 |
|
0.618 |
1.0499 |
|
HIGH |
1.0453 |
|
0.618 |
1.0425 |
|
0.500 |
1.0416 |
|
0.382 |
1.0407 |
|
LOW |
1.0379 |
|
0.618 |
1.0333 |
|
1.000 |
1.0305 |
|
1.618 |
1.0259 |
|
2.618 |
1.0185 |
|
4.250 |
1.0065 |
|
|
| Fisher Pivots for day following 18-Nov-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1.0439 |
1.0437 |
| PP |
1.0427 |
1.0424 |
| S1 |
1.0416 |
1.0411 |
|