CME Swiss Franc Future March 2015
| Trading Metrics calculated at close of trading on 19-Nov-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Nov-2014 |
19-Nov-2014 |
Change |
Change % |
Previous Week |
| Open |
1.0379 |
1.0439 |
0.0060 |
0.6% |
1.0380 |
| High |
1.0453 |
1.0502 |
0.0049 |
0.5% |
1.0456 |
| Low |
1.0379 |
1.0439 |
0.0060 |
0.6% |
1.0333 |
| Close |
1.0450 |
1.0458 |
0.0008 |
0.1% |
1.0443 |
| Range |
0.0074 |
0.0063 |
-0.0011 |
-14.9% |
0.0123 |
| ATR |
0.0072 |
0.0071 |
-0.0001 |
-0.9% |
0.0000 |
| Volume |
56 |
50 |
-6 |
-10.7% |
662 |
|
| Daily Pivots for day following 19-Nov-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0655 |
1.0620 |
1.0493 |
|
| R3 |
1.0592 |
1.0557 |
1.0475 |
|
| R2 |
1.0529 |
1.0529 |
1.0470 |
|
| R1 |
1.0494 |
1.0494 |
1.0464 |
1.0512 |
| PP |
1.0466 |
1.0466 |
1.0466 |
1.0475 |
| S1 |
1.0431 |
1.0431 |
1.0452 |
1.0449 |
| S2 |
1.0403 |
1.0403 |
1.0446 |
|
| S3 |
1.0340 |
1.0368 |
1.0441 |
|
| S4 |
1.0277 |
1.0305 |
1.0423 |
|
|
| 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 |
1.0502 |
1.0340 |
0.0162 |
1.5% |
0.0083 |
0.8% |
73% |
True |
False |
77 |
| 10 |
1.0502 |
1.0287 |
0.0215 |
2.1% |
0.0082 |
0.8% |
80% |
True |
False |
122 |
| 20 |
1.0592 |
1.0287 |
0.0305 |
2.9% |
0.0067 |
0.6% |
56% |
False |
False |
74 |
| 40 |
1.0642 |
1.0287 |
0.0355 |
3.4% |
0.0055 |
0.5% |
48% |
False |
False |
47 |
| 60 |
1.0961 |
1.0287 |
0.0674 |
6.4% |
0.0045 |
0.4% |
25% |
False |
False |
36 |
| 80 |
1.1100 |
1.0287 |
0.0813 |
7.8% |
0.0034 |
0.3% |
21% |
False |
False |
27 |
| 100 |
1.1299 |
1.0287 |
0.1012 |
9.7% |
0.0028 |
0.3% |
17% |
False |
False |
24 |
| 120 |
1.1309 |
1.0287 |
0.1022 |
9.8% |
0.0023 |
0.2% |
17% |
False |
False |
20 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0770 |
|
2.618 |
1.0667 |
|
1.618 |
1.0604 |
|
1.000 |
1.0565 |
|
0.618 |
1.0541 |
|
HIGH |
1.0502 |
|
0.618 |
1.0478 |
|
0.500 |
1.0471 |
|
0.382 |
1.0463 |
|
LOW |
1.0439 |
|
0.618 |
1.0400 |
|
1.000 |
1.0376 |
|
1.618 |
1.0337 |
|
2.618 |
1.0274 |
|
4.250 |
1.0171 |
|
|
| Fisher Pivots for day following 19-Nov-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1.0471 |
1.0452 |
| PP |
1.0466 |
1.0446 |
| S1 |
1.0462 |
1.0441 |
|