CME Swiss Franc Future March 2015
| Trading Metrics calculated at close of trading on 21-Nov-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Nov-2014 |
21-Nov-2014 |
Change |
Change % |
Previous Week |
| Open |
1.0474 |
1.0464 |
-0.0010 |
-0.1% |
1.0438 |
| High |
1.0474 |
1.0464 |
-0.0010 |
-0.1% |
1.0502 |
| Low |
1.0436 |
1.0316 |
-0.0120 |
-1.1% |
1.0316 |
| Close |
1.0459 |
1.0323 |
-0.0136 |
-1.3% |
1.0323 |
| Range |
0.0038 |
0.0148 |
0.0110 |
289.5% |
0.0186 |
| ATR |
0.0069 |
0.0075 |
0.0006 |
8.2% |
0.0000 |
| Volume |
458 |
113 |
-345 |
-75.3% |
799 |
|
| Daily Pivots for day following 21-Nov-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0812 |
1.0715 |
1.0404 |
|
| R3 |
1.0664 |
1.0567 |
1.0364 |
|
| R2 |
1.0516 |
1.0516 |
1.0350 |
|
| R1 |
1.0419 |
1.0419 |
1.0337 |
1.0394 |
| PP |
1.0368 |
1.0368 |
1.0368 |
1.0355 |
| S1 |
1.0271 |
1.0271 |
1.0309 |
1.0246 |
| S2 |
1.0220 |
1.0220 |
1.0296 |
|
| S3 |
1.0072 |
1.0123 |
1.0282 |
|
| S4 |
0.9924 |
0.9975 |
1.0242 |
|
|
| Weekly Pivots for week ending 21-Nov-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0938 |
1.0817 |
1.0425 |
|
| R3 |
1.0752 |
1.0631 |
1.0374 |
|
| R2 |
1.0566 |
1.0566 |
1.0357 |
|
| R1 |
1.0445 |
1.0445 |
1.0340 |
1.0413 |
| PP |
1.0380 |
1.0380 |
1.0380 |
1.0364 |
| S1 |
1.0259 |
1.0259 |
1.0306 |
1.0227 |
| S2 |
1.0194 |
1.0194 |
1.0289 |
|
| S3 |
1.0008 |
1.0073 |
1.0272 |
|
| S4 |
0.9822 |
0.9887 |
1.0221 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0502 |
1.0316 |
0.0186 |
1.8% |
0.0085 |
0.8% |
4% |
False |
True |
159 |
| 10 |
1.0502 |
1.0316 |
0.0186 |
1.8% |
0.0079 |
0.8% |
4% |
False |
True |
146 |
| 20 |
1.0592 |
1.0287 |
0.0305 |
3.0% |
0.0073 |
0.7% |
12% |
False |
False |
101 |
| 40 |
1.0642 |
1.0287 |
0.0355 |
3.4% |
0.0059 |
0.6% |
10% |
False |
False |
61 |
| 60 |
1.0919 |
1.0287 |
0.0632 |
6.1% |
0.0048 |
0.5% |
6% |
False |
False |
46 |
| 80 |
1.1100 |
1.0287 |
0.0813 |
7.9% |
0.0036 |
0.4% |
4% |
False |
False |
34 |
| 100 |
1.1256 |
1.0287 |
0.0969 |
9.4% |
0.0030 |
0.3% |
4% |
False |
False |
30 |
| 120 |
1.1309 |
1.0287 |
0.1022 |
9.9% |
0.0025 |
0.2% |
4% |
False |
False |
25 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1093 |
|
2.618 |
1.0851 |
|
1.618 |
1.0703 |
|
1.000 |
1.0612 |
|
0.618 |
1.0555 |
|
HIGH |
1.0464 |
|
0.618 |
1.0407 |
|
0.500 |
1.0390 |
|
0.382 |
1.0373 |
|
LOW |
1.0316 |
|
0.618 |
1.0225 |
|
1.000 |
1.0168 |
|
1.618 |
1.0077 |
|
2.618 |
0.9929 |
|
4.250 |
0.9687 |
|
|
| Fisher Pivots for day following 21-Nov-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1.0390 |
1.0409 |
| PP |
1.0368 |
1.0380 |
| S1 |
1.0345 |
1.0352 |
|