CME Swiss Franc Future March 2015
| Trading Metrics calculated at close of trading on 24-Nov-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Nov-2014 |
24-Nov-2014 |
Change |
Change % |
Previous Week |
| Open |
1.0464 |
1.0311 |
-0.0153 |
-1.5% |
1.0438 |
| High |
1.0464 |
1.0362 |
-0.0102 |
-1.0% |
1.0502 |
| Low |
1.0316 |
1.0296 |
-0.0020 |
-0.2% |
1.0316 |
| Close |
1.0323 |
1.0356 |
0.0033 |
0.3% |
1.0323 |
| Range |
0.0148 |
0.0066 |
-0.0082 |
-55.4% |
0.0186 |
| ATR |
0.0075 |
0.0074 |
-0.0001 |
-0.8% |
0.0000 |
| Volume |
113 |
315 |
202 |
178.8% |
799 |
|
| Daily Pivots for day following 24-Nov-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0536 |
1.0512 |
1.0392 |
|
| R3 |
1.0470 |
1.0446 |
1.0374 |
|
| R2 |
1.0404 |
1.0404 |
1.0368 |
|
| R1 |
1.0380 |
1.0380 |
1.0362 |
1.0392 |
| PP |
1.0338 |
1.0338 |
1.0338 |
1.0344 |
| S1 |
1.0314 |
1.0314 |
1.0350 |
1.0326 |
| S2 |
1.0272 |
1.0272 |
1.0344 |
|
| S3 |
1.0206 |
1.0248 |
1.0338 |
|
| S4 |
1.0140 |
1.0182 |
1.0320 |
|
|
| 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 |
1.0296 |
0.0206 |
2.0% |
0.0078 |
0.8% |
29% |
False |
True |
198 |
| 10 |
1.0502 |
1.0296 |
0.0206 |
2.0% |
0.0078 |
0.8% |
29% |
False |
True |
156 |
| 20 |
1.0592 |
1.0287 |
0.0305 |
2.9% |
0.0075 |
0.7% |
23% |
False |
False |
116 |
| 40 |
1.0642 |
1.0287 |
0.0355 |
3.4% |
0.0060 |
0.6% |
19% |
False |
False |
69 |
| 60 |
1.0919 |
1.0287 |
0.0632 |
6.1% |
0.0049 |
0.5% |
11% |
False |
False |
51 |
| 80 |
1.1100 |
1.0287 |
0.0813 |
7.9% |
0.0037 |
0.4% |
8% |
False |
False |
38 |
| 100 |
1.1255 |
1.0287 |
0.0968 |
9.3% |
0.0030 |
0.3% |
7% |
False |
False |
33 |
| 120 |
1.1309 |
1.0287 |
0.1022 |
9.9% |
0.0025 |
0.2% |
7% |
False |
False |
27 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0643 |
|
2.618 |
1.0535 |
|
1.618 |
1.0469 |
|
1.000 |
1.0428 |
|
0.618 |
1.0403 |
|
HIGH |
1.0362 |
|
0.618 |
1.0337 |
|
0.500 |
1.0329 |
|
0.382 |
1.0321 |
|
LOW |
1.0296 |
|
0.618 |
1.0255 |
|
1.000 |
1.0230 |
|
1.618 |
1.0189 |
|
2.618 |
1.0123 |
|
4.250 |
1.0016 |
|
|
| Fisher Pivots for day following 24-Nov-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1.0347 |
1.0385 |
| PP |
1.0338 |
1.0375 |
| S1 |
1.0329 |
1.0366 |
|