CME Swiss Franc Future March 2015
| Trading Metrics calculated at close of trading on 25-Nov-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Nov-2014 |
25-Nov-2014 |
Change |
Change % |
Previous Week |
| Open |
1.0311 |
1.0356 |
0.0045 |
0.4% |
1.0438 |
| High |
1.0362 |
1.0391 |
0.0029 |
0.3% |
1.0502 |
| Low |
1.0296 |
1.0335 |
0.0039 |
0.4% |
1.0316 |
| Close |
1.0356 |
1.0381 |
0.0025 |
0.2% |
1.0323 |
| Range |
0.0066 |
0.0056 |
-0.0010 |
-15.2% |
0.0186 |
| ATR |
0.0074 |
0.0073 |
-0.0001 |
-1.7% |
0.0000 |
| Volume |
315 |
207 |
-108 |
-34.3% |
799 |
|
| Daily Pivots for day following 25-Nov-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0537 |
1.0515 |
1.0412 |
|
| R3 |
1.0481 |
1.0459 |
1.0396 |
|
| R2 |
1.0425 |
1.0425 |
1.0391 |
|
| R1 |
1.0403 |
1.0403 |
1.0386 |
1.0414 |
| PP |
1.0369 |
1.0369 |
1.0369 |
1.0375 |
| S1 |
1.0347 |
1.0347 |
1.0376 |
1.0358 |
| S2 |
1.0313 |
1.0313 |
1.0371 |
|
| S3 |
1.0257 |
1.0291 |
1.0366 |
|
| S4 |
1.0201 |
1.0235 |
1.0350 |
|
|
| 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% |
0.0074 |
0.7% |
41% |
False |
False |
228 |
| 10 |
1.0502 |
1.0296 |
0.0206 |
2.0% |
0.0077 |
0.7% |
41% |
False |
False |
156 |
| 20 |
1.0578 |
1.0287 |
0.0291 |
2.8% |
0.0075 |
0.7% |
32% |
False |
False |
126 |
| 40 |
1.0642 |
1.0287 |
0.0355 |
3.4% |
0.0060 |
0.6% |
26% |
False |
False |
73 |
| 60 |
1.0919 |
1.0287 |
0.0632 |
6.1% |
0.0050 |
0.5% |
15% |
False |
False |
54 |
| 80 |
1.1100 |
1.0287 |
0.0813 |
7.8% |
0.0038 |
0.4% |
12% |
False |
False |
41 |
| 100 |
1.1255 |
1.0287 |
0.0968 |
9.3% |
0.0031 |
0.3% |
10% |
False |
False |
35 |
| 120 |
1.1309 |
1.0287 |
0.1022 |
9.8% |
0.0026 |
0.2% |
9% |
False |
False |
29 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0629 |
|
2.618 |
1.0538 |
|
1.618 |
1.0482 |
|
1.000 |
1.0447 |
|
0.618 |
1.0426 |
|
HIGH |
1.0391 |
|
0.618 |
1.0370 |
|
0.500 |
1.0363 |
|
0.382 |
1.0356 |
|
LOW |
1.0335 |
|
0.618 |
1.0300 |
|
1.000 |
1.0279 |
|
1.618 |
1.0244 |
|
2.618 |
1.0188 |
|
4.250 |
1.0097 |
|
|
| Fisher Pivots for day following 25-Nov-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1.0375 |
1.0381 |
| PP |
1.0369 |
1.0380 |
| S1 |
1.0363 |
1.0380 |
|