CME Swiss Franc Future March 2015
| Trading Metrics calculated at close of trading on 28-Nov-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Nov-2014 |
28-Nov-2014 |
Change |
Change % |
Previous Week |
| Open |
1.0393 |
1.0425 |
0.0032 |
0.3% |
1.0311 |
| High |
1.0433 |
1.0425 |
-0.0008 |
-0.1% |
1.0433 |
| Low |
1.0362 |
1.0356 |
-0.0006 |
-0.1% |
1.0296 |
| Close |
1.0423 |
1.0361 |
-0.0062 |
-0.6% |
1.0361 |
| Range |
0.0071 |
0.0069 |
-0.0002 |
-2.8% |
0.0137 |
| ATR |
0.0073 |
0.0072 |
0.0000 |
-0.3% |
0.0000 |
| Volume |
215 |
2,392 |
2,177 |
1,012.6% |
3,129 |
|
| Daily Pivots for day following 28-Nov-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0588 |
1.0543 |
1.0399 |
|
| R3 |
1.0519 |
1.0474 |
1.0380 |
|
| R2 |
1.0450 |
1.0450 |
1.0374 |
|
| R1 |
1.0405 |
1.0405 |
1.0367 |
1.0393 |
| PP |
1.0381 |
1.0381 |
1.0381 |
1.0375 |
| S1 |
1.0336 |
1.0336 |
1.0355 |
1.0324 |
| S2 |
1.0312 |
1.0312 |
1.0348 |
|
| S3 |
1.0243 |
1.0267 |
1.0342 |
|
| S4 |
1.0174 |
1.0198 |
1.0323 |
|
|
| Weekly Pivots for week ending 28-Nov-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0774 |
1.0705 |
1.0436 |
|
| R3 |
1.0637 |
1.0568 |
1.0399 |
|
| R2 |
1.0500 |
1.0500 |
1.0386 |
|
| R1 |
1.0431 |
1.0431 |
1.0374 |
1.0466 |
| PP |
1.0363 |
1.0363 |
1.0363 |
1.0381 |
| S1 |
1.0294 |
1.0294 |
1.0348 |
1.0329 |
| S2 |
1.0226 |
1.0226 |
1.0336 |
|
| S3 |
1.0089 |
1.0157 |
1.0323 |
|
| S4 |
0.9952 |
1.0020 |
1.0286 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0464 |
1.0296 |
0.0168 |
1.6% |
0.0082 |
0.8% |
39% |
False |
False |
648 |
| 10 |
1.0502 |
1.0296 |
0.0206 |
2.0% |
0.0080 |
0.8% |
32% |
False |
False |
398 |
| 20 |
1.0502 |
1.0287 |
0.0215 |
2.1% |
0.0075 |
0.7% |
34% |
False |
False |
254 |
| 40 |
1.0642 |
1.0287 |
0.0355 |
3.4% |
0.0062 |
0.6% |
21% |
False |
False |
138 |
| 60 |
1.0771 |
1.0287 |
0.0484 |
4.7% |
0.0050 |
0.5% |
15% |
False |
False |
98 |
| 80 |
1.1100 |
1.0287 |
0.0813 |
7.8% |
0.0040 |
0.4% |
9% |
False |
False |
73 |
| 100 |
1.1239 |
1.0287 |
0.0952 |
9.2% |
0.0032 |
0.3% |
8% |
False |
False |
60 |
| 120 |
1.1309 |
1.0287 |
0.1022 |
9.9% |
0.0027 |
0.3% |
7% |
False |
False |
51 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0718 |
|
2.618 |
1.0606 |
|
1.618 |
1.0537 |
|
1.000 |
1.0494 |
|
0.618 |
1.0468 |
|
HIGH |
1.0425 |
|
0.618 |
1.0399 |
|
0.500 |
1.0391 |
|
0.382 |
1.0382 |
|
LOW |
1.0356 |
|
0.618 |
1.0313 |
|
1.000 |
1.0287 |
|
1.618 |
1.0244 |
|
2.618 |
1.0175 |
|
4.250 |
1.0063 |
|
|
| Fisher Pivots for day following 28-Nov-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1.0391 |
1.0384 |
| PP |
1.0381 |
1.0376 |
| S1 |
1.0371 |
1.0369 |
|