CME Swiss Franc Future December 2014
| Trading Metrics calculated at close of trading on 04-Dec-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Dec-2014 |
04-Dec-2014 |
Change |
Change % |
Previous Week |
| Open |
1.0289 |
1.0228 |
-0.0061 |
-0.6% |
1.0289 |
| High |
1.0294 |
1.0365 |
0.0071 |
0.7% |
1.0424 |
| Low |
1.0222 |
1.0207 |
-0.0015 |
-0.1% |
1.0286 |
| Close |
1.0228 |
1.0288 |
0.0060 |
0.6% |
1.0350 |
| Range |
0.0072 |
0.0158 |
0.0086 |
119.4% |
0.0138 |
| ATR |
0.0086 |
0.0091 |
0.0005 |
6.1% |
0.0000 |
| Volume |
44,097 |
102,369 |
58,272 |
132.1% |
145,694 |
|
| Daily Pivots for day following 04-Dec-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0761 |
1.0682 |
1.0375 |
|
| R3 |
1.0603 |
1.0524 |
1.0331 |
|
| R2 |
1.0445 |
1.0445 |
1.0317 |
|
| R1 |
1.0366 |
1.0366 |
1.0302 |
1.0406 |
| PP |
1.0287 |
1.0287 |
1.0287 |
1.0306 |
| S1 |
1.0208 |
1.0208 |
1.0274 |
1.0248 |
| S2 |
1.0129 |
1.0129 |
1.0259 |
|
| S3 |
0.9971 |
1.0050 |
1.0245 |
|
| S4 |
0.9813 |
0.9892 |
1.0201 |
|
|
| Weekly Pivots for week ending 28-Nov-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0767 |
1.0697 |
1.0426 |
|
| R3 |
1.0629 |
1.0559 |
1.0388 |
|
| R2 |
1.0491 |
1.0491 |
1.0375 |
|
| R1 |
1.0421 |
1.0421 |
1.0363 |
1.0456 |
| PP |
1.0353 |
1.0353 |
1.0353 |
1.0371 |
| S1 |
1.0283 |
1.0283 |
1.0337 |
1.0318 |
| S2 |
1.0215 |
1.0215 |
1.0325 |
|
| S3 |
1.0077 |
1.0145 |
1.0312 |
|
| S4 |
0.9939 |
1.0007 |
1.0274 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0419 |
1.0207 |
0.0212 |
2.1% |
0.0097 |
0.9% |
38% |
False |
True |
54,358 |
| 10 |
1.0470 |
1.0207 |
0.0263 |
2.6% |
0.0091 |
0.9% |
31% |
False |
True |
48,100 |
| 20 |
1.0494 |
1.0207 |
0.0287 |
2.8% |
0.0091 |
0.9% |
28% |
False |
True |
46,141 |
| 40 |
1.0688 |
1.0207 |
0.0481 |
4.7% |
0.0090 |
0.9% |
17% |
False |
True |
44,840 |
| 60 |
1.0761 |
1.0207 |
0.0554 |
5.4% |
0.0087 |
0.8% |
15% |
False |
True |
43,714 |
| 80 |
1.1090 |
1.0207 |
0.0883 |
8.6% |
0.0079 |
0.8% |
9% |
False |
True |
33,935 |
| 100 |
1.1160 |
1.0207 |
0.0953 |
9.3% |
0.0068 |
0.7% |
8% |
False |
True |
27,155 |
| 120 |
1.1305 |
1.0207 |
0.1098 |
10.7% |
0.0060 |
0.6% |
7% |
False |
True |
22,632 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1037 |
|
2.618 |
1.0779 |
|
1.618 |
1.0621 |
|
1.000 |
1.0523 |
|
0.618 |
1.0463 |
|
HIGH |
1.0365 |
|
0.618 |
1.0305 |
|
0.500 |
1.0286 |
|
0.382 |
1.0267 |
|
LOW |
1.0207 |
|
0.618 |
1.0109 |
|
1.000 |
1.0049 |
|
1.618 |
0.9951 |
|
2.618 |
0.9793 |
|
4.250 |
0.9536 |
|
|
| Fisher Pivots for day following 04-Dec-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1.0287 |
1.0290 |
| PP |
1.0287 |
1.0289 |
| S1 |
1.0286 |
1.0289 |
|