CME Swiss Franc Future December 2014
| Trading Metrics calculated at close of trading on 05-Dec-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Dec-2014 |
05-Dec-2014 |
Change |
Change % |
Previous Week |
| Open |
1.0228 |
1.0295 |
0.0067 |
0.7% |
1.0340 |
| High |
1.0365 |
1.0306 |
-0.0059 |
-0.6% |
1.0406 |
| Low |
1.0207 |
1.0204 |
-0.0003 |
0.0% |
1.0204 |
| Close |
1.0288 |
1.0222 |
-0.0066 |
-0.6% |
1.0222 |
| Range |
0.0158 |
0.0102 |
-0.0056 |
-35.4% |
0.0202 |
| ATR |
0.0091 |
0.0092 |
0.0001 |
0.9% |
0.0000 |
| Volume |
102,369 |
62,158 |
-40,211 |
-39.3% |
292,143 |
|
| Daily Pivots for day following 05-Dec-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0550 |
1.0488 |
1.0278 |
|
| R3 |
1.0448 |
1.0386 |
1.0250 |
|
| R2 |
1.0346 |
1.0346 |
1.0241 |
|
| R1 |
1.0284 |
1.0284 |
1.0231 |
1.0264 |
| PP |
1.0244 |
1.0244 |
1.0244 |
1.0234 |
| S1 |
1.0182 |
1.0182 |
1.0213 |
1.0162 |
| S2 |
1.0142 |
1.0142 |
1.0203 |
|
| S3 |
1.0040 |
1.0080 |
1.0194 |
|
| S4 |
0.9938 |
0.9978 |
1.0166 |
|
|
| Weekly Pivots for week ending 05-Dec-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0883 |
1.0755 |
1.0333 |
|
| R3 |
1.0681 |
1.0553 |
1.0278 |
|
| R2 |
1.0479 |
1.0479 |
1.0259 |
|
| R1 |
1.0351 |
1.0351 |
1.0241 |
1.0314 |
| PP |
1.0277 |
1.0277 |
1.0277 |
1.0259 |
| S1 |
1.0149 |
1.0149 |
1.0203 |
1.0112 |
| S2 |
1.0075 |
1.0075 |
1.0185 |
|
| S3 |
0.9873 |
0.9947 |
1.0166 |
|
| S4 |
0.9671 |
0.9745 |
1.0111 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0406 |
1.0204 |
0.0202 |
2.0% |
0.0102 |
1.0% |
9% |
False |
True |
58,428 |
| 10 |
1.0458 |
1.0204 |
0.0254 |
2.5% |
0.0095 |
0.9% |
7% |
False |
True |
49,671 |
| 20 |
1.0494 |
1.0204 |
0.0290 |
2.8% |
0.0089 |
0.9% |
6% |
False |
True |
46,001 |
| 40 |
1.0688 |
1.0204 |
0.0484 |
4.7% |
0.0090 |
0.9% |
4% |
False |
True |
44,792 |
| 60 |
1.0761 |
1.0204 |
0.0557 |
5.4% |
0.0088 |
0.9% |
3% |
False |
True |
44,406 |
| 80 |
1.1090 |
1.0204 |
0.0886 |
8.7% |
0.0079 |
0.8% |
2% |
False |
True |
34,712 |
| 100 |
1.1157 |
1.0204 |
0.0953 |
9.3% |
0.0069 |
0.7% |
2% |
False |
True |
27,776 |
| 120 |
1.1305 |
1.0204 |
0.1101 |
10.8% |
0.0061 |
0.6% |
2% |
False |
True |
23,150 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0740 |
|
2.618 |
1.0573 |
|
1.618 |
1.0471 |
|
1.000 |
1.0408 |
|
0.618 |
1.0369 |
|
HIGH |
1.0306 |
|
0.618 |
1.0267 |
|
0.500 |
1.0255 |
|
0.382 |
1.0243 |
|
LOW |
1.0204 |
|
0.618 |
1.0141 |
|
1.000 |
1.0102 |
|
1.618 |
1.0039 |
|
2.618 |
0.9937 |
|
4.250 |
0.9771 |
|
|
| Fisher Pivots for day following 05-Dec-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1.0255 |
1.0285 |
| PP |
1.0244 |
1.0264 |
| S1 |
1.0233 |
1.0243 |
|