CME Swiss Franc Future December 2014
| Trading Metrics calculated at close of trading on 08-Dec-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Dec-2014 |
08-Dec-2014 |
Change |
Change % |
Previous Week |
| Open |
1.0295 |
1.0218 |
-0.0077 |
-0.7% |
1.0340 |
| High |
1.0306 |
1.0269 |
-0.0037 |
-0.4% |
1.0406 |
| Low |
1.0204 |
1.0186 |
-0.0018 |
-0.2% |
1.0204 |
| Close |
1.0222 |
1.0252 |
0.0030 |
0.3% |
1.0222 |
| Range |
0.0102 |
0.0083 |
-0.0019 |
-18.6% |
0.0202 |
| ATR |
0.0092 |
0.0091 |
-0.0001 |
-0.7% |
0.0000 |
| Volume |
62,158 |
43,113 |
-19,045 |
-30.6% |
292,143 |
|
| Daily Pivots for day following 08-Dec-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0485 |
1.0451 |
1.0298 |
|
| R3 |
1.0402 |
1.0368 |
1.0275 |
|
| R2 |
1.0319 |
1.0319 |
1.0267 |
|
| R1 |
1.0285 |
1.0285 |
1.0260 |
1.0302 |
| PP |
1.0236 |
1.0236 |
1.0236 |
1.0244 |
| S1 |
1.0202 |
1.0202 |
1.0244 |
1.0219 |
| S2 |
1.0153 |
1.0153 |
1.0237 |
|
| S3 |
1.0070 |
1.0119 |
1.0229 |
|
| S4 |
0.9987 |
1.0036 |
1.0206 |
|
|
| 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 |
1.0372 |
1.0186 |
0.0186 |
1.8% |
0.0102 |
1.0% |
35% |
False |
True |
57,630 |
| 10 |
1.0424 |
1.0186 |
0.0238 |
2.3% |
0.0088 |
0.9% |
28% |
False |
True |
48,095 |
| 20 |
1.0494 |
1.0186 |
0.0308 |
3.0% |
0.0088 |
0.9% |
21% |
False |
True |
45,192 |
| 40 |
1.0688 |
1.0186 |
0.0502 |
4.9% |
0.0091 |
0.9% |
13% |
False |
True |
45,027 |
| 60 |
1.0761 |
1.0186 |
0.0575 |
5.6% |
0.0088 |
0.9% |
11% |
False |
True |
44,230 |
| 80 |
1.1090 |
1.0186 |
0.0904 |
8.8% |
0.0080 |
0.8% |
7% |
False |
True |
35,251 |
| 100 |
1.1155 |
1.0186 |
0.0969 |
9.5% |
0.0070 |
0.7% |
7% |
False |
True |
28,206 |
| 120 |
1.1305 |
1.0186 |
0.1119 |
10.9% |
0.0061 |
0.6% |
6% |
False |
True |
23,509 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0622 |
|
2.618 |
1.0486 |
|
1.618 |
1.0403 |
|
1.000 |
1.0352 |
|
0.618 |
1.0320 |
|
HIGH |
1.0269 |
|
0.618 |
1.0237 |
|
0.500 |
1.0228 |
|
0.382 |
1.0218 |
|
LOW |
1.0186 |
|
0.618 |
1.0135 |
|
1.000 |
1.0103 |
|
1.618 |
1.0052 |
|
2.618 |
0.9969 |
|
4.250 |
0.9833 |
|
|
| Fisher Pivots for day following 08-Dec-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1.0244 |
1.0276 |
| PP |
1.0236 |
1.0268 |
| S1 |
1.0228 |
1.0260 |
|