CME Swiss Franc Future December 2014
| Trading Metrics calculated at close of trading on 09-Dec-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Dec-2014 |
09-Dec-2014 |
Change |
Change % |
Previous Week |
| Open |
1.0218 |
1.0244 |
0.0026 |
0.3% |
1.0340 |
| High |
1.0269 |
1.0360 |
0.0091 |
0.9% |
1.0406 |
| Low |
1.0186 |
1.0228 |
0.0042 |
0.4% |
1.0204 |
| Close |
1.0252 |
1.0298 |
0.0046 |
0.4% |
1.0222 |
| Range |
0.0083 |
0.0132 |
0.0049 |
59.0% |
0.0202 |
| ATR |
0.0091 |
0.0094 |
0.0003 |
3.2% |
0.0000 |
| Volume |
43,113 |
76,839 |
33,726 |
78.2% |
292,143 |
|
| Daily Pivots for day following 09-Dec-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0691 |
1.0627 |
1.0371 |
|
| R3 |
1.0559 |
1.0495 |
1.0334 |
|
| R2 |
1.0427 |
1.0427 |
1.0322 |
|
| R1 |
1.0363 |
1.0363 |
1.0310 |
1.0395 |
| PP |
1.0295 |
1.0295 |
1.0295 |
1.0312 |
| S1 |
1.0231 |
1.0231 |
1.0286 |
1.0263 |
| S2 |
1.0163 |
1.0163 |
1.0274 |
|
| S3 |
1.0031 |
1.0099 |
1.0262 |
|
| S4 |
0.9899 |
0.9967 |
1.0225 |
|
|
| 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 |
1.0365 |
1.0186 |
0.0179 |
1.7% |
0.0109 |
1.1% |
63% |
False |
False |
65,715 |
| 10 |
1.0424 |
1.0186 |
0.0238 |
2.3% |
0.0095 |
0.9% |
47% |
False |
False |
52,374 |
| 20 |
1.0494 |
1.0186 |
0.0308 |
3.0% |
0.0091 |
0.9% |
36% |
False |
False |
47,334 |
| 40 |
1.0688 |
1.0186 |
0.0502 |
4.9% |
0.0091 |
0.9% |
22% |
False |
False |
46,278 |
| 60 |
1.0761 |
1.0186 |
0.0575 |
5.6% |
0.0089 |
0.9% |
19% |
False |
False |
44,982 |
| 80 |
1.1078 |
1.0186 |
0.0892 |
8.7% |
0.0081 |
0.8% |
13% |
False |
False |
36,211 |
| 100 |
1.1155 |
1.0186 |
0.0969 |
9.4% |
0.0071 |
0.7% |
12% |
False |
False |
28,975 |
| 120 |
1.1305 |
1.0186 |
0.1119 |
10.9% |
0.0062 |
0.6% |
10% |
False |
False |
24,149 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0921 |
|
2.618 |
1.0706 |
|
1.618 |
1.0574 |
|
1.000 |
1.0492 |
|
0.618 |
1.0442 |
|
HIGH |
1.0360 |
|
0.618 |
1.0310 |
|
0.500 |
1.0294 |
|
0.382 |
1.0278 |
|
LOW |
1.0228 |
|
0.618 |
1.0146 |
|
1.000 |
1.0096 |
|
1.618 |
1.0014 |
|
2.618 |
0.9882 |
|
4.250 |
0.9667 |
|
|
| Fisher Pivots for day following 09-Dec-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1.0297 |
1.0290 |
| PP |
1.0295 |
1.0281 |
| S1 |
1.0294 |
1.0273 |
|