CME Swiss Franc Future December 2014
| Trading Metrics calculated at close of trading on 11-Dec-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Dec-2014 |
11-Dec-2014 |
Change |
Change % |
Previous Week |
| Open |
1.0296 |
1.0345 |
0.0049 |
0.5% |
1.0340 |
| High |
1.0349 |
1.0388 |
0.0039 |
0.4% |
1.0406 |
| Low |
1.0286 |
1.0298 |
0.0012 |
0.1% |
1.0204 |
| Close |
1.0339 |
1.0310 |
-0.0029 |
-0.3% |
1.0222 |
| Range |
0.0063 |
0.0090 |
0.0027 |
42.9% |
0.0202 |
| ATR |
0.0092 |
0.0092 |
0.0000 |
-0.1% |
0.0000 |
| Volume |
52,684 |
80,294 |
27,610 |
52.4% |
292,143 |
|
| Daily Pivots for day following 11-Dec-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0602 |
1.0546 |
1.0360 |
|
| R3 |
1.0512 |
1.0456 |
1.0335 |
|
| R2 |
1.0422 |
1.0422 |
1.0327 |
|
| R1 |
1.0366 |
1.0366 |
1.0318 |
1.0349 |
| PP |
1.0332 |
1.0332 |
1.0332 |
1.0324 |
| S1 |
1.0276 |
1.0276 |
1.0302 |
1.0259 |
| S2 |
1.0242 |
1.0242 |
1.0294 |
|
| S3 |
1.0152 |
1.0186 |
1.0285 |
|
| S4 |
1.0062 |
1.0096 |
1.0261 |
|
|
| 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 |
1.0388 |
1.0186 |
0.0202 |
2.0% |
0.0094 |
0.9% |
61% |
True |
False |
63,017 |
| 10 |
1.0419 |
1.0186 |
0.0233 |
2.3% |
0.0095 |
0.9% |
53% |
False |
False |
58,687 |
| 20 |
1.0494 |
1.0186 |
0.0308 |
3.0% |
0.0092 |
0.9% |
40% |
False |
False |
50,431 |
| 40 |
1.0645 |
1.0186 |
0.0459 |
4.5% |
0.0087 |
0.8% |
27% |
False |
False |
46,050 |
| 60 |
1.0723 |
1.0186 |
0.0537 |
5.2% |
0.0089 |
0.9% |
23% |
False |
False |
45,646 |
| 80 |
1.1004 |
1.0186 |
0.0818 |
7.9% |
0.0082 |
0.8% |
15% |
False |
False |
37,872 |
| 100 |
1.1106 |
1.0186 |
0.0920 |
8.9% |
0.0072 |
0.7% |
13% |
False |
False |
30,304 |
| 120 |
1.1305 |
1.0186 |
0.1119 |
10.9% |
0.0063 |
0.6% |
11% |
False |
False |
25,257 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0771 |
|
2.618 |
1.0624 |
|
1.618 |
1.0534 |
|
1.000 |
1.0478 |
|
0.618 |
1.0444 |
|
HIGH |
1.0388 |
|
0.618 |
1.0354 |
|
0.500 |
1.0343 |
|
0.382 |
1.0332 |
|
LOW |
1.0298 |
|
0.618 |
1.0242 |
|
1.000 |
1.0208 |
|
1.618 |
1.0152 |
|
2.618 |
1.0062 |
|
4.250 |
0.9916 |
|
|
| Fisher Pivots for day following 11-Dec-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1.0343 |
1.0309 |
| PP |
1.0332 |
1.0309 |
| S1 |
1.0321 |
1.0308 |
|