CME Swiss Franc Future December 2014
| Trading Metrics calculated at close of trading on 15-Dec-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Dec-2014 |
15-Dec-2014 |
Change |
Change % |
Previous Week |
| Open |
1.0325 |
1.0370 |
0.0045 |
0.4% |
1.0218 |
| High |
1.0394 |
1.0385 |
-0.0009 |
-0.1% |
1.0394 |
| Low |
1.0311 |
1.0340 |
0.0029 |
0.3% |
1.0186 |
| Close |
1.0367 |
1.0343 |
-0.0024 |
-0.2% |
1.0367 |
| Range |
0.0083 |
0.0045 |
-0.0038 |
-45.8% |
0.0208 |
| ATR |
0.0091 |
0.0088 |
-0.0003 |
-3.6% |
0.0000 |
| Volume |
12,386 |
12,386 |
0 |
0.0% |
265,316 |
|
| Daily Pivots for day following 15-Dec-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0491 |
1.0462 |
1.0368 |
|
| R3 |
1.0446 |
1.0417 |
1.0355 |
|
| R2 |
1.0401 |
1.0401 |
1.0351 |
|
| R1 |
1.0372 |
1.0372 |
1.0347 |
1.0364 |
| PP |
1.0356 |
1.0356 |
1.0356 |
1.0352 |
| S1 |
1.0327 |
1.0327 |
1.0339 |
1.0319 |
| S2 |
1.0311 |
1.0311 |
1.0335 |
|
| S3 |
1.0266 |
1.0282 |
1.0331 |
|
| S4 |
1.0221 |
1.0237 |
1.0318 |
|
|
| Weekly Pivots for week ending 12-Dec-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0940 |
1.0861 |
1.0481 |
|
| R3 |
1.0732 |
1.0653 |
1.0424 |
|
| R2 |
1.0524 |
1.0524 |
1.0405 |
|
| R1 |
1.0445 |
1.0445 |
1.0386 |
1.0485 |
| PP |
1.0316 |
1.0316 |
1.0316 |
1.0335 |
| S1 |
1.0237 |
1.0237 |
1.0348 |
1.0277 |
| S2 |
1.0108 |
1.0108 |
1.0329 |
|
| S3 |
0.9900 |
1.0029 |
1.0310 |
|
| S4 |
0.9692 |
0.9821 |
1.0253 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0394 |
1.0228 |
0.0166 |
1.6% |
0.0083 |
0.8% |
69% |
False |
False |
46,917 |
| 10 |
1.0394 |
1.0186 |
0.0208 |
2.0% |
0.0092 |
0.9% |
75% |
False |
False |
52,274 |
| 20 |
1.0494 |
1.0186 |
0.0308 |
3.0% |
0.0089 |
0.9% |
51% |
False |
False |
47,096 |
| 40 |
1.0645 |
1.0186 |
0.0459 |
4.4% |
0.0086 |
0.8% |
34% |
False |
False |
44,056 |
| 60 |
1.0699 |
1.0186 |
0.0513 |
5.0% |
0.0088 |
0.8% |
31% |
False |
False |
44,670 |
| 80 |
1.0989 |
1.0186 |
0.0803 |
7.8% |
0.0082 |
0.8% |
20% |
False |
False |
38,176 |
| 100 |
1.1097 |
1.0186 |
0.0911 |
8.8% |
0.0073 |
0.7% |
17% |
False |
False |
30,551 |
| 120 |
1.1305 |
1.0186 |
0.1119 |
10.8% |
0.0064 |
0.6% |
14% |
False |
False |
25,463 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0576 |
|
2.618 |
1.0503 |
|
1.618 |
1.0458 |
|
1.000 |
1.0430 |
|
0.618 |
1.0413 |
|
HIGH |
1.0385 |
|
0.618 |
1.0368 |
|
0.500 |
1.0363 |
|
0.382 |
1.0357 |
|
LOW |
1.0340 |
|
0.618 |
1.0312 |
|
1.000 |
1.0295 |
|
1.618 |
1.0267 |
|
2.618 |
1.0222 |
|
4.250 |
1.0149 |
|
|
| Fisher Pivots for day following 15-Dec-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1.0363 |
1.0346 |
| PP |
1.0356 |
1.0345 |
| S1 |
1.0350 |
1.0344 |
|