CME Swiss Franc Future March 2015
| Trading Metrics calculated at close of trading on 01-Dec-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Nov-2014 |
01-Dec-2014 |
Change |
Change % |
Previous Week |
| Open |
1.0425 |
1.0353 |
-0.0072 |
-0.7% |
1.0311 |
| High |
1.0425 |
1.0415 |
-0.0010 |
-0.1% |
1.0433 |
| Low |
1.0356 |
1.0334 |
-0.0022 |
-0.2% |
1.0296 |
| Close |
1.0361 |
1.0385 |
0.0024 |
0.2% |
1.0361 |
| Range |
0.0069 |
0.0081 |
0.0012 |
17.4% |
0.0137 |
| ATR |
0.0072 |
0.0073 |
0.0001 |
0.9% |
0.0000 |
| Volume |
2,392 |
1,384 |
-1,008 |
-42.1% |
3,129 |
|
| Daily Pivots for day following 01-Dec-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0621 |
1.0584 |
1.0430 |
|
| R3 |
1.0540 |
1.0503 |
1.0407 |
|
| R2 |
1.0459 |
1.0459 |
1.0400 |
|
| R1 |
1.0422 |
1.0422 |
1.0392 |
1.0441 |
| PP |
1.0378 |
1.0378 |
1.0378 |
1.0387 |
| S1 |
1.0341 |
1.0341 |
1.0378 |
1.0360 |
| S2 |
1.0297 |
1.0297 |
1.0370 |
|
| S3 |
1.0216 |
1.0260 |
1.0363 |
|
| S4 |
1.0135 |
1.0179 |
1.0340 |
|
|
| Weekly Pivots for week ending 28-Nov-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0774 |
1.0705 |
1.0436 |
|
| R3 |
1.0637 |
1.0568 |
1.0399 |
|
| R2 |
1.0500 |
1.0500 |
1.0386 |
|
| R1 |
1.0431 |
1.0431 |
1.0374 |
1.0466 |
| PP |
1.0363 |
1.0363 |
1.0363 |
1.0381 |
| S1 |
1.0294 |
1.0294 |
1.0348 |
1.0329 |
| S2 |
1.0226 |
1.0226 |
1.0336 |
|
| S3 |
1.0089 |
1.0157 |
1.0323 |
|
| S4 |
0.9952 |
1.0020 |
1.0286 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0433 |
1.0296 |
0.0137 |
1.3% |
0.0069 |
0.7% |
65% |
False |
False |
902 |
| 10 |
1.0502 |
1.0296 |
0.0206 |
2.0% |
0.0077 |
0.7% |
43% |
False |
False |
531 |
| 20 |
1.0502 |
1.0287 |
0.0215 |
2.1% |
0.0075 |
0.7% |
46% |
False |
False |
322 |
| 40 |
1.0642 |
1.0287 |
0.0355 |
3.4% |
0.0060 |
0.6% |
28% |
False |
False |
173 |
| 60 |
1.0765 |
1.0287 |
0.0478 |
4.6% |
0.0051 |
0.5% |
21% |
False |
False |
121 |
| 80 |
1.1100 |
1.0287 |
0.0813 |
7.8% |
0.0041 |
0.4% |
12% |
False |
False |
91 |
| 100 |
1.1239 |
1.0287 |
0.0952 |
9.2% |
0.0033 |
0.3% |
10% |
False |
False |
74 |
| 120 |
1.1309 |
1.0287 |
0.1022 |
9.8% |
0.0028 |
0.3% |
10% |
False |
False |
62 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0759 |
|
2.618 |
1.0627 |
|
1.618 |
1.0546 |
|
1.000 |
1.0496 |
|
0.618 |
1.0465 |
|
HIGH |
1.0415 |
|
0.618 |
1.0384 |
|
0.500 |
1.0375 |
|
0.382 |
1.0365 |
|
LOW |
1.0334 |
|
0.618 |
1.0284 |
|
1.000 |
1.0253 |
|
1.618 |
1.0203 |
|
2.618 |
1.0122 |
|
4.250 |
0.9990 |
|
|
| Fisher Pivots for day following 01-Dec-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1.0382 |
1.0385 |
| PP |
1.0378 |
1.0384 |
| S1 |
1.0375 |
1.0384 |
|