CME Swiss Franc Future March 2015
| Trading Metrics calculated at close of trading on 04-Dec-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Dec-2014 |
04-Dec-2014 |
Change |
Change % |
Previous Week |
| Open |
1.0300 |
1.0239 |
-0.0061 |
-0.6% |
1.0311 |
| High |
1.0302 |
1.0374 |
0.0072 |
0.7% |
1.0433 |
| Low |
1.0235 |
1.0216 |
-0.0019 |
-0.2% |
1.0296 |
| Close |
1.0239 |
1.0298 |
0.0059 |
0.6% |
1.0361 |
| Range |
0.0067 |
0.0158 |
0.0091 |
135.8% |
0.0137 |
| ATR |
0.0074 |
0.0080 |
0.0006 |
8.1% |
0.0000 |
| Volume |
1,670 |
7,734 |
6,064 |
363.1% |
3,129 |
|
| Daily Pivots for day following 04-Dec-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0770 |
1.0692 |
1.0385 |
|
| R3 |
1.0612 |
1.0534 |
1.0341 |
|
| R2 |
1.0454 |
1.0454 |
1.0327 |
|
| R1 |
1.0376 |
1.0376 |
1.0312 |
1.0415 |
| PP |
1.0296 |
1.0296 |
1.0296 |
1.0316 |
| S1 |
1.0218 |
1.0218 |
1.0284 |
1.0257 |
| S2 |
1.0138 |
1.0138 |
1.0269 |
|
| S3 |
0.9980 |
1.0060 |
1.0255 |
|
| S4 |
0.9822 |
0.9902 |
1.0211 |
|
|
| 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 |
1.0425 |
1.0216 |
0.0209 |
2.0% |
0.0093 |
0.9% |
39% |
False |
True |
2,973 |
| 10 |
1.0474 |
1.0216 |
0.0258 |
2.5% |
0.0084 |
0.8% |
32% |
False |
True |
1,617 |
| 20 |
1.0502 |
1.0216 |
0.0286 |
2.8% |
0.0083 |
0.8% |
29% |
False |
True |
869 |
| 40 |
1.0642 |
1.0216 |
0.0426 |
4.1% |
0.0065 |
0.6% |
19% |
False |
True |
449 |
| 60 |
1.0765 |
1.0216 |
0.0549 |
5.3% |
0.0055 |
0.5% |
15% |
False |
True |
303 |
| 80 |
1.1100 |
1.0216 |
0.0884 |
8.6% |
0.0045 |
0.4% |
9% |
False |
True |
229 |
| 100 |
1.1167 |
1.0216 |
0.0951 |
9.2% |
0.0036 |
0.3% |
9% |
False |
True |
184 |
| 120 |
1.1309 |
1.0216 |
0.1093 |
10.6% |
0.0030 |
0.3% |
8% |
False |
True |
155 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1046 |
|
2.618 |
1.0788 |
|
1.618 |
1.0630 |
|
1.000 |
1.0532 |
|
0.618 |
1.0472 |
|
HIGH |
1.0374 |
|
0.618 |
1.0314 |
|
0.500 |
1.0295 |
|
0.382 |
1.0276 |
|
LOW |
1.0216 |
|
0.618 |
1.0118 |
|
1.000 |
1.0058 |
|
1.618 |
0.9960 |
|
2.618 |
0.9802 |
|
4.250 |
0.9545 |
|
|
| Fisher Pivots for day following 04-Dec-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1.0297 |
1.0299 |
| PP |
1.0296 |
1.0298 |
| S1 |
1.0295 |
1.0298 |
|