CME Swiss Franc Future March 2015
| Trading Metrics calculated at close of trading on 05-Dec-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Dec-2014 |
05-Dec-2014 |
Change |
Change % |
Previous Week |
| Open |
1.0239 |
1.0306 |
0.0067 |
0.7% |
1.0353 |
| High |
1.0374 |
1.0313 |
-0.0061 |
-0.6% |
1.0415 |
| Low |
1.0216 |
1.0216 |
0.0000 |
0.0% |
1.0216 |
| Close |
1.0298 |
1.0232 |
-0.0066 |
-0.6% |
1.0232 |
| Range |
0.0158 |
0.0097 |
-0.0061 |
-38.6% |
0.0199 |
| ATR |
0.0080 |
0.0081 |
0.0001 |
1.5% |
0.0000 |
| Volume |
7,734 |
3,866 |
-3,868 |
-50.0% |
16,339 |
|
| Daily Pivots for day following 05-Dec-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0545 |
1.0485 |
1.0285 |
|
| R3 |
1.0448 |
1.0388 |
1.0259 |
|
| R2 |
1.0351 |
1.0351 |
1.0250 |
|
| R1 |
1.0291 |
1.0291 |
1.0241 |
1.0273 |
| PP |
1.0254 |
1.0254 |
1.0254 |
1.0244 |
| S1 |
1.0194 |
1.0194 |
1.0223 |
1.0176 |
| S2 |
1.0157 |
1.0157 |
1.0214 |
|
| S3 |
1.0060 |
1.0097 |
1.0205 |
|
| S4 |
0.9963 |
1.0000 |
1.0179 |
|
|
| Weekly Pivots for week ending 05-Dec-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0885 |
1.0757 |
1.0341 |
|
| R3 |
1.0686 |
1.0558 |
1.0287 |
|
| R2 |
1.0487 |
1.0487 |
1.0268 |
|
| R1 |
1.0359 |
1.0359 |
1.0250 |
1.0324 |
| PP |
1.0288 |
1.0288 |
1.0288 |
1.0270 |
| S1 |
1.0160 |
1.0160 |
1.0214 |
1.0125 |
| S2 |
1.0089 |
1.0089 |
1.0196 |
|
| S3 |
0.9890 |
0.9961 |
1.0177 |
|
| S4 |
0.9691 |
0.9762 |
1.0123 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0415 |
1.0216 |
0.0199 |
1.9% |
0.0099 |
1.0% |
8% |
False |
True |
3,267 |
| 10 |
1.0464 |
1.0216 |
0.0248 |
2.4% |
0.0090 |
0.9% |
6% |
False |
True |
1,958 |
| 20 |
1.0502 |
1.0216 |
0.0286 |
2.8% |
0.0081 |
0.8% |
6% |
False |
True |
1,049 |
| 40 |
1.0642 |
1.0216 |
0.0426 |
4.2% |
0.0066 |
0.6% |
4% |
False |
True |
546 |
| 60 |
1.0765 |
1.0216 |
0.0549 |
5.4% |
0.0057 |
0.6% |
3% |
False |
True |
367 |
| 80 |
1.1100 |
1.0216 |
0.0884 |
8.6% |
0.0046 |
0.4% |
2% |
False |
True |
278 |
| 100 |
1.1167 |
1.0216 |
0.0951 |
9.3% |
0.0037 |
0.4% |
2% |
False |
True |
223 |
| 120 |
1.1309 |
1.0216 |
0.1093 |
10.7% |
0.0031 |
0.3% |
1% |
False |
True |
187 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0725 |
|
2.618 |
1.0567 |
|
1.618 |
1.0470 |
|
1.000 |
1.0410 |
|
0.618 |
1.0373 |
|
HIGH |
1.0313 |
|
0.618 |
1.0276 |
|
0.500 |
1.0265 |
|
0.382 |
1.0253 |
|
LOW |
1.0216 |
|
0.618 |
1.0156 |
|
1.000 |
1.0119 |
|
1.618 |
1.0059 |
|
2.618 |
0.9962 |
|
4.250 |
0.9804 |
|
|
| Fisher Pivots for day following 05-Dec-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1.0265 |
1.0295 |
| PP |
1.0254 |
1.0274 |
| S1 |
1.0243 |
1.0253 |
|