CME Swiss Franc Future March 2015
| Trading Metrics calculated at close of trading on 10-Dec-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Dec-2014 |
10-Dec-2014 |
Change |
Change % |
Previous Week |
| Open |
1.0253 |
1.0312 |
0.0059 |
0.6% |
1.0353 |
| High |
1.0371 |
1.0361 |
-0.0010 |
-0.1% |
1.0415 |
| Low |
1.0237 |
1.0298 |
0.0061 |
0.6% |
1.0216 |
| Close |
1.0310 |
1.0350 |
0.0040 |
0.4% |
1.0232 |
| Range |
0.0134 |
0.0063 |
-0.0071 |
-53.0% |
0.0199 |
| ATR |
0.0085 |
0.0083 |
-0.0002 |
-1.8% |
0.0000 |
| Volume |
17,441 |
17,878 |
437 |
2.5% |
16,339 |
|
| Daily Pivots for day following 10-Dec-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0525 |
1.0501 |
1.0385 |
|
| R3 |
1.0462 |
1.0438 |
1.0367 |
|
| R2 |
1.0399 |
1.0399 |
1.0362 |
|
| R1 |
1.0375 |
1.0375 |
1.0356 |
1.0387 |
| PP |
1.0336 |
1.0336 |
1.0336 |
1.0343 |
| S1 |
1.0312 |
1.0312 |
1.0344 |
1.0324 |
| S2 |
1.0273 |
1.0273 |
1.0338 |
|
| S3 |
1.0210 |
1.0249 |
1.0333 |
|
| S4 |
1.0147 |
1.0186 |
1.0315 |
|
|
| 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 |
1.0374 |
1.0196 |
0.0178 |
1.7% |
0.0106 |
1.0% |
87% |
False |
False |
11,011 |
| 10 |
1.0433 |
1.0196 |
0.0237 |
2.3% |
0.0091 |
0.9% |
65% |
False |
False |
6,240 |
| 20 |
1.0502 |
1.0196 |
0.0306 |
3.0% |
0.0084 |
0.8% |
50% |
False |
False |
3,198 |
| 40 |
1.0642 |
1.0196 |
0.0446 |
4.3% |
0.0073 |
0.7% |
35% |
False |
False |
1,632 |
| 60 |
1.0726 |
1.0196 |
0.0530 |
5.1% |
0.0059 |
0.6% |
29% |
False |
False |
1,091 |
| 80 |
1.1021 |
1.0196 |
0.0825 |
8.0% |
0.0049 |
0.5% |
19% |
False |
False |
821 |
| 100 |
1.1107 |
1.0196 |
0.0911 |
8.8% |
0.0040 |
0.4% |
17% |
False |
False |
657 |
| 120 |
1.1309 |
1.0196 |
0.1113 |
10.8% |
0.0033 |
0.3% |
14% |
False |
False |
549 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0629 |
|
2.618 |
1.0526 |
|
1.618 |
1.0463 |
|
1.000 |
1.0424 |
|
0.618 |
1.0400 |
|
HIGH |
1.0361 |
|
0.618 |
1.0337 |
|
0.500 |
1.0330 |
|
0.382 |
1.0322 |
|
LOW |
1.0298 |
|
0.618 |
1.0259 |
|
1.000 |
1.0235 |
|
1.618 |
1.0196 |
|
2.618 |
1.0133 |
|
4.250 |
1.0030 |
|
|
| Fisher Pivots for day following 10-Dec-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1.0343 |
1.0328 |
| PP |
1.0336 |
1.0306 |
| S1 |
1.0330 |
1.0284 |
|