CME Swiss Franc Future March 2015
| 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 |
1.0336 |
1.0394 |
0.0058 |
0.6% |
1.0222 |
| High |
1.0407 |
1.0399 |
-0.0008 |
-0.1% |
1.0407 |
| Low |
1.0320 |
1.0348 |
0.0028 |
0.3% |
1.0196 |
| Close |
1.0378 |
1.0365 |
-0.0013 |
-0.1% |
1.0378 |
| Range |
0.0087 |
0.0051 |
-0.0036 |
-41.4% |
0.0211 |
| ATR |
0.0084 |
0.0082 |
-0.0002 |
-2.8% |
0.0000 |
| Volume |
55,083 |
37,097 |
-17,986 |
-32.7% |
137,770 |
|
| Daily Pivots for day following 15-Dec-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0524 |
1.0495 |
1.0393 |
|
| R3 |
1.0473 |
1.0444 |
1.0379 |
|
| R2 |
1.0422 |
1.0422 |
1.0374 |
|
| R1 |
1.0393 |
1.0393 |
1.0370 |
1.0382 |
| PP |
1.0371 |
1.0371 |
1.0371 |
1.0365 |
| S1 |
1.0342 |
1.0342 |
1.0360 |
1.0331 |
| S2 |
1.0320 |
1.0320 |
1.0356 |
|
| S3 |
1.0269 |
1.0291 |
1.0351 |
|
| S4 |
1.0218 |
1.0240 |
1.0337 |
|
|
| Weekly Pivots for week ending 12-Dec-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0960 |
1.0880 |
1.0494 |
|
| R3 |
1.0749 |
1.0669 |
1.0436 |
|
| R2 |
1.0538 |
1.0538 |
1.0417 |
|
| R1 |
1.0458 |
1.0458 |
1.0397 |
1.0498 |
| PP |
1.0327 |
1.0327 |
1.0327 |
1.0347 |
| S1 |
1.0247 |
1.0247 |
1.0359 |
1.0287 |
| S2 |
1.0116 |
1.0116 |
1.0339 |
|
| S3 |
0.9905 |
1.0036 |
1.0320 |
|
| S4 |
0.9694 |
0.9825 |
1.0262 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0407 |
1.0237 |
0.0170 |
1.6% |
0.0085 |
0.8% |
75% |
False |
False |
33,345 |
| 10 |
1.0407 |
1.0196 |
0.0211 |
2.0% |
0.0092 |
0.9% |
80% |
False |
False |
18,982 |
| 20 |
1.0502 |
1.0196 |
0.0306 |
3.0% |
0.0084 |
0.8% |
55% |
False |
False |
9,756 |
| 40 |
1.0631 |
1.0196 |
0.0435 |
4.2% |
0.0072 |
0.7% |
39% |
False |
False |
4,911 |
| 60 |
1.0668 |
1.0196 |
0.0472 |
4.6% |
0.0061 |
0.6% |
36% |
False |
False |
3,280 |
| 80 |
1.0963 |
1.0196 |
0.0767 |
7.4% |
0.0052 |
0.5% |
22% |
False |
False |
2,463 |
| 100 |
1.1100 |
1.0196 |
0.0904 |
8.7% |
0.0042 |
0.4% |
19% |
False |
False |
1,971 |
| 120 |
1.1309 |
1.0196 |
0.1113 |
10.7% |
0.0035 |
0.3% |
15% |
False |
False |
1,644 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0616 |
|
2.618 |
1.0533 |
|
1.618 |
1.0482 |
|
1.000 |
1.0450 |
|
0.618 |
1.0431 |
|
HIGH |
1.0399 |
|
0.618 |
1.0380 |
|
0.500 |
1.0374 |
|
0.382 |
1.0367 |
|
LOW |
1.0348 |
|
0.618 |
1.0316 |
|
1.000 |
1.0297 |
|
1.618 |
1.0265 |
|
2.618 |
1.0214 |
|
4.250 |
1.0131 |
|
|
| Fisher Pivots for day following 15-Dec-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1.0374 |
1.0362 |
| PP |
1.0371 |
1.0360 |
| S1 |
1.0368 |
1.0357 |
|