CME Swiss Franc Future March 2015
| Trading Metrics calculated at close of trading on 16-Dec-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Dec-2014 |
16-Dec-2014 |
Change |
Change % |
Previous Week |
| Open |
1.0394 |
1.0371 |
-0.0023 |
-0.2% |
1.0222 |
| High |
1.0399 |
1.0478 |
0.0079 |
0.8% |
1.0407 |
| Low |
1.0348 |
1.0366 |
0.0018 |
0.2% |
1.0196 |
| Close |
1.0365 |
1.0409 |
0.0044 |
0.4% |
1.0378 |
| Range |
0.0051 |
0.0112 |
0.0061 |
119.6% |
0.0211 |
| ATR |
0.0082 |
0.0084 |
0.0002 |
2.7% |
0.0000 |
| Volume |
37,097 |
78,123 |
41,026 |
110.6% |
137,770 |
|
| Daily Pivots for day following 16-Dec-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0754 |
1.0693 |
1.0471 |
|
| R3 |
1.0642 |
1.0581 |
1.0440 |
|
| R2 |
1.0530 |
1.0530 |
1.0430 |
|
| R1 |
1.0469 |
1.0469 |
1.0419 |
1.0500 |
| PP |
1.0418 |
1.0418 |
1.0418 |
1.0433 |
| S1 |
1.0357 |
1.0357 |
1.0399 |
1.0388 |
| S2 |
1.0306 |
1.0306 |
1.0388 |
|
| S3 |
1.0194 |
1.0245 |
1.0378 |
|
| S4 |
1.0082 |
1.0133 |
1.0347 |
|
|
| 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 |
1.0478 |
1.0298 |
0.0180 |
1.7% |
0.0081 |
0.8% |
62% |
True |
False |
45,482 |
| 10 |
1.0478 |
1.0196 |
0.0282 |
2.7% |
0.0094 |
0.9% |
76% |
True |
False |
26,626 |
| 20 |
1.0502 |
1.0196 |
0.0306 |
2.9% |
0.0085 |
0.8% |
70% |
False |
False |
13,656 |
| 40 |
1.0600 |
1.0196 |
0.0404 |
3.9% |
0.0075 |
0.7% |
53% |
False |
False |
6,864 |
| 60 |
1.0668 |
1.0196 |
0.0472 |
4.5% |
0.0063 |
0.6% |
45% |
False |
False |
4,582 |
| 80 |
1.0961 |
1.0196 |
0.0765 |
7.3% |
0.0053 |
0.5% |
28% |
False |
False |
3,440 |
| 100 |
1.1100 |
1.0196 |
0.0904 |
8.7% |
0.0043 |
0.4% |
24% |
False |
False |
2,752 |
| 120 |
1.1309 |
1.0196 |
0.1113 |
10.7% |
0.0036 |
0.3% |
19% |
False |
False |
2,295 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0954 |
|
2.618 |
1.0771 |
|
1.618 |
1.0659 |
|
1.000 |
1.0590 |
|
0.618 |
1.0547 |
|
HIGH |
1.0478 |
|
0.618 |
1.0435 |
|
0.500 |
1.0422 |
|
0.382 |
1.0409 |
|
LOW |
1.0366 |
|
0.618 |
1.0297 |
|
1.000 |
1.0254 |
|
1.618 |
1.0185 |
|
2.618 |
1.0073 |
|
4.250 |
0.9890 |
|
|
| Fisher Pivots for day following 16-Dec-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1.0422 |
1.0406 |
| PP |
1.0418 |
1.0402 |
| S1 |
1.0413 |
1.0399 |
|