CME Swiss Franc Future March 2015
| Trading Metrics calculated at close of trading on 17-Dec-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Dec-2014 |
17-Dec-2014 |
Change |
Change % |
Previous Week |
| Open |
1.0371 |
1.0432 |
0.0061 |
0.6% |
1.0222 |
| High |
1.0478 |
1.0434 |
-0.0044 |
-0.4% |
1.0407 |
| Low |
1.0366 |
1.0274 |
-0.0092 |
-0.9% |
1.0196 |
| Close |
1.0409 |
1.0281 |
-0.0128 |
-1.2% |
1.0378 |
| Range |
0.0112 |
0.0160 |
0.0048 |
42.9% |
0.0211 |
| ATR |
0.0084 |
0.0089 |
0.0005 |
6.5% |
0.0000 |
| Volume |
78,123 |
70,839 |
-7,284 |
-9.3% |
137,770 |
|
| Daily Pivots for day following 17-Dec-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0810 |
1.0705 |
1.0369 |
|
| R3 |
1.0650 |
1.0545 |
1.0325 |
|
| R2 |
1.0490 |
1.0490 |
1.0310 |
|
| R1 |
1.0385 |
1.0385 |
1.0296 |
1.0358 |
| PP |
1.0330 |
1.0330 |
1.0330 |
1.0316 |
| S1 |
1.0225 |
1.0225 |
1.0266 |
1.0198 |
| S2 |
1.0170 |
1.0170 |
1.0252 |
|
| S3 |
1.0010 |
1.0065 |
1.0237 |
|
| S4 |
0.9850 |
0.9905 |
1.0193 |
|
|
| 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 |
1.0274 |
0.0204 |
2.0% |
0.0100 |
1.0% |
3% |
False |
True |
56,074 |
| 10 |
1.0478 |
1.0196 |
0.0282 |
2.7% |
0.0103 |
1.0% |
30% |
False |
False |
33,542 |
| 20 |
1.0502 |
1.0196 |
0.0306 |
3.0% |
0.0089 |
0.9% |
28% |
False |
False |
17,195 |
| 40 |
1.0592 |
1.0196 |
0.0396 |
3.9% |
0.0078 |
0.8% |
21% |
False |
False |
8,634 |
| 60 |
1.0642 |
1.0196 |
0.0446 |
4.3% |
0.0065 |
0.6% |
19% |
False |
False |
5,763 |
| 80 |
1.0961 |
1.0196 |
0.0765 |
7.4% |
0.0055 |
0.5% |
11% |
False |
False |
4,325 |
| 100 |
1.1100 |
1.0196 |
0.0904 |
8.8% |
0.0045 |
0.4% |
9% |
False |
False |
3,460 |
| 120 |
1.1309 |
1.0196 |
0.1113 |
10.8% |
0.0038 |
0.4% |
8% |
False |
False |
2,886 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1114 |
|
2.618 |
1.0853 |
|
1.618 |
1.0693 |
|
1.000 |
1.0594 |
|
0.618 |
1.0533 |
|
HIGH |
1.0434 |
|
0.618 |
1.0373 |
|
0.500 |
1.0354 |
|
0.382 |
1.0335 |
|
LOW |
1.0274 |
|
0.618 |
1.0175 |
|
1.000 |
1.0114 |
|
1.618 |
1.0015 |
|
2.618 |
0.9855 |
|
4.250 |
0.9594 |
|
|
| Fisher Pivots for day following 17-Dec-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1.0354 |
1.0376 |
| PP |
1.0330 |
1.0344 |
| S1 |
1.0305 |
1.0313 |
|