CME Swiss Franc Future March 2015
| Trading Metrics calculated at close of trading on 30-Dec-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Dec-2014 |
30-Dec-2014 |
Change |
Change % |
Previous Week |
| Open |
1.0140 |
1.0118 |
-0.0022 |
-0.2% |
1.0175 |
| High |
1.0175 |
1.0147 |
-0.0028 |
-0.3% |
1.0214 |
| Low |
1.0109 |
1.0095 |
-0.0014 |
-0.1% |
1.0131 |
| Close |
1.0122 |
1.0121 |
-0.0001 |
0.0% |
1.0141 |
| Range |
0.0066 |
0.0052 |
-0.0014 |
-21.2% |
0.0083 |
| ATR |
0.0079 |
0.0077 |
-0.0002 |
-2.5% |
0.0000 |
| Volume |
22,942 |
18,921 |
-4,021 |
-17.5% |
58,825 |
|
| Daily Pivots for day following 30-Dec-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0277 |
1.0251 |
1.0150 |
|
| R3 |
1.0225 |
1.0199 |
1.0135 |
|
| R2 |
1.0173 |
1.0173 |
1.0131 |
|
| R1 |
1.0147 |
1.0147 |
1.0126 |
1.0160 |
| PP |
1.0121 |
1.0121 |
1.0121 |
1.0128 |
| S1 |
1.0095 |
1.0095 |
1.0116 |
1.0108 |
| S2 |
1.0069 |
1.0069 |
1.0111 |
|
| S3 |
1.0017 |
1.0043 |
1.0107 |
|
| S4 |
0.9965 |
0.9991 |
1.0092 |
|
|
| Weekly Pivots for week ending 26-Dec-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0411 |
1.0359 |
1.0187 |
|
| R3 |
1.0328 |
1.0276 |
1.0164 |
|
| R2 |
1.0245 |
1.0245 |
1.0156 |
|
| R1 |
1.0193 |
1.0193 |
1.0149 |
1.0178 |
| PP |
1.0162 |
1.0162 |
1.0162 |
1.0154 |
| S1 |
1.0110 |
1.0110 |
1.0133 |
1.0095 |
| S2 |
1.0079 |
1.0079 |
1.0126 |
|
| S3 |
0.9996 |
1.0027 |
1.0118 |
|
| S4 |
0.9913 |
0.9944 |
1.0095 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0193 |
1.0095 |
0.0098 |
1.0% |
0.0055 |
0.5% |
27% |
False |
True |
15,674 |
| 10 |
1.0478 |
1.0095 |
0.0383 |
3.8% |
0.0079 |
0.8% |
7% |
False |
True |
38,817 |
| 20 |
1.0478 |
1.0095 |
0.0383 |
3.8% |
0.0085 |
0.8% |
7% |
False |
True |
28,899 |
| 40 |
1.0502 |
1.0095 |
0.0407 |
4.0% |
0.0080 |
0.8% |
6% |
False |
True |
14,611 |
| 60 |
1.0642 |
1.0095 |
0.0547 |
5.4% |
0.0069 |
0.7% |
5% |
False |
True |
9,748 |
| 80 |
1.0765 |
1.0095 |
0.0670 |
6.6% |
0.0060 |
0.6% |
4% |
False |
True |
7,315 |
| 100 |
1.1100 |
1.0095 |
0.1005 |
9.9% |
0.0050 |
0.5% |
3% |
False |
True |
5,852 |
| 120 |
1.1239 |
1.0095 |
0.1144 |
11.3% |
0.0042 |
0.4% |
2% |
False |
True |
4,878 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0368 |
|
2.618 |
1.0283 |
|
1.618 |
1.0231 |
|
1.000 |
1.0199 |
|
0.618 |
1.0179 |
|
HIGH |
1.0147 |
|
0.618 |
1.0127 |
|
0.500 |
1.0121 |
|
0.382 |
1.0115 |
|
LOW |
1.0095 |
|
0.618 |
1.0063 |
|
1.000 |
1.0043 |
|
1.618 |
1.0011 |
|
2.618 |
0.9959 |
|
4.250 |
0.9874 |
|
|
| Fisher Pivots for day following 30-Dec-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1.0121 |
1.0142 |
| PP |
1.0121 |
1.0135 |
| S1 |
1.0121 |
1.0128 |
|