CME Swiss Franc Future March 2015
| Trading Metrics calculated at close of trading on 05-Jan-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Jan-2015 |
05-Jan-2015 |
Change |
Change % |
Previous Week |
| Open |
1.0075 |
0.9952 |
-0.0123 |
-1.2% |
1.0140 |
| High |
1.0077 |
0.9978 |
-0.0099 |
-1.0% |
1.0175 |
| Low |
0.9970 |
0.9904 |
-0.0066 |
-0.7% |
0.9970 |
| Close |
1.0001 |
0.9948 |
-0.0053 |
-0.5% |
1.0001 |
| Range |
0.0107 |
0.0074 |
-0.0033 |
-30.8% |
0.0205 |
| ATR |
0.0079 |
0.0080 |
0.0001 |
1.7% |
0.0000 |
| Volume |
28,789 |
39,821 |
11,032 |
38.3% |
86,131 |
|
| Daily Pivots for day following 05-Jan-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0165 |
1.0131 |
0.9989 |
|
| R3 |
1.0091 |
1.0057 |
0.9968 |
|
| R2 |
1.0017 |
1.0017 |
0.9962 |
|
| R1 |
0.9983 |
0.9983 |
0.9955 |
0.9963 |
| PP |
0.9943 |
0.9943 |
0.9943 |
0.9934 |
| S1 |
0.9909 |
0.9909 |
0.9941 |
0.9889 |
| S2 |
0.9869 |
0.9869 |
0.9934 |
|
| S3 |
0.9795 |
0.9835 |
0.9928 |
|
| S4 |
0.9721 |
0.9761 |
0.9907 |
|
|
| Weekly Pivots for week ending 02-Jan-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0664 |
1.0537 |
1.0114 |
|
| R3 |
1.0459 |
1.0332 |
1.0057 |
|
| R2 |
1.0254 |
1.0254 |
1.0039 |
|
| R1 |
1.0127 |
1.0127 |
1.0020 |
1.0088 |
| PP |
1.0049 |
1.0049 |
1.0049 |
1.0029 |
| S1 |
0.9922 |
0.9922 |
0.9982 |
0.9883 |
| S2 |
0.9844 |
0.9844 |
0.9963 |
|
| S3 |
0.9639 |
0.9717 |
0.9945 |
|
| S4 |
0.9434 |
0.9512 |
0.9888 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0175 |
0.9904 |
0.0271 |
2.7% |
0.0073 |
0.7% |
16% |
False |
True |
25,190 |
| 10 |
1.0235 |
0.9904 |
0.0331 |
3.3% |
0.0063 |
0.6% |
13% |
False |
True |
22,544 |
| 20 |
1.0478 |
0.9904 |
0.0574 |
5.8% |
0.0082 |
0.8% |
8% |
False |
True |
32,549 |
| 40 |
1.0502 |
0.9904 |
0.0598 |
6.0% |
0.0083 |
0.8% |
7% |
False |
True |
16,709 |
| 60 |
1.0642 |
0.9904 |
0.0738 |
7.4% |
0.0071 |
0.7% |
6% |
False |
True |
11,149 |
| 80 |
1.0765 |
0.9904 |
0.0861 |
8.7% |
0.0062 |
0.6% |
5% |
False |
True |
8,365 |
| 100 |
1.1100 |
0.9904 |
0.1196 |
12.0% |
0.0052 |
0.5% |
4% |
False |
True |
6,693 |
| 120 |
1.1167 |
0.9904 |
0.1263 |
12.7% |
0.0044 |
0.4% |
3% |
False |
True |
5,578 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0293 |
|
2.618 |
1.0172 |
|
1.618 |
1.0098 |
|
1.000 |
1.0052 |
|
0.618 |
1.0024 |
|
HIGH |
0.9978 |
|
0.618 |
0.9950 |
|
0.500 |
0.9941 |
|
0.382 |
0.9932 |
|
LOW |
0.9904 |
|
0.618 |
0.9858 |
|
1.000 |
0.9830 |
|
1.618 |
0.9784 |
|
2.618 |
0.9710 |
|
4.250 |
0.9590 |
|
|
| Fisher Pivots for day following 05-Jan-2015 |
| Pivot |
1 day |
3 day |
| R1 |
0.9946 |
1.0020 |
| PP |
0.9943 |
0.9996 |
| S1 |
0.9941 |
0.9972 |
|