CME Swiss Franc Future March 2015
| Trading Metrics calculated at close of trading on 06-Jan-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Jan-2015 |
06-Jan-2015 |
Change |
Change % |
Previous Week |
| Open |
0.9952 |
0.9942 |
-0.0010 |
-0.1% |
1.0140 |
| High |
0.9978 |
0.9970 |
-0.0008 |
-0.1% |
1.0175 |
| Low |
0.9904 |
0.9904 |
0.0000 |
0.0% |
0.9970 |
| Close |
0.9948 |
0.9930 |
-0.0018 |
-0.2% |
1.0001 |
| Range |
0.0074 |
0.0066 |
-0.0008 |
-10.8% |
0.0205 |
| ATR |
0.0080 |
0.0079 |
-0.0001 |
-1.2% |
0.0000 |
| Volume |
39,821 |
45,397 |
5,576 |
14.0% |
86,131 |
|
| Daily Pivots for day following 06-Jan-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0133 |
1.0097 |
0.9966 |
|
| R3 |
1.0067 |
1.0031 |
0.9948 |
|
| R2 |
1.0001 |
1.0001 |
0.9942 |
|
| R1 |
0.9965 |
0.9965 |
0.9936 |
0.9950 |
| PP |
0.9935 |
0.9935 |
0.9935 |
0.9927 |
| S1 |
0.9899 |
0.9899 |
0.9924 |
0.9884 |
| S2 |
0.9869 |
0.9869 |
0.9918 |
|
| S3 |
0.9803 |
0.9833 |
0.9912 |
|
| S4 |
0.9737 |
0.9767 |
0.9894 |
|
|
| 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 |
1.0147 |
0.9904 |
0.0243 |
2.4% |
0.0073 |
0.7% |
11% |
False |
True |
29,681 |
| 10 |
1.0214 |
0.9904 |
0.0310 |
3.1% |
0.0064 |
0.6% |
8% |
False |
True |
23,017 |
| 20 |
1.0478 |
0.9904 |
0.0574 |
5.8% |
0.0080 |
0.8% |
5% |
False |
True |
34,626 |
| 40 |
1.0502 |
0.9904 |
0.0598 |
6.0% |
0.0081 |
0.8% |
4% |
False |
True |
17,837 |
| 60 |
1.0642 |
0.9904 |
0.0738 |
7.4% |
0.0071 |
0.7% |
4% |
False |
True |
11,906 |
| 80 |
1.0765 |
0.9904 |
0.0861 |
8.7% |
0.0062 |
0.6% |
3% |
False |
True |
8,932 |
| 100 |
1.1100 |
0.9904 |
0.1196 |
12.0% |
0.0053 |
0.5% |
2% |
False |
True |
7,147 |
| 120 |
1.1167 |
0.9904 |
0.1263 |
12.7% |
0.0044 |
0.4% |
2% |
False |
True |
5,957 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0251 |
|
2.618 |
1.0143 |
|
1.618 |
1.0077 |
|
1.000 |
1.0036 |
|
0.618 |
1.0011 |
|
HIGH |
0.9970 |
|
0.618 |
0.9945 |
|
0.500 |
0.9937 |
|
0.382 |
0.9929 |
|
LOW |
0.9904 |
|
0.618 |
0.9863 |
|
1.000 |
0.9838 |
|
1.618 |
0.9797 |
|
2.618 |
0.9731 |
|
4.250 |
0.9624 |
|
|
| Fisher Pivots for day following 06-Jan-2015 |
| Pivot |
1 day |
3 day |
| R1 |
0.9937 |
0.9991 |
| PP |
0.9935 |
0.9970 |
| S1 |
0.9932 |
0.9950 |
|