CME Swiss Franc Future March 2015
| Trading Metrics calculated at close of trading on 07-Jan-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Jan-2015 |
07-Jan-2015 |
Change |
Change % |
Previous Week |
| Open |
0.9942 |
0.9901 |
-0.0041 |
-0.4% |
1.0140 |
| High |
0.9970 |
0.9918 |
-0.0052 |
-0.5% |
1.0175 |
| Low |
0.9904 |
0.9839 |
-0.0065 |
-0.7% |
0.9970 |
| Close |
0.9930 |
0.9879 |
-0.0051 |
-0.5% |
1.0001 |
| Range |
0.0066 |
0.0079 |
0.0013 |
19.7% |
0.0205 |
| ATR |
0.0079 |
0.0080 |
0.0001 |
1.1% |
0.0000 |
| Volume |
45,397 |
44,032 |
-1,365 |
-3.0% |
86,131 |
|
| Daily Pivots for day following 07-Jan-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0116 |
1.0076 |
0.9922 |
|
| R3 |
1.0037 |
0.9997 |
0.9901 |
|
| R2 |
0.9958 |
0.9958 |
0.9893 |
|
| R1 |
0.9918 |
0.9918 |
0.9886 |
0.9899 |
| PP |
0.9879 |
0.9879 |
0.9879 |
0.9869 |
| S1 |
0.9839 |
0.9839 |
0.9872 |
0.9820 |
| S2 |
0.9800 |
0.9800 |
0.9865 |
|
| S3 |
0.9721 |
0.9760 |
0.9857 |
|
| S4 |
0.9642 |
0.9681 |
0.9836 |
|
|
| 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 |
1.0135 |
0.9839 |
0.0296 |
3.0% |
0.0078 |
0.8% |
14% |
False |
True |
34,703 |
| 10 |
1.0193 |
0.9839 |
0.0354 |
3.6% |
0.0067 |
0.7% |
11% |
False |
True |
25,188 |
| 20 |
1.0478 |
0.9839 |
0.0639 |
6.5% |
0.0080 |
0.8% |
6% |
False |
True |
36,420 |
| 40 |
1.0502 |
0.9839 |
0.0663 |
6.7% |
0.0081 |
0.8% |
6% |
False |
True |
18,937 |
| 60 |
1.0642 |
0.9839 |
0.0803 |
8.1% |
0.0072 |
0.7% |
5% |
False |
True |
12,640 |
| 80 |
1.0765 |
0.9839 |
0.0926 |
9.4% |
0.0063 |
0.6% |
4% |
False |
True |
9,482 |
| 100 |
1.1100 |
0.9839 |
0.1261 |
12.8% |
0.0053 |
0.5% |
3% |
False |
True |
7,588 |
| 120 |
1.1163 |
0.9839 |
0.1324 |
13.4% |
0.0045 |
0.5% |
3% |
False |
True |
6,323 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0254 |
|
2.618 |
1.0125 |
|
1.618 |
1.0046 |
|
1.000 |
0.9997 |
|
0.618 |
0.9967 |
|
HIGH |
0.9918 |
|
0.618 |
0.9888 |
|
0.500 |
0.9879 |
|
0.382 |
0.9869 |
|
LOW |
0.9839 |
|
0.618 |
0.9790 |
|
1.000 |
0.9760 |
|
1.618 |
0.9711 |
|
2.618 |
0.9632 |
|
4.250 |
0.9503 |
|
|
| Fisher Pivots for day following 07-Jan-2015 |
| Pivot |
1 day |
3 day |
| R1 |
0.9879 |
0.9909 |
| PP |
0.9879 |
0.9899 |
| S1 |
0.9879 |
0.9889 |
|