CME Swiss Franc Future March 2015
| Trading Metrics calculated at close of trading on 09-Jan-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Jan-2015 |
09-Jan-2015 |
Change |
Change % |
Previous Week |
| Open |
0.9865 |
0.9827 |
-0.0038 |
-0.4% |
0.9952 |
| High |
0.9876 |
0.9875 |
-0.0001 |
0.0% |
0.9978 |
| Low |
0.9799 |
0.9805 |
0.0006 |
0.1% |
0.9799 |
| Close |
0.9821 |
0.9871 |
0.0050 |
0.5% |
0.9871 |
| Range |
0.0077 |
0.0070 |
-0.0007 |
-9.1% |
0.0179 |
| ATR |
0.0080 |
0.0079 |
-0.0001 |
-0.9% |
0.0000 |
| Volume |
35,684 |
46,244 |
10,560 |
29.6% |
211,178 |
|
| Daily Pivots for day following 09-Jan-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0060 |
1.0036 |
0.9910 |
|
| R3 |
0.9990 |
0.9966 |
0.9890 |
|
| R2 |
0.9920 |
0.9920 |
0.9884 |
|
| R1 |
0.9896 |
0.9896 |
0.9877 |
0.9908 |
| PP |
0.9850 |
0.9850 |
0.9850 |
0.9857 |
| S1 |
0.9826 |
0.9826 |
0.9865 |
0.9838 |
| S2 |
0.9780 |
0.9780 |
0.9858 |
|
| S3 |
0.9710 |
0.9756 |
0.9852 |
|
| S4 |
0.9640 |
0.9686 |
0.9833 |
|
|
| Weekly Pivots for week ending 09-Jan-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0420 |
1.0324 |
0.9969 |
|
| R3 |
1.0241 |
1.0145 |
0.9920 |
|
| R2 |
1.0062 |
1.0062 |
0.9904 |
|
| R1 |
0.9966 |
0.9966 |
0.9887 |
0.9925 |
| PP |
0.9883 |
0.9883 |
0.9883 |
0.9862 |
| S1 |
0.9787 |
0.9787 |
0.9855 |
0.9746 |
| S2 |
0.9704 |
0.9704 |
0.9838 |
|
| S3 |
0.9525 |
0.9608 |
0.9822 |
|
| S4 |
0.9346 |
0.9429 |
0.9773 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.9978 |
0.9799 |
0.0179 |
1.8% |
0.0073 |
0.7% |
40% |
False |
False |
42,235 |
| 10 |
1.0188 |
0.9799 |
0.0389 |
3.9% |
0.0071 |
0.7% |
19% |
False |
False |
30,366 |
| 20 |
1.0478 |
0.9799 |
0.0679 |
6.9% |
0.0078 |
0.8% |
11% |
False |
False |
38,751 |
| 40 |
1.0502 |
0.9799 |
0.0703 |
7.1% |
0.0081 |
0.8% |
10% |
False |
False |
20,974 |
| 60 |
1.0642 |
0.9799 |
0.0843 |
8.5% |
0.0075 |
0.8% |
9% |
False |
False |
14,005 |
| 80 |
1.0726 |
0.9799 |
0.0927 |
9.4% |
0.0064 |
0.6% |
8% |
False |
False |
10,506 |
| 100 |
1.1021 |
0.9799 |
0.1222 |
12.4% |
0.0055 |
0.6% |
6% |
False |
False |
8,407 |
| 120 |
1.1107 |
0.9799 |
0.1308 |
13.3% |
0.0046 |
0.5% |
6% |
False |
False |
7,006 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0173 |
|
2.618 |
1.0058 |
|
1.618 |
0.9988 |
|
1.000 |
0.9945 |
|
0.618 |
0.9918 |
|
HIGH |
0.9875 |
|
0.618 |
0.9848 |
|
0.500 |
0.9840 |
|
0.382 |
0.9832 |
|
LOW |
0.9805 |
|
0.618 |
0.9762 |
|
1.000 |
0.9735 |
|
1.618 |
0.9692 |
|
2.618 |
0.9622 |
|
4.250 |
0.9508 |
|
|
| Fisher Pivots for day following 09-Jan-2015 |
| Pivot |
1 day |
3 day |
| R1 |
0.9861 |
0.9867 |
| PP |
0.9850 |
0.9863 |
| S1 |
0.9840 |
0.9859 |
|