CME Swiss Franc Future March 2015
| Trading Metrics calculated at close of trading on 12-Jan-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Jan-2015 |
12-Jan-2015 |
Change |
Change % |
Previous Week |
| Open |
0.9827 |
0.9892 |
0.0065 |
0.7% |
0.9952 |
| High |
0.9875 |
0.9894 |
0.0019 |
0.2% |
0.9978 |
| Low |
0.9805 |
0.9825 |
0.0020 |
0.2% |
0.9799 |
| Close |
0.9871 |
0.9869 |
-0.0002 |
0.0% |
0.9871 |
| Range |
0.0070 |
0.0069 |
-0.0001 |
-1.4% |
0.0179 |
| ATR |
0.0079 |
0.0078 |
-0.0001 |
-0.9% |
0.0000 |
| Volume |
46,244 |
31,305 |
-14,939 |
-32.3% |
211,178 |
|
| Daily Pivots for day following 12-Jan-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0070 |
1.0038 |
0.9907 |
|
| R3 |
1.0001 |
0.9969 |
0.9888 |
|
| R2 |
0.9932 |
0.9932 |
0.9882 |
|
| R1 |
0.9900 |
0.9900 |
0.9875 |
0.9882 |
| PP |
0.9863 |
0.9863 |
0.9863 |
0.9853 |
| S1 |
0.9831 |
0.9831 |
0.9863 |
0.9813 |
| S2 |
0.9794 |
0.9794 |
0.9856 |
|
| S3 |
0.9725 |
0.9762 |
0.9850 |
|
| S4 |
0.9656 |
0.9693 |
0.9831 |
|
|
| 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 |
0.9970 |
0.9799 |
0.0171 |
1.7% |
0.0072 |
0.7% |
41% |
False |
False |
40,532 |
| 10 |
1.0175 |
0.9799 |
0.0376 |
3.8% |
0.0073 |
0.7% |
19% |
False |
False |
32,861 |
| 20 |
1.0478 |
0.9799 |
0.0679 |
6.9% |
0.0077 |
0.8% |
10% |
False |
False |
38,355 |
| 40 |
1.0502 |
0.9799 |
0.0703 |
7.1% |
0.0081 |
0.8% |
10% |
False |
False |
21,755 |
| 60 |
1.0636 |
0.9799 |
0.0837 |
8.5% |
0.0073 |
0.7% |
8% |
False |
False |
14,526 |
| 80 |
1.0723 |
0.9799 |
0.0924 |
9.4% |
0.0064 |
0.6% |
8% |
False |
False |
10,897 |
| 100 |
1.0994 |
0.9799 |
0.1195 |
12.1% |
0.0056 |
0.6% |
6% |
False |
False |
8,720 |
| 120 |
1.1103 |
0.9799 |
0.1304 |
13.2% |
0.0047 |
0.5% |
5% |
False |
False |
7,267 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0187 |
|
2.618 |
1.0075 |
|
1.618 |
1.0006 |
|
1.000 |
0.9963 |
|
0.618 |
0.9937 |
|
HIGH |
0.9894 |
|
0.618 |
0.9868 |
|
0.500 |
0.9860 |
|
0.382 |
0.9851 |
|
LOW |
0.9825 |
|
0.618 |
0.9782 |
|
1.000 |
0.9756 |
|
1.618 |
0.9713 |
|
2.618 |
0.9644 |
|
4.250 |
0.9532 |
|
|
| Fisher Pivots for day following 12-Jan-2015 |
| Pivot |
1 day |
3 day |
| R1 |
0.9866 |
0.9862 |
| PP |
0.9863 |
0.9854 |
| S1 |
0.9860 |
0.9847 |
|