CME Swiss Franc Future March 2015
| Trading Metrics calculated at close of trading on 13-Jan-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Jan-2015 |
13-Jan-2015 |
Change |
Change % |
Previous Week |
| Open |
0.9892 |
0.9859 |
-0.0033 |
-0.3% |
0.9952 |
| High |
0.9894 |
0.9886 |
-0.0008 |
-0.1% |
0.9978 |
| Low |
0.9825 |
0.9797 |
-0.0028 |
-0.3% |
0.9799 |
| Close |
0.9869 |
0.9806 |
-0.0063 |
-0.6% |
0.9871 |
| Range |
0.0069 |
0.0089 |
0.0020 |
29.0% |
0.0179 |
| ATR |
0.0078 |
0.0079 |
0.0001 |
1.0% |
0.0000 |
| Volume |
31,305 |
41,576 |
10,271 |
32.8% |
211,178 |
|
| Daily Pivots for day following 13-Jan-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0097 |
1.0040 |
0.9855 |
|
| R3 |
1.0008 |
0.9951 |
0.9830 |
|
| R2 |
0.9919 |
0.9919 |
0.9822 |
|
| R1 |
0.9862 |
0.9862 |
0.9814 |
0.9846 |
| PP |
0.9830 |
0.9830 |
0.9830 |
0.9822 |
| S1 |
0.9773 |
0.9773 |
0.9798 |
0.9757 |
| S2 |
0.9741 |
0.9741 |
0.9790 |
|
| S3 |
0.9652 |
0.9684 |
0.9782 |
|
| S4 |
0.9563 |
0.9595 |
0.9757 |
|
|
| 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 |
0.9918 |
0.9797 |
0.0121 |
1.2% |
0.0077 |
0.8% |
7% |
False |
True |
39,768 |
| 10 |
1.0147 |
0.9797 |
0.0350 |
3.6% |
0.0075 |
0.8% |
3% |
False |
True |
34,724 |
| 20 |
1.0478 |
0.9797 |
0.0681 |
6.9% |
0.0077 |
0.8% |
1% |
False |
True |
37,679 |
| 40 |
1.0502 |
0.9797 |
0.0705 |
7.2% |
0.0082 |
0.8% |
1% |
False |
True |
22,792 |
| 60 |
1.0631 |
0.9797 |
0.0834 |
8.5% |
0.0074 |
0.7% |
1% |
False |
True |
15,216 |
| 80 |
1.0675 |
0.9797 |
0.0878 |
9.0% |
0.0064 |
0.7% |
1% |
False |
True |
11,417 |
| 100 |
1.0994 |
0.9797 |
0.1197 |
12.2% |
0.0056 |
0.6% |
1% |
False |
True |
9,136 |
| 120 |
1.1101 |
0.9797 |
0.1304 |
13.3% |
0.0047 |
0.5% |
1% |
False |
True |
7,613 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0264 |
|
2.618 |
1.0119 |
|
1.618 |
1.0030 |
|
1.000 |
0.9975 |
|
0.618 |
0.9941 |
|
HIGH |
0.9886 |
|
0.618 |
0.9852 |
|
0.500 |
0.9842 |
|
0.382 |
0.9831 |
|
LOW |
0.9797 |
|
0.618 |
0.9742 |
|
1.000 |
0.9708 |
|
1.618 |
0.9653 |
|
2.618 |
0.9564 |
|
4.250 |
0.9419 |
|
|
| Fisher Pivots for day following 13-Jan-2015 |
| Pivot |
1 day |
3 day |
| R1 |
0.9842 |
0.9846 |
| PP |
0.9830 |
0.9832 |
| S1 |
0.9818 |
0.9819 |
|