CME Swiss Franc Future March 2015
| Trading Metrics calculated at close of trading on 14-Jan-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Jan-2015 |
14-Jan-2015 |
Change |
Change % |
Previous Week |
| Open |
0.9859 |
0.9818 |
-0.0041 |
-0.4% |
0.9952 |
| High |
0.9886 |
0.9876 |
-0.0010 |
-0.1% |
0.9978 |
| Low |
0.9797 |
0.9777 |
-0.0020 |
-0.2% |
0.9799 |
| Close |
0.9806 |
0.9817 |
0.0011 |
0.1% |
0.9871 |
| Range |
0.0089 |
0.0099 |
0.0010 |
11.2% |
0.0179 |
| ATR |
0.0079 |
0.0081 |
0.0001 |
1.8% |
0.0000 |
| Volume |
41,576 |
52,840 |
11,264 |
27.1% |
211,178 |
|
| Daily Pivots for day following 14-Jan-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0120 |
1.0068 |
0.9871 |
|
| R3 |
1.0021 |
0.9969 |
0.9844 |
|
| R2 |
0.9922 |
0.9922 |
0.9835 |
|
| R1 |
0.9870 |
0.9870 |
0.9826 |
0.9847 |
| PP |
0.9823 |
0.9823 |
0.9823 |
0.9812 |
| S1 |
0.9771 |
0.9771 |
0.9808 |
0.9748 |
| S2 |
0.9724 |
0.9724 |
0.9799 |
|
| S3 |
0.9625 |
0.9672 |
0.9790 |
|
| S4 |
0.9526 |
0.9573 |
0.9763 |
|
|
| 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 |
0.9894 |
0.9777 |
0.0117 |
1.2% |
0.0081 |
0.8% |
34% |
False |
True |
41,529 |
| 10 |
1.0135 |
0.9777 |
0.0358 |
3.6% |
0.0080 |
0.8% |
11% |
False |
True |
38,116 |
| 20 |
1.0478 |
0.9777 |
0.0701 |
7.1% |
0.0079 |
0.8% |
6% |
False |
True |
38,466 |
| 40 |
1.0502 |
0.9777 |
0.0725 |
7.4% |
0.0082 |
0.8% |
6% |
False |
True |
24,111 |
| 60 |
1.0631 |
0.9777 |
0.0854 |
8.7% |
0.0074 |
0.8% |
5% |
False |
True |
16,096 |
| 80 |
1.0668 |
0.9777 |
0.0891 |
9.1% |
0.0065 |
0.7% |
4% |
False |
True |
12,077 |
| 100 |
1.0963 |
0.9777 |
0.1186 |
12.1% |
0.0057 |
0.6% |
3% |
False |
True |
9,664 |
| 120 |
1.1100 |
0.9777 |
0.1323 |
13.5% |
0.0048 |
0.5% |
3% |
False |
True |
8,053 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0297 |
|
2.618 |
1.0135 |
|
1.618 |
1.0036 |
|
1.000 |
0.9975 |
|
0.618 |
0.9937 |
|
HIGH |
0.9876 |
|
0.618 |
0.9838 |
|
0.500 |
0.9827 |
|
0.382 |
0.9815 |
|
LOW |
0.9777 |
|
0.618 |
0.9716 |
|
1.000 |
0.9678 |
|
1.618 |
0.9617 |
|
2.618 |
0.9518 |
|
4.250 |
0.9356 |
|
|
| Fisher Pivots for day following 14-Jan-2015 |
| Pivot |
1 day |
3 day |
| R1 |
0.9827 |
0.9836 |
| PP |
0.9823 |
0.9829 |
| S1 |
0.9820 |
0.9823 |
|