CME Swiss Franc Future December 2014
| Trading Metrics calculated at close of trading on 03-Dec-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Dec-2014 |
03-Dec-2014 |
Change |
Change % |
Previous Week |
| Open |
1.0367 |
1.0289 |
-0.0078 |
-0.8% |
1.0289 |
| High |
1.0372 |
1.0294 |
-0.0078 |
-0.8% |
1.0424 |
| Low |
1.0278 |
1.0222 |
-0.0056 |
-0.5% |
1.0286 |
| Close |
1.0282 |
1.0228 |
-0.0054 |
-0.5% |
1.0350 |
| Range |
0.0094 |
0.0072 |
-0.0022 |
-23.4% |
0.0138 |
| ATR |
0.0087 |
0.0086 |
-0.0001 |
-1.2% |
0.0000 |
| Volume |
36,414 |
44,097 |
7,683 |
21.1% |
145,694 |
|
| Daily Pivots for day following 03-Dec-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0464 |
1.0418 |
1.0268 |
|
| R3 |
1.0392 |
1.0346 |
1.0248 |
|
| R2 |
1.0320 |
1.0320 |
1.0241 |
|
| R1 |
1.0274 |
1.0274 |
1.0235 |
1.0261 |
| PP |
1.0248 |
1.0248 |
1.0248 |
1.0242 |
| S1 |
1.0202 |
1.0202 |
1.0221 |
1.0189 |
| S2 |
1.0176 |
1.0176 |
1.0215 |
|
| S3 |
1.0104 |
1.0130 |
1.0208 |
|
| S4 |
1.0032 |
1.0058 |
1.0188 |
|
|
| Weekly Pivots for week ending 28-Nov-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0767 |
1.0697 |
1.0426 |
|
| R3 |
1.0629 |
1.0559 |
1.0388 |
|
| R2 |
1.0491 |
1.0491 |
1.0375 |
|
| R1 |
1.0421 |
1.0421 |
1.0363 |
1.0456 |
| PP |
1.0353 |
1.0353 |
1.0353 |
1.0371 |
| S1 |
1.0283 |
1.0283 |
1.0337 |
1.0318 |
| S2 |
1.0215 |
1.0215 |
1.0325 |
|
| S3 |
1.0077 |
1.0145 |
1.0312 |
|
| S4 |
0.9939 |
1.0007 |
1.0274 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0424 |
1.0222 |
0.0202 |
2.0% |
0.0081 |
0.8% |
3% |
False |
True |
40,852 |
| 10 |
1.0494 |
1.0222 |
0.0272 |
2.7% |
0.0083 |
0.8% |
2% |
False |
True |
42,587 |
| 20 |
1.0494 |
1.0222 |
0.0272 |
2.7% |
0.0088 |
0.9% |
2% |
False |
True |
43,663 |
| 40 |
1.0688 |
1.0222 |
0.0466 |
4.6% |
0.0089 |
0.9% |
1% |
False |
True |
43,476 |
| 60 |
1.0761 |
1.0222 |
0.0539 |
5.3% |
0.0085 |
0.8% |
1% |
False |
True |
42,682 |
| 80 |
1.1090 |
1.0222 |
0.0868 |
8.5% |
0.0077 |
0.8% |
1% |
False |
True |
32,656 |
| 100 |
1.1217 |
1.0222 |
0.0995 |
9.7% |
0.0067 |
0.7% |
1% |
False |
True |
26,131 |
| 120 |
1.1305 |
1.0222 |
0.1083 |
10.6% |
0.0059 |
0.6% |
1% |
False |
True |
21,779 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0600 |
|
2.618 |
1.0482 |
|
1.618 |
1.0410 |
|
1.000 |
1.0366 |
|
0.618 |
1.0338 |
|
HIGH |
1.0294 |
|
0.618 |
1.0266 |
|
0.500 |
1.0258 |
|
0.382 |
1.0250 |
|
LOW |
1.0222 |
|
0.618 |
1.0178 |
|
1.000 |
1.0150 |
|
1.618 |
1.0106 |
|
2.618 |
1.0034 |
|
4.250 |
0.9916 |
|
|
| Fisher Pivots for day following 03-Dec-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1.0258 |
1.0314 |
| PP |
1.0248 |
1.0285 |
| S1 |
1.0238 |
1.0257 |
|