CME Swiss Franc Future December 2014
| Trading Metrics calculated at close of trading on 10-Dec-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Dec-2014 |
10-Dec-2014 |
Change |
Change % |
Previous Week |
| Open |
1.0244 |
1.0296 |
0.0052 |
0.5% |
1.0340 |
| High |
1.0360 |
1.0349 |
-0.0011 |
-0.1% |
1.0406 |
| Low |
1.0228 |
1.0286 |
0.0058 |
0.6% |
1.0204 |
| Close |
1.0298 |
1.0339 |
0.0041 |
0.4% |
1.0222 |
| Range |
0.0132 |
0.0063 |
-0.0069 |
-52.3% |
0.0202 |
| ATR |
0.0094 |
0.0092 |
-0.0002 |
-2.3% |
0.0000 |
| Volume |
76,839 |
52,684 |
-24,155 |
-31.4% |
292,143 |
|
| Daily Pivots for day following 10-Dec-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0514 |
1.0489 |
1.0374 |
|
| R3 |
1.0451 |
1.0426 |
1.0356 |
|
| R2 |
1.0388 |
1.0388 |
1.0351 |
|
| R1 |
1.0363 |
1.0363 |
1.0345 |
1.0376 |
| PP |
1.0325 |
1.0325 |
1.0325 |
1.0331 |
| S1 |
1.0300 |
1.0300 |
1.0333 |
1.0313 |
| S2 |
1.0262 |
1.0262 |
1.0327 |
|
| S3 |
1.0199 |
1.0237 |
1.0322 |
|
| S4 |
1.0136 |
1.0174 |
1.0304 |
|
|
| Weekly Pivots for week ending 05-Dec-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0883 |
1.0755 |
1.0333 |
|
| R3 |
1.0681 |
1.0553 |
1.0278 |
|
| R2 |
1.0479 |
1.0479 |
1.0259 |
|
| R1 |
1.0351 |
1.0351 |
1.0241 |
1.0314 |
| PP |
1.0277 |
1.0277 |
1.0277 |
1.0259 |
| S1 |
1.0149 |
1.0149 |
1.0203 |
1.0112 |
| S2 |
1.0075 |
1.0075 |
1.0185 |
|
| S3 |
0.9873 |
0.9947 |
1.0166 |
|
| S4 |
0.9671 |
0.9745 |
1.0111 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0365 |
1.0186 |
0.0179 |
1.7% |
0.0108 |
1.0% |
85% |
False |
False |
67,432 |
| 10 |
1.0424 |
1.0186 |
0.0238 |
2.3% |
0.0094 |
0.9% |
64% |
False |
False |
54,142 |
| 20 |
1.0494 |
1.0186 |
0.0308 |
3.0% |
0.0090 |
0.9% |
50% |
False |
False |
48,537 |
| 40 |
1.0688 |
1.0186 |
0.0502 |
4.9% |
0.0091 |
0.9% |
30% |
False |
False |
46,741 |
| 60 |
1.0735 |
1.0186 |
0.0549 |
5.3% |
0.0089 |
0.9% |
28% |
False |
False |
45,302 |
| 80 |
1.1044 |
1.0186 |
0.0858 |
8.3% |
0.0081 |
0.8% |
18% |
False |
False |
36,869 |
| 100 |
1.1150 |
1.0186 |
0.0964 |
9.3% |
0.0072 |
0.7% |
16% |
False |
False |
29,502 |
| 120 |
1.1305 |
1.0186 |
0.1119 |
10.8% |
0.0062 |
0.6% |
14% |
False |
False |
24,588 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0617 |
|
2.618 |
1.0514 |
|
1.618 |
1.0451 |
|
1.000 |
1.0412 |
|
0.618 |
1.0388 |
|
HIGH |
1.0349 |
|
0.618 |
1.0325 |
|
0.500 |
1.0318 |
|
0.382 |
1.0310 |
|
LOW |
1.0286 |
|
0.618 |
1.0247 |
|
1.000 |
1.0223 |
|
1.618 |
1.0184 |
|
2.618 |
1.0121 |
|
4.250 |
1.0018 |
|
|
| Fisher Pivots for day following 10-Dec-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1.0332 |
1.0317 |
| PP |
1.0325 |
1.0295 |
| S1 |
1.0318 |
1.0273 |
|