CME Swiss Franc Future December 2014
| Trading Metrics calculated at close of trading on 12-Dec-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Dec-2014 |
12-Dec-2014 |
Change |
Change % |
Previous Week |
| Open |
1.0345 |
1.0325 |
-0.0020 |
-0.2% |
1.0218 |
| High |
1.0388 |
1.0394 |
0.0006 |
0.1% |
1.0394 |
| Low |
1.0298 |
1.0311 |
0.0013 |
0.1% |
1.0186 |
| Close |
1.0310 |
1.0367 |
0.0057 |
0.6% |
1.0367 |
| Range |
0.0090 |
0.0083 |
-0.0007 |
-7.8% |
0.0208 |
| ATR |
0.0092 |
0.0091 |
-0.0001 |
-0.6% |
0.0000 |
| Volume |
80,294 |
12,386 |
-67,908 |
-84.6% |
265,316 |
|
| Daily Pivots for day following 12-Dec-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0606 |
1.0570 |
1.0413 |
|
| R3 |
1.0523 |
1.0487 |
1.0390 |
|
| R2 |
1.0440 |
1.0440 |
1.0382 |
|
| R1 |
1.0404 |
1.0404 |
1.0375 |
1.0422 |
| PP |
1.0357 |
1.0357 |
1.0357 |
1.0367 |
| S1 |
1.0321 |
1.0321 |
1.0359 |
1.0339 |
| S2 |
1.0274 |
1.0274 |
1.0352 |
|
| S3 |
1.0191 |
1.0238 |
1.0344 |
|
| S4 |
1.0108 |
1.0155 |
1.0321 |
|
|
| Weekly Pivots for week ending 12-Dec-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0940 |
1.0861 |
1.0481 |
|
| R3 |
1.0732 |
1.0653 |
1.0424 |
|
| R2 |
1.0524 |
1.0524 |
1.0405 |
|
| R1 |
1.0445 |
1.0445 |
1.0386 |
1.0485 |
| PP |
1.0316 |
1.0316 |
1.0316 |
1.0335 |
| S1 |
1.0237 |
1.0237 |
1.0348 |
1.0277 |
| S2 |
1.0108 |
1.0108 |
1.0329 |
|
| S3 |
0.9900 |
1.0029 |
1.0310 |
|
| S4 |
0.9692 |
0.9821 |
1.0253 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0394 |
1.0186 |
0.0208 |
2.0% |
0.0090 |
0.9% |
87% |
True |
False |
53,063 |
| 10 |
1.0406 |
1.0186 |
0.0220 |
2.1% |
0.0096 |
0.9% |
82% |
False |
False |
55,745 |
| 20 |
1.0494 |
1.0186 |
0.0308 |
3.0% |
0.0093 |
0.9% |
59% |
False |
False |
49,519 |
| 40 |
1.0645 |
1.0186 |
0.0459 |
4.4% |
0.0087 |
0.8% |
39% |
False |
False |
44,558 |
| 60 |
1.0721 |
1.0186 |
0.0535 |
5.2% |
0.0088 |
0.9% |
34% |
False |
False |
44,989 |
| 80 |
1.0989 |
1.0186 |
0.0803 |
7.7% |
0.0082 |
0.8% |
23% |
False |
False |
38,024 |
| 100 |
1.1106 |
1.0186 |
0.0920 |
8.9% |
0.0073 |
0.7% |
20% |
False |
False |
30,427 |
| 120 |
1.1305 |
1.0186 |
0.1119 |
10.8% |
0.0064 |
0.6% |
16% |
False |
False |
25,360 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0747 |
|
2.618 |
1.0611 |
|
1.618 |
1.0528 |
|
1.000 |
1.0477 |
|
0.618 |
1.0445 |
|
HIGH |
1.0394 |
|
0.618 |
1.0362 |
|
0.500 |
1.0353 |
|
0.382 |
1.0343 |
|
LOW |
1.0311 |
|
0.618 |
1.0260 |
|
1.000 |
1.0228 |
|
1.618 |
1.0177 |
|
2.618 |
1.0094 |
|
4.250 |
0.9958 |
|
|
| Fisher Pivots for day following 12-Dec-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1.0362 |
1.0358 |
| PP |
1.0357 |
1.0349 |
| S1 |
1.0353 |
1.0340 |
|