CME Swiss Franc Future March 2015
| Trading Metrics calculated at close of trading on 02-Dec-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Dec-2014 |
02-Dec-2014 |
Change |
Change % |
Previous Week |
| Open |
1.0353 |
1.0380 |
0.0027 |
0.3% |
1.0311 |
| High |
1.0415 |
1.0381 |
-0.0034 |
-0.3% |
1.0433 |
| Low |
1.0334 |
1.0291 |
-0.0043 |
-0.4% |
1.0296 |
| Close |
1.0385 |
1.0293 |
-0.0092 |
-0.9% |
1.0361 |
| Range |
0.0081 |
0.0090 |
0.0009 |
11.1% |
0.0137 |
| ATR |
0.0073 |
0.0074 |
0.0002 |
2.1% |
0.0000 |
| Volume |
1,384 |
1,685 |
301 |
21.7% |
3,129 |
|
| Daily Pivots for day following 02-Dec-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0592 |
1.0532 |
1.0343 |
|
| R3 |
1.0502 |
1.0442 |
1.0318 |
|
| R2 |
1.0412 |
1.0412 |
1.0310 |
|
| R1 |
1.0352 |
1.0352 |
1.0301 |
1.0337 |
| PP |
1.0322 |
1.0322 |
1.0322 |
1.0314 |
| S1 |
1.0262 |
1.0262 |
1.0285 |
1.0247 |
| S2 |
1.0232 |
1.0232 |
1.0277 |
|
| S3 |
1.0142 |
1.0172 |
1.0268 |
|
| S4 |
1.0052 |
1.0082 |
1.0244 |
|
|
| Weekly Pivots for week ending 28-Nov-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0774 |
1.0705 |
1.0436 |
|
| R3 |
1.0637 |
1.0568 |
1.0399 |
|
| R2 |
1.0500 |
1.0500 |
1.0386 |
|
| R1 |
1.0431 |
1.0431 |
1.0374 |
1.0466 |
| PP |
1.0363 |
1.0363 |
1.0363 |
1.0381 |
| S1 |
1.0294 |
1.0294 |
1.0348 |
1.0329 |
| S2 |
1.0226 |
1.0226 |
1.0336 |
|
| S3 |
1.0089 |
1.0157 |
1.0323 |
|
| S4 |
0.9952 |
1.0020 |
1.0286 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0433 |
1.0291 |
0.0142 |
1.4% |
0.0073 |
0.7% |
1% |
False |
True |
1,176 |
| 10 |
1.0502 |
1.0291 |
0.0211 |
2.0% |
0.0076 |
0.7% |
1% |
False |
True |
687 |
| 20 |
1.0502 |
1.0287 |
0.0215 |
2.1% |
0.0078 |
0.8% |
3% |
False |
False |
405 |
| 40 |
1.0642 |
1.0287 |
0.0355 |
3.4% |
0.0061 |
0.6% |
2% |
False |
False |
214 |
| 60 |
1.0765 |
1.0287 |
0.0478 |
4.6% |
0.0053 |
0.5% |
1% |
False |
False |
147 |
| 80 |
1.1100 |
1.0287 |
0.0813 |
7.9% |
0.0042 |
0.4% |
1% |
False |
False |
112 |
| 100 |
1.1239 |
1.0287 |
0.0952 |
9.2% |
0.0034 |
0.3% |
1% |
False |
False |
91 |
| 120 |
1.1309 |
1.0287 |
0.1022 |
9.9% |
0.0028 |
0.3% |
1% |
False |
False |
76 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0764 |
|
2.618 |
1.0617 |
|
1.618 |
1.0527 |
|
1.000 |
1.0471 |
|
0.618 |
1.0437 |
|
HIGH |
1.0381 |
|
0.618 |
1.0347 |
|
0.500 |
1.0336 |
|
0.382 |
1.0325 |
|
LOW |
1.0291 |
|
0.618 |
1.0235 |
|
1.000 |
1.0201 |
|
1.618 |
1.0145 |
|
2.618 |
1.0055 |
|
4.250 |
0.9909 |
|
|
| Fisher Pivots for day following 02-Dec-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1.0336 |
1.0358 |
| PP |
1.0322 |
1.0336 |
| S1 |
1.0307 |
1.0315 |
|