CME Swiss Franc Future March 2015
| 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 |
1.0380 |
1.0300 |
-0.0080 |
-0.8% |
1.0311 |
| High |
1.0381 |
1.0302 |
-0.0079 |
-0.8% |
1.0433 |
| Low |
1.0291 |
1.0235 |
-0.0056 |
-0.5% |
1.0296 |
| Close |
1.0293 |
1.0239 |
-0.0054 |
-0.5% |
1.0361 |
| Range |
0.0090 |
0.0067 |
-0.0023 |
-25.6% |
0.0137 |
| ATR |
0.0074 |
0.0074 |
-0.0001 |
-0.7% |
0.0000 |
| Volume |
1,685 |
1,670 |
-15 |
-0.9% |
3,129 |
|
| Daily Pivots for day following 03-Dec-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0460 |
1.0416 |
1.0276 |
|
| R3 |
1.0393 |
1.0349 |
1.0257 |
|
| R2 |
1.0326 |
1.0326 |
1.0251 |
|
| R1 |
1.0282 |
1.0282 |
1.0245 |
1.0271 |
| PP |
1.0259 |
1.0259 |
1.0259 |
1.0253 |
| S1 |
1.0215 |
1.0215 |
1.0233 |
1.0204 |
| S2 |
1.0192 |
1.0192 |
1.0227 |
|
| S3 |
1.0125 |
1.0148 |
1.0221 |
|
| S4 |
1.0058 |
1.0081 |
1.0202 |
|
|
| 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 |
1.0235 |
0.0198 |
1.9% |
0.0076 |
0.7% |
2% |
False |
True |
1,469 |
| 10 |
1.0502 |
1.0235 |
0.0267 |
2.6% |
0.0075 |
0.7% |
1% |
False |
True |
848 |
| 20 |
1.0502 |
1.0235 |
0.0267 |
2.6% |
0.0078 |
0.8% |
1% |
False |
True |
485 |
| 40 |
1.0642 |
1.0235 |
0.0407 |
4.0% |
0.0061 |
0.6% |
1% |
False |
True |
256 |
| 60 |
1.0765 |
1.0235 |
0.0530 |
5.2% |
0.0053 |
0.5% |
1% |
False |
True |
174 |
| 80 |
1.1100 |
1.0235 |
0.0865 |
8.4% |
0.0043 |
0.4% |
0% |
False |
True |
133 |
| 100 |
1.1190 |
1.0235 |
0.0955 |
9.3% |
0.0034 |
0.3% |
0% |
False |
True |
107 |
| 120 |
1.1309 |
1.0235 |
0.1074 |
10.5% |
0.0029 |
0.3% |
0% |
False |
True |
90 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0587 |
|
2.618 |
1.0477 |
|
1.618 |
1.0410 |
|
1.000 |
1.0369 |
|
0.618 |
1.0343 |
|
HIGH |
1.0302 |
|
0.618 |
1.0276 |
|
0.500 |
1.0269 |
|
0.382 |
1.0261 |
|
LOW |
1.0235 |
|
0.618 |
1.0194 |
|
1.000 |
1.0168 |
|
1.618 |
1.0127 |
|
2.618 |
1.0060 |
|
4.250 |
0.9950 |
|
|
| Fisher Pivots for day following 03-Dec-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1.0269 |
1.0325 |
| PP |
1.0259 |
1.0296 |
| S1 |
1.0249 |
1.0268 |
|