CME Swiss Franc Future March 2015
| Trading Metrics calculated at close of trading on 08-Dec-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Dec-2014 |
08-Dec-2014 |
Change |
Change % |
Previous Week |
| Open |
1.0306 |
1.0222 |
-0.0084 |
-0.8% |
1.0353 |
| High |
1.0313 |
1.0274 |
-0.0039 |
-0.4% |
1.0415 |
| Low |
1.0216 |
1.0196 |
-0.0020 |
-0.2% |
1.0216 |
| Close |
1.0232 |
1.0262 |
0.0030 |
0.3% |
1.0232 |
| Range |
0.0097 |
0.0078 |
-0.0019 |
-19.6% |
0.0199 |
| ATR |
0.0081 |
0.0081 |
0.0000 |
-0.3% |
0.0000 |
| Volume |
3,866 |
8,139 |
4,273 |
110.5% |
16,339 |
|
| Daily Pivots for day following 08-Dec-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0478 |
1.0448 |
1.0305 |
|
| R3 |
1.0400 |
1.0370 |
1.0283 |
|
| R2 |
1.0322 |
1.0322 |
1.0276 |
|
| R1 |
1.0292 |
1.0292 |
1.0269 |
1.0307 |
| PP |
1.0244 |
1.0244 |
1.0244 |
1.0252 |
| S1 |
1.0214 |
1.0214 |
1.0255 |
1.0229 |
| S2 |
1.0166 |
1.0166 |
1.0248 |
|
| S3 |
1.0088 |
1.0136 |
1.0241 |
|
| S4 |
1.0010 |
1.0058 |
1.0219 |
|
|
| Weekly Pivots for week ending 05-Dec-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0885 |
1.0757 |
1.0341 |
|
| R3 |
1.0686 |
1.0558 |
1.0287 |
|
| R2 |
1.0487 |
1.0487 |
1.0268 |
|
| R1 |
1.0359 |
1.0359 |
1.0250 |
1.0324 |
| PP |
1.0288 |
1.0288 |
1.0288 |
1.0270 |
| S1 |
1.0160 |
1.0160 |
1.0214 |
1.0125 |
| S2 |
1.0089 |
1.0089 |
1.0196 |
|
| S3 |
0.9890 |
0.9961 |
1.0177 |
|
| S4 |
0.9691 |
0.9762 |
1.0123 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0381 |
1.0196 |
0.0185 |
1.8% |
0.0098 |
1.0% |
36% |
False |
True |
4,618 |
| 10 |
1.0433 |
1.0196 |
0.0237 |
2.3% |
0.0083 |
0.8% |
28% |
False |
True |
2,760 |
| 20 |
1.0502 |
1.0196 |
0.0306 |
3.0% |
0.0081 |
0.8% |
22% |
False |
True |
1,453 |
| 40 |
1.0642 |
1.0196 |
0.0446 |
4.3% |
0.0068 |
0.7% |
15% |
False |
True |
749 |
| 60 |
1.0765 |
1.0196 |
0.0569 |
5.5% |
0.0057 |
0.6% |
12% |
False |
True |
503 |
| 80 |
1.1100 |
1.0196 |
0.0904 |
8.8% |
0.0047 |
0.5% |
7% |
False |
True |
379 |
| 100 |
1.1163 |
1.0196 |
0.0967 |
9.4% |
0.0038 |
0.4% |
7% |
False |
True |
304 |
| 120 |
1.1309 |
1.0196 |
0.1113 |
10.8% |
0.0032 |
0.3% |
6% |
False |
True |
255 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0606 |
|
2.618 |
1.0478 |
|
1.618 |
1.0400 |
|
1.000 |
1.0352 |
|
0.618 |
1.0322 |
|
HIGH |
1.0274 |
|
0.618 |
1.0244 |
|
0.500 |
1.0235 |
|
0.382 |
1.0226 |
|
LOW |
1.0196 |
|
0.618 |
1.0148 |
|
1.000 |
1.0118 |
|
1.618 |
1.0070 |
|
2.618 |
0.9992 |
|
4.250 |
0.9865 |
|
|
| Fisher Pivots for day following 08-Dec-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1.0253 |
1.0285 |
| PP |
1.0244 |
1.0277 |
| S1 |
1.0235 |
1.0270 |
|