CME Swiss Franc Future March 2015
| Trading Metrics calculated at close of trading on 09-Dec-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Dec-2014 |
09-Dec-2014 |
Change |
Change % |
Previous Week |
| Open |
1.0222 |
1.0253 |
0.0031 |
0.3% |
1.0353 |
| High |
1.0274 |
1.0371 |
0.0097 |
0.9% |
1.0415 |
| Low |
1.0196 |
1.0237 |
0.0041 |
0.4% |
1.0216 |
| Close |
1.0262 |
1.0310 |
0.0048 |
0.5% |
1.0232 |
| Range |
0.0078 |
0.0134 |
0.0056 |
71.8% |
0.0199 |
| ATR |
0.0081 |
0.0085 |
0.0004 |
4.7% |
0.0000 |
| Volume |
8,139 |
17,441 |
9,302 |
114.3% |
16,339 |
|
| Daily Pivots for day following 09-Dec-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0708 |
1.0643 |
1.0384 |
|
| R3 |
1.0574 |
1.0509 |
1.0347 |
|
| R2 |
1.0440 |
1.0440 |
1.0335 |
|
| R1 |
1.0375 |
1.0375 |
1.0322 |
1.0408 |
| PP |
1.0306 |
1.0306 |
1.0306 |
1.0322 |
| S1 |
1.0241 |
1.0241 |
1.0298 |
1.0274 |
| S2 |
1.0172 |
1.0172 |
1.0285 |
|
| S3 |
1.0038 |
1.0107 |
1.0273 |
|
| S4 |
0.9904 |
0.9973 |
1.0236 |
|
|
| 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 |
1.0374 |
1.0196 |
0.0178 |
1.7% |
0.0107 |
1.0% |
64% |
False |
False |
7,770 |
| 10 |
1.0433 |
1.0196 |
0.0237 |
2.3% |
0.0090 |
0.9% |
48% |
False |
False |
4,473 |
| 20 |
1.0502 |
1.0196 |
0.0306 |
3.0% |
0.0084 |
0.8% |
37% |
False |
False |
2,314 |
| 40 |
1.0642 |
1.0196 |
0.0446 |
4.3% |
0.0071 |
0.7% |
26% |
False |
False |
1,185 |
| 60 |
1.0765 |
1.0196 |
0.0569 |
5.5% |
0.0059 |
0.6% |
20% |
False |
False |
793 |
| 80 |
1.1053 |
1.0196 |
0.0857 |
8.3% |
0.0048 |
0.5% |
13% |
False |
False |
597 |
| 100 |
1.1162 |
1.0196 |
0.0966 |
9.4% |
0.0039 |
0.4% |
12% |
False |
False |
478 |
| 120 |
1.1309 |
1.0196 |
0.1113 |
10.8% |
0.0033 |
0.3% |
10% |
False |
False |
400 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0941 |
|
2.618 |
1.0722 |
|
1.618 |
1.0588 |
|
1.000 |
1.0505 |
|
0.618 |
1.0454 |
|
HIGH |
1.0371 |
|
0.618 |
1.0320 |
|
0.500 |
1.0304 |
|
0.382 |
1.0288 |
|
LOW |
1.0237 |
|
0.618 |
1.0154 |
|
1.000 |
1.0103 |
|
1.618 |
1.0020 |
|
2.618 |
0.9886 |
|
4.250 |
0.9668 |
|
|
| Fisher Pivots for day following 09-Dec-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1.0308 |
1.0301 |
| PP |
1.0306 |
1.0292 |
| S1 |
1.0304 |
1.0284 |
|