CME Swiss Franc Future March 2015
| Trading Metrics calculated at close of trading on 11-Dec-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Dec-2014 |
11-Dec-2014 |
Change |
Change % |
Previous Week |
| Open |
1.0312 |
1.0358 |
0.0046 |
0.4% |
1.0353 |
| High |
1.0361 |
1.0398 |
0.0037 |
0.4% |
1.0415 |
| Low |
1.0298 |
1.0307 |
0.0009 |
0.1% |
1.0216 |
| Close |
1.0350 |
1.0319 |
-0.0031 |
-0.3% |
1.0232 |
| Range |
0.0063 |
0.0091 |
0.0028 |
44.4% |
0.0199 |
| ATR |
0.0083 |
0.0084 |
0.0001 |
0.7% |
0.0000 |
| Volume |
17,878 |
39,229 |
21,351 |
119.4% |
16,339 |
|
| Daily Pivots for day following 11-Dec-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0614 |
1.0558 |
1.0369 |
|
| R3 |
1.0523 |
1.0467 |
1.0344 |
|
| R2 |
1.0432 |
1.0432 |
1.0336 |
|
| R1 |
1.0376 |
1.0376 |
1.0327 |
1.0359 |
| PP |
1.0341 |
1.0341 |
1.0341 |
1.0333 |
| S1 |
1.0285 |
1.0285 |
1.0311 |
1.0268 |
| S2 |
1.0250 |
1.0250 |
1.0302 |
|
| S3 |
1.0159 |
1.0194 |
1.0294 |
|
| S4 |
1.0068 |
1.0103 |
1.0269 |
|
|
| 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 |
1.0398 |
1.0196 |
0.0202 |
2.0% |
0.0093 |
0.9% |
61% |
True |
False |
17,310 |
| 10 |
1.0425 |
1.0196 |
0.0229 |
2.2% |
0.0093 |
0.9% |
54% |
False |
False |
10,141 |
| 20 |
1.0502 |
1.0196 |
0.0306 |
3.0% |
0.0086 |
0.8% |
40% |
False |
False |
5,155 |
| 40 |
1.0636 |
1.0196 |
0.0440 |
4.3% |
0.0071 |
0.7% |
28% |
False |
False |
2,612 |
| 60 |
1.0723 |
1.0196 |
0.0527 |
5.1% |
0.0060 |
0.6% |
23% |
False |
False |
1,745 |
| 80 |
1.0994 |
1.0196 |
0.0798 |
7.7% |
0.0050 |
0.5% |
15% |
False |
False |
1,311 |
| 100 |
1.1103 |
1.0196 |
0.0907 |
8.8% |
0.0041 |
0.4% |
14% |
False |
False |
1,049 |
| 120 |
1.1309 |
1.0196 |
0.1113 |
10.8% |
0.0034 |
0.3% |
11% |
False |
False |
876 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0785 |
|
2.618 |
1.0636 |
|
1.618 |
1.0545 |
|
1.000 |
1.0489 |
|
0.618 |
1.0454 |
|
HIGH |
1.0398 |
|
0.618 |
1.0363 |
|
0.500 |
1.0353 |
|
0.382 |
1.0342 |
|
LOW |
1.0307 |
|
0.618 |
1.0251 |
|
1.000 |
1.0216 |
|
1.618 |
1.0160 |
|
2.618 |
1.0069 |
|
4.250 |
0.9920 |
|
|
| Fisher Pivots for day following 11-Dec-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1.0353 |
1.0319 |
| PP |
1.0341 |
1.0318 |
| S1 |
1.0330 |
1.0318 |
|