CME Swiss Franc Future March 2015
| Trading Metrics calculated at close of trading on 12-Dec-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Dec-2014 |
12-Dec-2014 |
Change |
Change % |
Previous Week |
| Open |
1.0358 |
1.0336 |
-0.0022 |
-0.2% |
1.0222 |
| High |
1.0398 |
1.0407 |
0.0009 |
0.1% |
1.0407 |
| Low |
1.0307 |
1.0320 |
0.0013 |
0.1% |
1.0196 |
| Close |
1.0319 |
1.0378 |
0.0059 |
0.6% |
1.0378 |
| Range |
0.0091 |
0.0087 |
-0.0004 |
-4.4% |
0.0211 |
| ATR |
0.0084 |
0.0084 |
0.0000 |
0.4% |
0.0000 |
| Volume |
39,229 |
55,083 |
15,854 |
40.4% |
137,770 |
|
| Daily Pivots for day following 12-Dec-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0629 |
1.0591 |
1.0426 |
|
| R3 |
1.0542 |
1.0504 |
1.0402 |
|
| R2 |
1.0455 |
1.0455 |
1.0394 |
|
| R1 |
1.0417 |
1.0417 |
1.0386 |
1.0436 |
| PP |
1.0368 |
1.0368 |
1.0368 |
1.0378 |
| S1 |
1.0330 |
1.0330 |
1.0370 |
1.0349 |
| S2 |
1.0281 |
1.0281 |
1.0362 |
|
| S3 |
1.0194 |
1.0243 |
1.0354 |
|
| S4 |
1.0107 |
1.0156 |
1.0330 |
|
|
| Weekly Pivots for week ending 12-Dec-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0960 |
1.0880 |
1.0494 |
|
| R3 |
1.0749 |
1.0669 |
1.0436 |
|
| R2 |
1.0538 |
1.0538 |
1.0417 |
|
| R1 |
1.0458 |
1.0458 |
1.0397 |
1.0498 |
| PP |
1.0327 |
1.0327 |
1.0327 |
1.0347 |
| S1 |
1.0247 |
1.0247 |
1.0359 |
1.0287 |
| S2 |
1.0116 |
1.0116 |
1.0339 |
|
| S3 |
0.9905 |
1.0036 |
1.0320 |
|
| S4 |
0.9694 |
0.9825 |
1.0262 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0407 |
1.0196 |
0.0211 |
2.0% |
0.0091 |
0.9% |
86% |
True |
False |
27,554 |
| 10 |
1.0415 |
1.0196 |
0.0219 |
2.1% |
0.0095 |
0.9% |
83% |
False |
False |
15,410 |
| 20 |
1.0502 |
1.0196 |
0.0306 |
2.9% |
0.0088 |
0.8% |
59% |
False |
False |
7,904 |
| 40 |
1.0631 |
1.0196 |
0.0435 |
4.2% |
0.0072 |
0.7% |
42% |
False |
False |
3,984 |
| 60 |
1.0675 |
1.0196 |
0.0479 |
4.6% |
0.0060 |
0.6% |
38% |
False |
False |
2,663 |
| 80 |
1.0994 |
1.0196 |
0.0798 |
7.7% |
0.0051 |
0.5% |
23% |
False |
False |
2,000 |
| 100 |
1.1101 |
1.0196 |
0.0905 |
8.7% |
0.0041 |
0.4% |
20% |
False |
False |
1,600 |
| 120 |
1.1309 |
1.0196 |
0.1113 |
10.7% |
0.0035 |
0.3% |
16% |
False |
False |
1,335 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0777 |
|
2.618 |
1.0635 |
|
1.618 |
1.0548 |
|
1.000 |
1.0494 |
|
0.618 |
1.0461 |
|
HIGH |
1.0407 |
|
0.618 |
1.0374 |
|
0.500 |
1.0364 |
|
0.382 |
1.0353 |
|
LOW |
1.0320 |
|
0.618 |
1.0266 |
|
1.000 |
1.0233 |
|
1.618 |
1.0179 |
|
2.618 |
1.0092 |
|
4.250 |
0.9950 |
|
|
| Fisher Pivots for day following 12-Dec-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1.0373 |
1.0370 |
| PP |
1.0368 |
1.0361 |
| S1 |
1.0364 |
1.0353 |
|