CME Swiss Franc Future March 2015
| Trading Metrics calculated at close of trading on 18-Dec-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Dec-2014 |
18-Dec-2014 |
Change |
Change % |
Previous Week |
| Open |
1.0432 |
1.0286 |
-0.0146 |
-1.4% |
1.0222 |
| High |
1.0434 |
1.0299 |
-0.0135 |
-1.3% |
1.0407 |
| Low |
1.0274 |
1.0169 |
-0.0105 |
-1.0% |
1.0196 |
| Close |
1.0281 |
1.0218 |
-0.0063 |
-0.6% |
1.0378 |
| Range |
0.0160 |
0.0130 |
-0.0030 |
-18.8% |
0.0211 |
| ATR |
0.0089 |
0.0092 |
0.0003 |
3.3% |
0.0000 |
| Volume |
70,839 |
97,852 |
27,013 |
38.1% |
137,770 |
|
| Daily Pivots for day following 18-Dec-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0619 |
1.0548 |
1.0290 |
|
| R3 |
1.0489 |
1.0418 |
1.0254 |
|
| R2 |
1.0359 |
1.0359 |
1.0242 |
|
| R1 |
1.0288 |
1.0288 |
1.0230 |
1.0259 |
| PP |
1.0229 |
1.0229 |
1.0229 |
1.0214 |
| S1 |
1.0158 |
1.0158 |
1.0206 |
1.0129 |
| S2 |
1.0099 |
1.0099 |
1.0194 |
|
| S3 |
0.9969 |
1.0028 |
1.0182 |
|
| S4 |
0.9839 |
0.9898 |
1.0147 |
|
|
| 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 |
1.0478 |
1.0169 |
0.0309 |
3.0% |
0.0108 |
1.1% |
16% |
False |
True |
67,798 |
| 10 |
1.0478 |
1.0169 |
0.0309 |
3.0% |
0.0100 |
1.0% |
16% |
False |
True |
42,554 |
| 20 |
1.0478 |
1.0169 |
0.0309 |
3.0% |
0.0092 |
0.9% |
16% |
False |
True |
22,086 |
| 40 |
1.0592 |
1.0169 |
0.0423 |
4.1% |
0.0080 |
0.8% |
12% |
False |
True |
11,080 |
| 60 |
1.0642 |
1.0169 |
0.0473 |
4.6% |
0.0067 |
0.7% |
10% |
False |
True |
7,393 |
| 80 |
1.0961 |
1.0169 |
0.0792 |
7.8% |
0.0057 |
0.6% |
6% |
False |
True |
5,548 |
| 100 |
1.1100 |
1.0169 |
0.0931 |
9.1% |
0.0046 |
0.4% |
5% |
False |
True |
4,439 |
| 120 |
1.1299 |
1.0169 |
0.1130 |
11.1% |
0.0039 |
0.4% |
4% |
False |
True |
3,701 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0852 |
|
2.618 |
1.0639 |
|
1.618 |
1.0509 |
|
1.000 |
1.0429 |
|
0.618 |
1.0379 |
|
HIGH |
1.0299 |
|
0.618 |
1.0249 |
|
0.500 |
1.0234 |
|
0.382 |
1.0219 |
|
LOW |
1.0169 |
|
0.618 |
1.0089 |
|
1.000 |
1.0039 |
|
1.618 |
0.9959 |
|
2.618 |
0.9829 |
|
4.250 |
0.9617 |
|
|
| Fisher Pivots for day following 18-Dec-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1.0234 |
1.0324 |
| PP |
1.0229 |
1.0288 |
| S1 |
1.0223 |
1.0253 |
|