CME Swiss Franc Future March 2015


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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
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0014
Narrowest range in 2 trading days
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

These figures are updated between 7pm and 10pm EST after a trading day.

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