CME Swiss Franc Future March 2015
| Trading Metrics calculated at close of trading on 19-Dec-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Dec-2014 |
19-Dec-2014 |
Change |
Change % |
Previous Week |
| Open |
1.0286 |
1.0220 |
-0.0066 |
-0.6% |
1.0394 |
| High |
1.0299 |
1.0235 |
-0.0064 |
-0.6% |
1.0478 |
| Low |
1.0169 |
1.0171 |
0.0002 |
0.0% |
1.0169 |
| Close |
1.0218 |
1.0176 |
-0.0042 |
-0.4% |
1.0176 |
| Range |
0.0130 |
0.0064 |
-0.0066 |
-50.8% |
0.0309 |
| ATR |
0.0092 |
0.0090 |
-0.0002 |
-2.2% |
0.0000 |
| Volume |
97,852 |
40,670 |
-57,182 |
-58.4% |
324,581 |
|
| Daily Pivots for day following 19-Dec-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0386 |
1.0345 |
1.0211 |
|
| R3 |
1.0322 |
1.0281 |
1.0194 |
|
| R2 |
1.0258 |
1.0258 |
1.0188 |
|
| R1 |
1.0217 |
1.0217 |
1.0182 |
1.0206 |
| PP |
1.0194 |
1.0194 |
1.0194 |
1.0188 |
| S1 |
1.0153 |
1.0153 |
1.0170 |
1.0142 |
| S2 |
1.0130 |
1.0130 |
1.0164 |
|
| S3 |
1.0066 |
1.0089 |
1.0158 |
|
| S4 |
1.0002 |
1.0025 |
1.0141 |
|
|
| Weekly Pivots for week ending 19-Dec-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1201 |
1.0998 |
1.0346 |
|
| R3 |
1.0892 |
1.0689 |
1.0261 |
|
| R2 |
1.0583 |
1.0583 |
1.0233 |
|
| R1 |
1.0380 |
1.0380 |
1.0204 |
1.0327 |
| PP |
1.0274 |
1.0274 |
1.0274 |
1.0248 |
| S1 |
1.0071 |
1.0071 |
1.0148 |
1.0018 |
| S2 |
0.9965 |
0.9965 |
1.0119 |
|
| S3 |
0.9656 |
0.9762 |
1.0091 |
|
| S4 |
0.9347 |
0.9453 |
1.0006 |
|
|
| 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% |
0.0103 |
1.0% |
2% |
False |
False |
64,916 |
| 10 |
1.0478 |
1.0169 |
0.0309 |
3.0% |
0.0097 |
1.0% |
2% |
False |
False |
46,235 |
| 20 |
1.0478 |
1.0169 |
0.0309 |
3.0% |
0.0094 |
0.9% |
2% |
False |
False |
24,096 |
| 40 |
1.0592 |
1.0169 |
0.0423 |
4.2% |
0.0081 |
0.8% |
2% |
False |
False |
12,096 |
| 60 |
1.0642 |
1.0169 |
0.0473 |
4.6% |
0.0068 |
0.7% |
1% |
False |
False |
8,071 |
| 80 |
1.0961 |
1.0169 |
0.0792 |
7.8% |
0.0058 |
0.6% |
1% |
False |
False |
6,057 |
| 100 |
1.1100 |
1.0169 |
0.0931 |
9.1% |
0.0046 |
0.5% |
1% |
False |
False |
4,846 |
| 120 |
1.1276 |
1.0169 |
0.1107 |
10.9% |
0.0039 |
0.4% |
1% |
False |
False |
4,040 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0507 |
|
2.618 |
1.0403 |
|
1.618 |
1.0339 |
|
1.000 |
1.0299 |
|
0.618 |
1.0275 |
|
HIGH |
1.0235 |
|
0.618 |
1.0211 |
|
0.500 |
1.0203 |
|
0.382 |
1.0195 |
|
LOW |
1.0171 |
|
0.618 |
1.0131 |
|
1.000 |
1.0107 |
|
1.618 |
1.0067 |
|
2.618 |
1.0003 |
|
4.250 |
0.9899 |
|
|
| Fisher Pivots for day following 19-Dec-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1.0203 |
1.0302 |
| PP |
1.0194 |
1.0260 |
| S1 |
1.0185 |
1.0218 |
|