CME Swiss Franc Future March 2015
| Trading Metrics calculated at close of trading on 22-Dec-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Dec-2014 |
22-Dec-2014 |
Change |
Change % |
Previous Week |
| Open |
1.0220 |
1.0175 |
-0.0045 |
-0.4% |
1.0394 |
| High |
1.0235 |
1.0214 |
-0.0021 |
-0.2% |
1.0478 |
| Low |
1.0171 |
1.0169 |
-0.0002 |
0.0% |
1.0169 |
| Close |
1.0176 |
1.0172 |
-0.0004 |
0.0% |
1.0176 |
| Range |
0.0064 |
0.0045 |
-0.0019 |
-29.7% |
0.0309 |
| ATR |
0.0090 |
0.0087 |
-0.0003 |
-3.6% |
0.0000 |
| Volume |
40,670 |
22,317 |
-18,353 |
-45.1% |
324,581 |
|
| Daily Pivots for day following 22-Dec-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0320 |
1.0291 |
1.0197 |
|
| R3 |
1.0275 |
1.0246 |
1.0184 |
|
| R2 |
1.0230 |
1.0230 |
1.0180 |
|
| R1 |
1.0201 |
1.0201 |
1.0176 |
1.0193 |
| PP |
1.0185 |
1.0185 |
1.0185 |
1.0181 |
| S1 |
1.0156 |
1.0156 |
1.0168 |
1.0148 |
| S2 |
1.0140 |
1.0140 |
1.0164 |
|
| S3 |
1.0095 |
1.0111 |
1.0160 |
|
| S4 |
1.0050 |
1.0066 |
1.0147 |
|
|
| 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% |
0.0102 |
1.0% |
1% |
False |
True |
61,960 |
| 10 |
1.0478 |
1.0169 |
0.0309 |
3.0% |
0.0094 |
0.9% |
1% |
False |
True |
47,652 |
| 20 |
1.0478 |
1.0169 |
0.0309 |
3.0% |
0.0089 |
0.9% |
1% |
False |
True |
25,206 |
| 40 |
1.0592 |
1.0169 |
0.0423 |
4.2% |
0.0081 |
0.8% |
1% |
False |
True |
12,654 |
| 60 |
1.0642 |
1.0169 |
0.0473 |
4.7% |
0.0069 |
0.7% |
1% |
False |
True |
8,443 |
| 80 |
1.0919 |
1.0169 |
0.0750 |
7.4% |
0.0058 |
0.6% |
0% |
False |
True |
6,336 |
| 100 |
1.1100 |
1.0169 |
0.0931 |
9.2% |
0.0047 |
0.5% |
0% |
False |
True |
5,069 |
| 120 |
1.1256 |
1.0169 |
0.1087 |
10.7% |
0.0040 |
0.4% |
0% |
False |
True |
4,226 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0405 |
|
2.618 |
1.0332 |
|
1.618 |
1.0287 |
|
1.000 |
1.0259 |
|
0.618 |
1.0242 |
|
HIGH |
1.0214 |
|
0.618 |
1.0197 |
|
0.500 |
1.0192 |
|
0.382 |
1.0186 |
|
LOW |
1.0169 |
|
0.618 |
1.0141 |
|
1.000 |
1.0124 |
|
1.618 |
1.0096 |
|
2.618 |
1.0051 |
|
4.250 |
0.9978 |
|
|
| Fisher Pivots for day following 22-Dec-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1.0192 |
1.0234 |
| PP |
1.0185 |
1.0213 |
| S1 |
1.0179 |
1.0193 |
|