CME Swiss Franc Future March 2015
| Trading Metrics calculated at close of trading on 23-Dec-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Dec-2014 |
23-Dec-2014 |
Change |
Change % |
Previous Week |
| Open |
1.0175 |
1.0178 |
0.0003 |
0.0% |
1.0394 |
| High |
1.0214 |
1.0193 |
-0.0021 |
-0.2% |
1.0478 |
| Low |
1.0169 |
1.0131 |
-0.0038 |
-0.4% |
1.0169 |
| Close |
1.0172 |
1.0142 |
-0.0030 |
-0.3% |
1.0176 |
| Range |
0.0045 |
0.0062 |
0.0017 |
37.8% |
0.0309 |
| ATR |
0.0087 |
0.0085 |
-0.0002 |
-2.1% |
0.0000 |
| Volume |
22,317 |
21,026 |
-1,291 |
-5.8% |
324,581 |
|
| Daily Pivots for day following 23-Dec-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0341 |
1.0304 |
1.0176 |
|
| R3 |
1.0279 |
1.0242 |
1.0159 |
|
| R2 |
1.0217 |
1.0217 |
1.0153 |
|
| R1 |
1.0180 |
1.0180 |
1.0148 |
1.0168 |
| PP |
1.0155 |
1.0155 |
1.0155 |
1.0149 |
| S1 |
1.0118 |
1.0118 |
1.0136 |
1.0106 |
| S2 |
1.0093 |
1.0093 |
1.0131 |
|
| S3 |
1.0031 |
1.0056 |
1.0125 |
|
| S4 |
0.9969 |
0.9994 |
1.0108 |
|
|
| 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 |
1.0434 |
1.0131 |
0.0303 |
3.0% |
0.0092 |
0.9% |
4% |
False |
True |
50,540 |
| 10 |
1.0478 |
1.0131 |
0.0347 |
3.4% |
0.0087 |
0.9% |
3% |
False |
True |
48,011 |
| 20 |
1.0478 |
1.0131 |
0.0347 |
3.4% |
0.0088 |
0.9% |
3% |
False |
True |
26,242 |
| 40 |
1.0592 |
1.0131 |
0.0461 |
4.5% |
0.0082 |
0.8% |
2% |
False |
True |
13,179 |
| 60 |
1.0642 |
1.0131 |
0.0511 |
5.0% |
0.0069 |
0.7% |
2% |
False |
True |
8,793 |
| 80 |
1.0919 |
1.0131 |
0.0788 |
7.8% |
0.0059 |
0.6% |
1% |
False |
True |
6,599 |
| 100 |
1.1100 |
1.0131 |
0.0969 |
9.6% |
0.0048 |
0.5% |
1% |
False |
True |
5,279 |
| 120 |
1.1255 |
1.0131 |
0.1124 |
11.1% |
0.0040 |
0.4% |
1% |
False |
True |
4,401 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0457 |
|
2.618 |
1.0355 |
|
1.618 |
1.0293 |
|
1.000 |
1.0255 |
|
0.618 |
1.0231 |
|
HIGH |
1.0193 |
|
0.618 |
1.0169 |
|
0.500 |
1.0162 |
|
0.382 |
1.0155 |
|
LOW |
1.0131 |
|
0.618 |
1.0093 |
|
1.000 |
1.0069 |
|
1.618 |
1.0031 |
|
2.618 |
0.9969 |
|
4.250 |
0.9868 |
|
|
| Fisher Pivots for day following 23-Dec-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1.0162 |
1.0183 |
| PP |
1.0155 |
1.0169 |
| S1 |
1.0149 |
1.0156 |
|