CME Swiss Franc Future March 2015
| Trading Metrics calculated at close of trading on 24-Dec-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Dec-2014 |
24-Dec-2014 |
Change |
Change % |
Previous Week |
| Open |
1.0178 |
1.0139 |
-0.0039 |
-0.4% |
1.0394 |
| High |
1.0193 |
1.0179 |
-0.0014 |
-0.1% |
1.0478 |
| Low |
1.0131 |
1.0136 |
0.0005 |
0.0% |
1.0169 |
| Close |
1.0142 |
1.0153 |
0.0011 |
0.1% |
1.0176 |
| Range |
0.0062 |
0.0043 |
-0.0019 |
-30.6% |
0.0309 |
| ATR |
0.0085 |
0.0082 |
-0.0003 |
-3.5% |
0.0000 |
| Volume |
21,026 |
9,124 |
-11,902 |
-56.6% |
324,581 |
|
| Daily Pivots for day following 24-Dec-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0285 |
1.0262 |
1.0177 |
|
| R3 |
1.0242 |
1.0219 |
1.0165 |
|
| R2 |
1.0199 |
1.0199 |
1.0161 |
|
| R1 |
1.0176 |
1.0176 |
1.0157 |
1.0188 |
| PP |
1.0156 |
1.0156 |
1.0156 |
1.0162 |
| S1 |
1.0133 |
1.0133 |
1.0149 |
1.0145 |
| S2 |
1.0113 |
1.0113 |
1.0145 |
|
| S3 |
1.0070 |
1.0090 |
1.0141 |
|
| S4 |
1.0027 |
1.0047 |
1.0129 |
|
|
| 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 |
1.0299 |
1.0131 |
0.0168 |
1.7% |
0.0069 |
0.7% |
13% |
False |
False |
38,197 |
| 10 |
1.0478 |
1.0131 |
0.0347 |
3.4% |
0.0085 |
0.8% |
6% |
False |
False |
47,136 |
| 20 |
1.0478 |
1.0131 |
0.0347 |
3.4% |
0.0088 |
0.9% |
6% |
False |
False |
26,688 |
| 40 |
1.0578 |
1.0131 |
0.0447 |
4.4% |
0.0082 |
0.8% |
5% |
False |
False |
13,407 |
| 60 |
1.0642 |
1.0131 |
0.0511 |
5.0% |
0.0069 |
0.7% |
4% |
False |
False |
8,945 |
| 80 |
1.0919 |
1.0131 |
0.0788 |
7.8% |
0.0060 |
0.6% |
3% |
False |
False |
6,713 |
| 100 |
1.1100 |
1.0131 |
0.0969 |
9.5% |
0.0048 |
0.5% |
2% |
False |
False |
5,370 |
| 120 |
1.1255 |
1.0131 |
0.1124 |
11.1% |
0.0040 |
0.4% |
2% |
False |
False |
4,477 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0362 |
|
2.618 |
1.0292 |
|
1.618 |
1.0249 |
|
1.000 |
1.0222 |
|
0.618 |
1.0206 |
|
HIGH |
1.0179 |
|
0.618 |
1.0163 |
|
0.500 |
1.0158 |
|
0.382 |
1.0152 |
|
LOW |
1.0136 |
|
0.618 |
1.0109 |
|
1.000 |
1.0093 |
|
1.618 |
1.0066 |
|
2.618 |
1.0023 |
|
4.250 |
0.9953 |
|
|
| Fisher Pivots for day following 24-Dec-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1.0158 |
1.0173 |
| PP |
1.0156 |
1.0166 |
| S1 |
1.0155 |
1.0160 |
|