CME Swiss Franc Future March 2015
| Trading Metrics calculated at close of trading on 26-Dec-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Dec-2014 |
26-Dec-2014 |
Change |
Change % |
Previous Week |
| Open |
1.0139 |
1.0176 |
0.0037 |
0.4% |
1.0175 |
| High |
1.0179 |
1.0188 |
0.0009 |
0.1% |
1.0214 |
| Low |
1.0136 |
1.0134 |
-0.0002 |
0.0% |
1.0131 |
| Close |
1.0153 |
1.0141 |
-0.0012 |
-0.1% |
1.0141 |
| Range |
0.0043 |
0.0054 |
0.0011 |
25.6% |
0.0083 |
| ATR |
0.0082 |
0.0080 |
-0.0002 |
-2.4% |
0.0000 |
| Volume |
9,124 |
6,358 |
-2,766 |
-30.3% |
58,825 |
|
| Daily Pivots for day following 26-Dec-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0316 |
1.0283 |
1.0171 |
|
| R3 |
1.0262 |
1.0229 |
1.0156 |
|
| R2 |
1.0208 |
1.0208 |
1.0151 |
|
| R1 |
1.0175 |
1.0175 |
1.0146 |
1.0165 |
| PP |
1.0154 |
1.0154 |
1.0154 |
1.0149 |
| S1 |
1.0121 |
1.0121 |
1.0136 |
1.0111 |
| S2 |
1.0100 |
1.0100 |
1.0131 |
|
| S3 |
1.0046 |
1.0067 |
1.0126 |
|
| S4 |
0.9992 |
1.0013 |
1.0111 |
|
|
| Weekly Pivots for week ending 26-Dec-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0411 |
1.0359 |
1.0187 |
|
| R3 |
1.0328 |
1.0276 |
1.0164 |
|
| R2 |
1.0245 |
1.0245 |
1.0156 |
|
| R1 |
1.0193 |
1.0193 |
1.0149 |
1.0178 |
| PP |
1.0162 |
1.0162 |
1.0162 |
1.0154 |
| S1 |
1.0110 |
1.0110 |
1.0133 |
1.0095 |
| S2 |
1.0079 |
1.0079 |
1.0126 |
|
| S3 |
0.9996 |
1.0027 |
1.0118 |
|
| S4 |
0.9913 |
0.9944 |
1.0095 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0235 |
1.0131 |
0.0104 |
1.0% |
0.0054 |
0.5% |
10% |
False |
False |
19,899 |
| 10 |
1.0478 |
1.0131 |
0.0347 |
3.4% |
0.0081 |
0.8% |
3% |
False |
False |
43,848 |
| 20 |
1.0478 |
1.0131 |
0.0347 |
3.4% |
0.0087 |
0.9% |
3% |
False |
False |
26,995 |
| 40 |
1.0502 |
1.0131 |
0.0371 |
3.7% |
0.0081 |
0.8% |
3% |
False |
False |
13,565 |
| 60 |
1.0642 |
1.0131 |
0.0511 |
5.0% |
0.0070 |
0.7% |
2% |
False |
False |
9,051 |
| 80 |
1.0915 |
1.0131 |
0.0784 |
7.7% |
0.0060 |
0.6% |
1% |
False |
False |
6,792 |
| 100 |
1.1100 |
1.0131 |
0.0969 |
9.6% |
0.0048 |
0.5% |
1% |
False |
False |
5,434 |
| 120 |
1.1255 |
1.0131 |
0.1124 |
11.1% |
0.0041 |
0.4% |
1% |
False |
False |
4,530 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0418 |
|
2.618 |
1.0329 |
|
1.618 |
1.0275 |
|
1.000 |
1.0242 |
|
0.618 |
1.0221 |
|
HIGH |
1.0188 |
|
0.618 |
1.0167 |
|
0.500 |
1.0161 |
|
0.382 |
1.0155 |
|
LOW |
1.0134 |
|
0.618 |
1.0101 |
|
1.000 |
1.0080 |
|
1.618 |
1.0047 |
|
2.618 |
0.9993 |
|
4.250 |
0.9905 |
|
|
| Fisher Pivots for day following 26-Dec-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1.0161 |
1.0162 |
| PP |
1.0154 |
1.0155 |
| S1 |
1.0148 |
1.0148 |
|