CME Swiss Franc Future March 2015
| Trading Metrics calculated at close of trading on 31-Dec-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Dec-2014 |
31-Dec-2014 |
Change |
Change % |
Previous Week |
| Open |
1.0118 |
1.0122 |
0.0004 |
0.0% |
1.0175 |
| High |
1.0147 |
1.0135 |
-0.0012 |
-0.1% |
1.0214 |
| Low |
1.0095 |
1.0069 |
-0.0026 |
-0.3% |
1.0131 |
| Close |
1.0121 |
1.0074 |
-0.0047 |
-0.5% |
1.0141 |
| Range |
0.0052 |
0.0066 |
0.0014 |
26.9% |
0.0083 |
| ATR |
0.0077 |
0.0076 |
-0.0001 |
-1.0% |
0.0000 |
| Volume |
18,921 |
15,479 |
-3,442 |
-18.2% |
58,825 |
|
| Daily Pivots for day following 31-Dec-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0291 |
1.0248 |
1.0110 |
|
| R3 |
1.0225 |
1.0182 |
1.0092 |
|
| R2 |
1.0159 |
1.0159 |
1.0086 |
|
| R1 |
1.0116 |
1.0116 |
1.0080 |
1.0105 |
| PP |
1.0093 |
1.0093 |
1.0093 |
1.0087 |
| S1 |
1.0050 |
1.0050 |
1.0068 |
1.0039 |
| S2 |
1.0027 |
1.0027 |
1.0062 |
|
| S3 |
0.9961 |
0.9984 |
1.0056 |
|
| S4 |
0.9895 |
0.9918 |
1.0038 |
|
|
| 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 |
1.0188 |
1.0069 |
0.0119 |
1.2% |
0.0056 |
0.6% |
4% |
False |
True |
14,564 |
| 10 |
1.0434 |
1.0069 |
0.0365 |
3.6% |
0.0074 |
0.7% |
1% |
False |
True |
32,552 |
| 20 |
1.0478 |
1.0069 |
0.0409 |
4.1% |
0.0084 |
0.8% |
1% |
False |
True |
29,589 |
| 40 |
1.0502 |
1.0069 |
0.0433 |
4.3% |
0.0081 |
0.8% |
1% |
False |
True |
14,997 |
| 60 |
1.0642 |
1.0069 |
0.0573 |
5.7% |
0.0068 |
0.7% |
1% |
False |
True |
10,006 |
| 80 |
1.0765 |
1.0069 |
0.0696 |
6.9% |
0.0060 |
0.6% |
1% |
False |
True |
7,508 |
| 100 |
1.1100 |
1.0069 |
0.1031 |
10.2% |
0.0050 |
0.5% |
0% |
False |
True |
6,007 |
| 120 |
1.1239 |
1.0069 |
0.1170 |
11.6% |
0.0042 |
0.4% |
0% |
False |
True |
5,007 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0416 |
|
2.618 |
1.0308 |
|
1.618 |
1.0242 |
|
1.000 |
1.0201 |
|
0.618 |
1.0176 |
|
HIGH |
1.0135 |
|
0.618 |
1.0110 |
|
0.500 |
1.0102 |
|
0.382 |
1.0094 |
|
LOW |
1.0069 |
|
0.618 |
1.0028 |
|
1.000 |
1.0003 |
|
1.618 |
0.9962 |
|
2.618 |
0.9896 |
|
4.250 |
0.9789 |
|
|
| Fisher Pivots for day following 31-Dec-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1.0102 |
1.0122 |
| PP |
1.0093 |
1.0106 |
| S1 |
1.0083 |
1.0090 |
|