CME Swiss Franc Future March 2015
| Trading Metrics calculated at close of trading on 02-Jan-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Dec-2014 |
02-Jan-2015 |
Change |
Change % |
Previous Week |
| Open |
1.0122 |
1.0075 |
-0.0047 |
-0.5% |
1.0140 |
| High |
1.0135 |
1.0077 |
-0.0058 |
-0.6% |
1.0175 |
| Low |
1.0069 |
0.9970 |
-0.0099 |
-1.0% |
0.9970 |
| Close |
1.0074 |
1.0001 |
-0.0073 |
-0.7% |
1.0001 |
| Range |
0.0066 |
0.0107 |
0.0041 |
62.1% |
0.0205 |
| ATR |
0.0076 |
0.0079 |
0.0002 |
2.9% |
0.0000 |
| Volume |
15,479 |
28,789 |
13,310 |
86.0% |
86,131 |
|
| Daily Pivots for day following 02-Jan-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0337 |
1.0276 |
1.0060 |
|
| R3 |
1.0230 |
1.0169 |
1.0030 |
|
| R2 |
1.0123 |
1.0123 |
1.0021 |
|
| R1 |
1.0062 |
1.0062 |
1.0011 |
1.0039 |
| PP |
1.0016 |
1.0016 |
1.0016 |
1.0005 |
| S1 |
0.9955 |
0.9955 |
0.9991 |
0.9932 |
| S2 |
0.9909 |
0.9909 |
0.9981 |
|
| S3 |
0.9802 |
0.9848 |
0.9972 |
|
| S4 |
0.9695 |
0.9741 |
0.9942 |
|
|
| Weekly Pivots for week ending 02-Jan-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0664 |
1.0537 |
1.0114 |
|
| R3 |
1.0459 |
1.0332 |
1.0057 |
|
| R2 |
1.0254 |
1.0254 |
1.0039 |
|
| R1 |
1.0127 |
1.0127 |
1.0020 |
1.0088 |
| PP |
1.0049 |
1.0049 |
1.0049 |
1.0029 |
| S1 |
0.9922 |
0.9922 |
0.9982 |
0.9883 |
| S2 |
0.9844 |
0.9844 |
0.9963 |
|
| S3 |
0.9639 |
0.9717 |
0.9945 |
|
| S4 |
0.9434 |
0.9512 |
0.9888 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0188 |
0.9970 |
0.0218 |
2.2% |
0.0069 |
0.7% |
14% |
False |
True |
18,497 |
| 10 |
1.0299 |
0.9970 |
0.0329 |
3.3% |
0.0069 |
0.7% |
9% |
False |
True |
28,347 |
| 20 |
1.0478 |
0.9970 |
0.0508 |
5.1% |
0.0086 |
0.9% |
6% |
False |
True |
30,945 |
| 40 |
1.0502 |
0.9970 |
0.0532 |
5.3% |
0.0082 |
0.8% |
6% |
False |
True |
15,715 |
| 60 |
1.0642 |
0.9970 |
0.0672 |
6.7% |
0.0069 |
0.7% |
5% |
False |
True |
10,486 |
| 80 |
1.0765 |
0.9970 |
0.0795 |
7.9% |
0.0061 |
0.6% |
4% |
False |
True |
7,867 |
| 100 |
1.1100 |
0.9970 |
0.1130 |
11.3% |
0.0051 |
0.5% |
3% |
False |
True |
6,295 |
| 120 |
1.1190 |
0.9970 |
0.1220 |
12.2% |
0.0043 |
0.4% |
3% |
False |
True |
5,247 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0532 |
|
2.618 |
1.0357 |
|
1.618 |
1.0250 |
|
1.000 |
1.0184 |
|
0.618 |
1.0143 |
|
HIGH |
1.0077 |
|
0.618 |
1.0036 |
|
0.500 |
1.0024 |
|
0.382 |
1.0011 |
|
LOW |
0.9970 |
|
0.618 |
0.9904 |
|
1.000 |
0.9863 |
|
1.618 |
0.9797 |
|
2.618 |
0.9690 |
|
4.250 |
0.9515 |
|
|
| Fisher Pivots for day following 02-Jan-2015 |
| Pivot |
1 day |
3 day |
| R1 |
1.0024 |
1.0059 |
| PP |
1.0016 |
1.0039 |
| S1 |
1.0009 |
1.0020 |
|