CME Swiss Franc Future March 2015

Trading Metrics calculated at close of trading on 07-Jan-2015

Day Change Summary
	Previous	Current
	06-Jan-2015	07-Jan-2015	Change	Change %	Previous Week
Open	0.9942	0.9901	-0.0041	-0.4%	1.0140
High	0.9970	0.9918	-0.0052	-0.5%	1.0175
Low	0.9904	0.9839	-0.0065	-0.7%	0.9970
Close	0.9930	0.9879	-0.0051	-0.5%	1.0001
Range	0.0066	0.0079	0.0013	19.7%	0.0205
ATR	0.0079	0.0080	0.0001	1.1%	0.0000
Volume	45,397	44,032	-1,365	-3.0%	86,131

Daily Pivots for day following 07-Jan-2015
	Classic	Woodie	Camarilla	DeMark
R4	1.0116	1.0076	0.9922
R3	1.0037	0.9997	0.9901
R2	0.9958	0.9958	0.9893
R1	0.9918	0.9918	0.9886	0.9899
PP	0.9879	0.9879	0.9879	0.9869
S1	0.9839	0.9839	0.9872	0.9820
S2	0.9800	0.9800	0.9865
S3	0.9721	0.9760	0.9857
S4	0.9642	0.9681	0.9836

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	1.0135	0.9839	0.0296	3.0%	0.0078	0.8%	14%	False	True	34,703
10	1.0193	0.9839	0.0354	3.6%	0.0067	0.7%	11%	False	True	25,188
20	1.0478	0.9839	0.0639	6.5%	0.0080	0.8%	6%	False	True	36,420
40	1.0502	0.9839	0.0663	6.7%	0.0081	0.8%	6%	False	True	18,937
60	1.0642	0.9839	0.0803	8.1%	0.0072	0.7%	5%	False	True	12,640
80	1.0765	0.9839	0.0926	9.4%	0.0063	0.6%	4%	False	True	9,482
100	1.1100	0.9839	0.1261	12.8%	0.0053	0.5%	3%	False	True	7,588
120	1.1163	0.9839	0.1324	13.4%	0.0045	0.5%	3%	False	True	6,323

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0017
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	1.0254
2.618	1.0125
1.618	1.0046
1.000	0.9997
0.618	0.9967
HIGH	0.9918
0.618	0.9888
0.500	0.9879
0.382	0.9869
LOW	0.9839
0.618	0.9790
1.000	0.9760
1.618	0.9711
2.618	0.9632
4.250	0.9503

Fisher Pivots for day following 07-Jan-2015
Pivot	1 day	3 day
R1	0.9879	0.9909
PP	0.9879	0.9899
S1	0.9879	0.9889

Download as Excel Spreadsheet

These figures are updated between 7pm and 10pm EST after a trading day.

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