CME Swiss Franc Future March 2015
| Trading Metrics calculated at close of trading on 08-Jan-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Jan-2015 |
08-Jan-2015 |
Change |
Change % |
Previous Week |
| Open |
0.9901 |
0.9865 |
-0.0036 |
-0.4% |
1.0140 |
| High |
0.9918 |
0.9876 |
-0.0042 |
-0.4% |
1.0175 |
| Low |
0.9839 |
0.9799 |
-0.0040 |
-0.4% |
0.9970 |
| Close |
0.9879 |
0.9821 |
-0.0058 |
-0.6% |
1.0001 |
| Range |
0.0079 |
0.0077 |
-0.0002 |
-2.5% |
0.0205 |
| ATR |
0.0080 |
0.0080 |
0.0000 |
0.0% |
0.0000 |
| Volume |
44,032 |
35,684 |
-8,348 |
-19.0% |
86,131 |
|
| Daily Pivots for day following 08-Jan-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0063 |
1.0019 |
0.9863 |
|
| R3 |
0.9986 |
0.9942 |
0.9842 |
|
| R2 |
0.9909 |
0.9909 |
0.9835 |
|
| R1 |
0.9865 |
0.9865 |
0.9828 |
0.9849 |
| PP |
0.9832 |
0.9832 |
0.9832 |
0.9824 |
| S1 |
0.9788 |
0.9788 |
0.9814 |
0.9772 |
| S2 |
0.9755 |
0.9755 |
0.9807 |
|
| S3 |
0.9678 |
0.9711 |
0.9800 |
|
| S4 |
0.9601 |
0.9634 |
0.9779 |
|
|
| 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 |
1.0077 |
0.9799 |
0.0278 |
2.8% |
0.0081 |
0.8% |
8% |
False |
True |
38,744 |
| 10 |
1.0188 |
0.9799 |
0.0389 |
4.0% |
0.0068 |
0.7% |
6% |
False |
True |
26,654 |
| 20 |
1.0478 |
0.9799 |
0.0679 |
6.9% |
0.0077 |
0.8% |
3% |
False |
True |
37,333 |
| 40 |
1.0502 |
0.9799 |
0.0703 |
7.2% |
0.0081 |
0.8% |
3% |
False |
True |
19,823 |
| 60 |
1.0642 |
0.9799 |
0.0843 |
8.6% |
0.0073 |
0.7% |
3% |
False |
True |
13,234 |
| 80 |
1.0765 |
0.9799 |
0.0966 |
9.8% |
0.0063 |
0.6% |
2% |
False |
True |
9,928 |
| 100 |
1.1053 |
0.9799 |
0.1254 |
12.8% |
0.0054 |
0.6% |
2% |
False |
True |
7,944 |
| 120 |
1.1162 |
0.9799 |
0.1363 |
13.9% |
0.0045 |
0.5% |
2% |
False |
True |
6,621 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0203 |
|
2.618 |
1.0078 |
|
1.618 |
1.0001 |
|
1.000 |
0.9953 |
|
0.618 |
0.9924 |
|
HIGH |
0.9876 |
|
0.618 |
0.9847 |
|
0.500 |
0.9838 |
|
0.382 |
0.9828 |
|
LOW |
0.9799 |
|
0.618 |
0.9751 |
|
1.000 |
0.9722 |
|
1.618 |
0.9674 |
|
2.618 |
0.9597 |
|
4.250 |
0.9472 |
|
|
| Fisher Pivots for day following 08-Jan-2015 |
| Pivot |
1 day |
3 day |
| R1 |
0.9838 |
0.9885 |
| PP |
0.9832 |
0.9863 |
| S1 |
0.9827 |
0.9842 |
|