CME Swiss Franc Future December 2014
| Trading Metrics calculated at close of trading on 02-Oct-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Oct-2014 |
02-Oct-2014 |
Change |
Change % |
Previous Week |
| Open |
1.0476 |
1.0460 |
-0.0016 |
-0.2% |
1.0631 |
| High |
1.0483 |
1.0514 |
0.0031 |
0.3% |
1.0699 |
| Low |
1.0428 |
1.0444 |
0.0016 |
0.2% |
1.0511 |
| Close |
1.0456 |
1.0492 |
0.0036 |
0.3% |
1.0519 |
| Range |
0.0055 |
0.0070 |
0.0015 |
27.3% |
0.0188 |
| ATR |
0.0066 |
0.0066 |
0.0000 |
0.4% |
0.0000 |
| Volume |
40,755 |
50,842 |
10,087 |
24.8% |
167,300 |
|
| Daily Pivots for day following 02-Oct-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0693 |
1.0663 |
1.0531 |
|
| R3 |
1.0623 |
1.0593 |
1.0511 |
|
| R2 |
1.0553 |
1.0553 |
1.0505 |
|
| R1 |
1.0523 |
1.0523 |
1.0498 |
1.0538 |
| PP |
1.0483 |
1.0483 |
1.0483 |
1.0491 |
| S1 |
1.0453 |
1.0453 |
1.0486 |
1.0468 |
| S2 |
1.0413 |
1.0413 |
1.0479 |
|
| S3 |
1.0343 |
1.0383 |
1.0473 |
|
| S4 |
1.0273 |
1.0313 |
1.0454 |
|
|
| Weekly Pivots for week ending 26-Sep-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1140 |
1.1018 |
1.0622 |
|
| R3 |
1.0952 |
1.0830 |
1.0571 |
|
| R2 |
1.0764 |
1.0764 |
1.0553 |
|
| R1 |
1.0642 |
1.0642 |
1.0536 |
1.0609 |
| PP |
1.0576 |
1.0576 |
1.0576 |
1.0560 |
| S1 |
1.0454 |
1.0454 |
1.0502 |
1.0421 |
| S2 |
1.0388 |
1.0388 |
1.0485 |
|
| S3 |
1.0200 |
1.0266 |
1.0467 |
|
| S4 |
1.0012 |
1.0078 |
1.0416 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0577 |
1.0426 |
0.0151 |
1.4% |
0.0069 |
0.7% |
44% |
False |
False |
42,083 |
| 10 |
1.0721 |
1.0426 |
0.0295 |
2.8% |
0.0069 |
0.7% |
22% |
False |
False |
37,830 |
| 20 |
1.0780 |
1.0426 |
0.0354 |
3.4% |
0.0070 |
0.7% |
19% |
False |
False |
35,180 |
| 40 |
1.1090 |
1.0426 |
0.0664 |
6.3% |
0.0059 |
0.6% |
10% |
False |
False |
18,035 |
| 60 |
1.1227 |
1.0426 |
0.0801 |
7.6% |
0.0047 |
0.4% |
8% |
False |
False |
12,033 |
| 80 |
1.1305 |
1.0426 |
0.0879 |
8.4% |
0.0039 |
0.4% |
8% |
False |
False |
9,028 |
| 100 |
1.1305 |
1.0426 |
0.0879 |
8.4% |
0.0033 |
0.3% |
8% |
False |
False |
7,223 |
| 120 |
1.1468 |
1.0426 |
0.1042 |
9.9% |
0.0028 |
0.3% |
6% |
False |
False |
6,020 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0812 |
|
2.618 |
1.0697 |
|
1.618 |
1.0627 |
|
1.000 |
1.0584 |
|
0.618 |
1.0557 |
|
HIGH |
1.0514 |
|
0.618 |
1.0487 |
|
0.500 |
1.0479 |
|
0.382 |
1.0471 |
|
LOW |
1.0444 |
|
0.618 |
1.0401 |
|
1.000 |
1.0374 |
|
1.618 |
1.0331 |
|
2.618 |
1.0261 |
|
4.250 |
1.0147 |
|
|
| Fisher Pivots for day following 02-Oct-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1.0488 |
1.0488 |
| PP |
1.0483 |
1.0484 |
| S1 |
1.0479 |
1.0480 |
|