CME Swiss Franc Future December 2014
| Trading Metrics calculated at close of trading on 06-Oct-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Oct-2014 |
06-Oct-2014 |
Change |
Change % |
Previous Week |
| Open |
1.0495 |
1.0346 |
-0.0149 |
-1.4% |
1.0513 |
| High |
1.0495 |
1.0458 |
-0.0037 |
-0.4% |
1.0546 |
| Low |
1.0333 |
1.0335 |
0.0002 |
0.0% |
1.0333 |
| Close |
1.0338 |
1.0416 |
0.0078 |
0.8% |
1.0338 |
| Range |
0.0162 |
0.0123 |
-0.0039 |
-24.1% |
0.0213 |
| ATR |
0.0073 |
0.0077 |
0.0004 |
4.9% |
0.0000 |
| Volume |
50,392 |
49,660 |
-732 |
-1.5% |
229,912 |
|
| Daily Pivots for day following 06-Oct-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0772 |
1.0717 |
1.0484 |
|
| R3 |
1.0649 |
1.0594 |
1.0450 |
|
| R2 |
1.0526 |
1.0526 |
1.0439 |
|
| R1 |
1.0471 |
1.0471 |
1.0427 |
1.0499 |
| PP |
1.0403 |
1.0403 |
1.0403 |
1.0417 |
| S1 |
1.0348 |
1.0348 |
1.0405 |
1.0376 |
| S2 |
1.0280 |
1.0280 |
1.0393 |
|
| S3 |
1.0157 |
1.0225 |
1.0382 |
|
| S4 |
1.0034 |
1.0102 |
1.0348 |
|
|
| Weekly Pivots for week ending 03-Oct-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1045 |
1.0904 |
1.0455 |
|
| R3 |
1.0832 |
1.0691 |
1.0397 |
|
| R2 |
1.0619 |
1.0619 |
1.0377 |
|
| R1 |
1.0478 |
1.0478 |
1.0358 |
1.0442 |
| PP |
1.0406 |
1.0406 |
1.0406 |
1.0388 |
| S1 |
1.0265 |
1.0265 |
1.0318 |
1.0229 |
| S2 |
1.0193 |
1.0193 |
1.0299 |
|
| S3 |
0.9980 |
1.0052 |
1.0279 |
|
| S4 |
0.9767 |
0.9839 |
1.0221 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0533 |
1.0333 |
0.0200 |
1.9% |
0.0103 |
1.0% |
42% |
False |
False |
49,171 |
| 10 |
1.0699 |
1.0333 |
0.0366 |
3.5% |
0.0084 |
0.8% |
23% |
False |
False |
41,359 |
| 20 |
1.0761 |
1.0333 |
0.0428 |
4.1% |
0.0079 |
0.8% |
19% |
False |
False |
39,358 |
| 40 |
1.1090 |
1.0333 |
0.0757 |
7.3% |
0.0064 |
0.6% |
11% |
False |
False |
20,535 |
| 60 |
1.1227 |
1.0333 |
0.0894 |
8.6% |
0.0052 |
0.5% |
9% |
False |
False |
13,700 |
| 80 |
1.1305 |
1.0333 |
0.0972 |
9.3% |
0.0043 |
0.4% |
9% |
False |
False |
10,279 |
| 100 |
1.1305 |
1.0333 |
0.0972 |
9.3% |
0.0036 |
0.3% |
9% |
False |
False |
8,224 |
| 120 |
1.1468 |
1.0333 |
0.1135 |
10.9% |
0.0030 |
0.3% |
7% |
False |
False |
6,854 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0981 |
|
2.618 |
1.0780 |
|
1.618 |
1.0657 |
|
1.000 |
1.0581 |
|
0.618 |
1.0534 |
|
HIGH |
1.0458 |
|
0.618 |
1.0411 |
|
0.500 |
1.0397 |
|
0.382 |
1.0382 |
|
LOW |
1.0335 |
|
0.618 |
1.0259 |
|
1.000 |
1.0212 |
|
1.618 |
1.0136 |
|
2.618 |
1.0013 |
|
4.250 |
0.9812 |
|
|
| Fisher Pivots for day following 06-Oct-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1.0410 |
1.0424 |
| PP |
1.0403 |
1.0421 |
| S1 |
1.0397 |
1.0419 |
|