CME Swiss Franc Future December 2014
| Trading Metrics calculated at close of trading on 13-Oct-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Oct-2014 |
13-Oct-2014 |
Change |
Change % |
Previous Week |
| Open |
1.0483 |
1.0458 |
-0.0025 |
-0.2% |
1.0346 |
| High |
1.0501 |
1.0564 |
0.0063 |
0.6% |
1.0564 |
| Low |
1.0430 |
1.0454 |
0.0024 |
0.2% |
1.0335 |
| Close |
1.0443 |
1.0491 |
0.0048 |
0.5% |
1.0443 |
| Range |
0.0071 |
0.0110 |
0.0039 |
54.9% |
0.0229 |
| ATR |
0.0079 |
0.0082 |
0.0003 |
3.8% |
0.0000 |
| Volume |
33,721 |
26,800 |
-6,921 |
-20.5% |
247,339 |
|
| Daily Pivots for day following 13-Oct-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0833 |
1.0772 |
1.0552 |
|
| R3 |
1.0723 |
1.0662 |
1.0521 |
|
| R2 |
1.0613 |
1.0613 |
1.0511 |
|
| R1 |
1.0552 |
1.0552 |
1.0501 |
1.0583 |
| PP |
1.0503 |
1.0503 |
1.0503 |
1.0518 |
| S1 |
1.0442 |
1.0442 |
1.0481 |
1.0473 |
| S2 |
1.0393 |
1.0393 |
1.0471 |
|
| S3 |
1.0283 |
1.0332 |
1.0461 |
|
| S4 |
1.0173 |
1.0222 |
1.0431 |
|
|
| Weekly Pivots for week ending 10-Oct-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1134 |
1.1018 |
1.0569 |
|
| R3 |
1.0905 |
1.0789 |
1.0506 |
|
| R2 |
1.0676 |
1.0676 |
1.0485 |
|
| R1 |
1.0560 |
1.0560 |
1.0464 |
1.0618 |
| PP |
1.0447 |
1.0447 |
1.0447 |
1.0477 |
| S1 |
1.0331 |
1.0331 |
1.0422 |
1.0389 |
| S2 |
1.0218 |
1.0218 |
1.0401 |
|
| S3 |
0.9989 |
1.0102 |
1.0380 |
|
| S4 |
0.9760 |
0.9873 |
1.0317 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0564 |
1.0396 |
0.0168 |
1.6% |
0.0090 |
0.9% |
57% |
True |
False |
44,895 |
| 10 |
1.0564 |
1.0333 |
0.0231 |
2.2% |
0.0097 |
0.9% |
68% |
True |
False |
47,033 |
| 20 |
1.0761 |
1.0333 |
0.0428 |
4.1% |
0.0086 |
0.8% |
37% |
False |
False |
42,391 |
| 40 |
1.1078 |
1.0333 |
0.0745 |
7.1% |
0.0070 |
0.7% |
21% |
False |
False |
26,144 |
| 60 |
1.1155 |
1.0333 |
0.0822 |
7.8% |
0.0058 |
0.5% |
19% |
False |
False |
17,439 |
| 80 |
1.1305 |
1.0333 |
0.0972 |
9.3% |
0.0047 |
0.5% |
16% |
False |
False |
13,085 |
| 100 |
1.1305 |
1.0333 |
0.0972 |
9.3% |
0.0040 |
0.4% |
16% |
False |
False |
10,468 |
| 120 |
1.1468 |
1.0333 |
0.1135 |
10.8% |
0.0034 |
0.3% |
14% |
False |
False |
8,724 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1032 |
|
2.618 |
1.0852 |
|
1.618 |
1.0742 |
|
1.000 |
1.0674 |
|
0.618 |
1.0632 |
|
HIGH |
1.0564 |
|
0.618 |
1.0522 |
|
0.500 |
1.0509 |
|
0.382 |
1.0496 |
|
LOW |
1.0454 |
|
0.618 |
1.0386 |
|
1.000 |
1.0344 |
|
1.618 |
1.0276 |
|
2.618 |
1.0166 |
|
4.250 |
0.9987 |
|
|
| Fisher Pivots for day following 13-Oct-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1.0509 |
1.0497 |
| PP |
1.0503 |
1.0495 |
| S1 |
1.0497 |
1.0493 |
|