CME Swiss Franc Future December 2014
| Trading Metrics calculated at close of trading on 15-Oct-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Oct-2014 |
15-Oct-2014 |
Change |
Change % |
Previous Week |
| Open |
1.0546 |
1.0486 |
-0.0060 |
-0.6% |
1.0346 |
| High |
1.0551 |
1.0688 |
0.0137 |
1.3% |
1.0564 |
| Low |
1.0470 |
1.0462 |
-0.0008 |
-0.1% |
1.0335 |
| Close |
1.0484 |
1.0596 |
0.0112 |
1.1% |
1.0443 |
| Range |
0.0081 |
0.0226 |
0.0145 |
179.0% |
0.0229 |
| ATR |
0.0082 |
0.0092 |
0.0010 |
12.6% |
0.0000 |
| Volume |
34,153 |
107,968 |
73,815 |
216.1% |
247,339 |
|
| Daily Pivots for day following 15-Oct-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1260 |
1.1154 |
1.0720 |
|
| R3 |
1.1034 |
1.0928 |
1.0658 |
|
| R2 |
1.0808 |
1.0808 |
1.0637 |
|
| R1 |
1.0702 |
1.0702 |
1.0617 |
1.0755 |
| PP |
1.0582 |
1.0582 |
1.0582 |
1.0609 |
| S1 |
1.0476 |
1.0476 |
1.0575 |
1.0529 |
| S2 |
1.0356 |
1.0356 |
1.0555 |
|
| S3 |
1.0130 |
1.0250 |
1.0534 |
|
| S4 |
0.9904 |
1.0024 |
1.0472 |
|
|
| 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 |
1.0688 |
1.0430 |
0.0258 |
2.4% |
0.0117 |
1.1% |
64% |
True |
False |
53,340 |
| 10 |
1.0688 |
1.0333 |
0.0355 |
3.4% |
0.0111 |
1.1% |
74% |
True |
False |
51,749 |
| 20 |
1.0723 |
1.0333 |
0.0390 |
3.7% |
0.0092 |
0.9% |
67% |
False |
False |
44,840 |
| 40 |
1.1004 |
1.0333 |
0.0671 |
6.3% |
0.0076 |
0.7% |
39% |
False |
False |
29,694 |
| 60 |
1.1106 |
1.0333 |
0.0773 |
7.3% |
0.0062 |
0.6% |
34% |
False |
False |
19,807 |
| 80 |
1.1305 |
1.0333 |
0.0972 |
9.2% |
0.0051 |
0.5% |
27% |
False |
False |
14,861 |
| 100 |
1.1305 |
1.0333 |
0.0972 |
9.2% |
0.0043 |
0.4% |
27% |
False |
False |
11,890 |
| 120 |
1.1468 |
1.0333 |
0.1135 |
10.7% |
0.0036 |
0.3% |
23% |
False |
False |
9,908 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1649 |
|
2.618 |
1.1280 |
|
1.618 |
1.1054 |
|
1.000 |
1.0914 |
|
0.618 |
1.0828 |
|
HIGH |
1.0688 |
|
0.618 |
1.0602 |
|
0.500 |
1.0575 |
|
0.382 |
1.0548 |
|
LOW |
1.0462 |
|
0.618 |
1.0322 |
|
1.000 |
1.0236 |
|
1.618 |
1.0096 |
|
2.618 |
0.9870 |
|
4.250 |
0.9502 |
|
|
| Fisher Pivots for day following 15-Oct-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1.0589 |
1.0588 |
| PP |
1.0582 |
1.0579 |
| S1 |
1.0575 |
1.0571 |
|