CME Swiss Franc Future December 2014
| Trading Metrics calculated at close of trading on 17-Oct-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Oct-2014 |
17-Oct-2014 |
Change |
Change % |
Previous Week |
| Open |
1.0625 |
1.0610 |
-0.0015 |
-0.1% |
1.0458 |
| High |
1.0641 |
1.0637 |
-0.0004 |
0.0% |
1.0688 |
| Low |
1.0542 |
1.0559 |
0.0017 |
0.2% |
1.0454 |
| Close |
1.0606 |
1.0581 |
-0.0025 |
-0.2% |
1.0581 |
| Range |
0.0099 |
0.0078 |
-0.0021 |
-21.2% |
0.0234 |
| ATR |
0.0093 |
0.0092 |
-0.0001 |
-1.1% |
0.0000 |
| Volume |
72,038 |
32,467 |
-39,571 |
-54.9% |
273,426 |
|
| Daily Pivots for day following 17-Oct-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0826 |
1.0782 |
1.0624 |
|
| R3 |
1.0748 |
1.0704 |
1.0602 |
|
| R2 |
1.0670 |
1.0670 |
1.0595 |
|
| R1 |
1.0626 |
1.0626 |
1.0588 |
1.0609 |
| PP |
1.0592 |
1.0592 |
1.0592 |
1.0584 |
| S1 |
1.0548 |
1.0548 |
1.0574 |
1.0531 |
| S2 |
1.0514 |
1.0514 |
1.0567 |
|
| S3 |
1.0436 |
1.0470 |
1.0560 |
|
| S4 |
1.0358 |
1.0392 |
1.0538 |
|
|
| Weekly Pivots for week ending 17-Oct-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1276 |
1.1163 |
1.0710 |
|
| R3 |
1.1042 |
1.0929 |
1.0645 |
|
| R2 |
1.0808 |
1.0808 |
1.0624 |
|
| R1 |
1.0695 |
1.0695 |
1.0602 |
1.0752 |
| PP |
1.0574 |
1.0574 |
1.0574 |
1.0603 |
| S1 |
1.0461 |
1.0461 |
1.0560 |
1.0518 |
| S2 |
1.0340 |
1.0340 |
1.0538 |
|
| S3 |
1.0106 |
1.0227 |
1.0517 |
|
| S4 |
0.9872 |
0.9993 |
1.0452 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0688 |
1.0454 |
0.0234 |
2.2% |
0.0119 |
1.1% |
54% |
False |
False |
54,685 |
| 10 |
1.0688 |
1.0335 |
0.0353 |
3.3% |
0.0106 |
1.0% |
70% |
False |
False |
52,076 |
| 20 |
1.0699 |
1.0333 |
0.0366 |
3.5% |
0.0091 |
0.9% |
68% |
False |
False |
45,898 |
| 40 |
1.0989 |
1.0333 |
0.0656 |
6.2% |
0.0078 |
0.7% |
38% |
False |
False |
32,297 |
| 60 |
1.1097 |
1.0333 |
0.0764 |
7.2% |
0.0064 |
0.6% |
32% |
False |
False |
21,547 |
| 80 |
1.1305 |
1.0333 |
0.0972 |
9.2% |
0.0053 |
0.5% |
26% |
False |
False |
16,167 |
| 100 |
1.1305 |
1.0333 |
0.0972 |
9.2% |
0.0045 |
0.4% |
26% |
False |
False |
12,935 |
| 120 |
1.1468 |
1.0333 |
0.1135 |
10.7% |
0.0038 |
0.4% |
22% |
False |
False |
10,779 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0969 |
|
2.618 |
1.0841 |
|
1.618 |
1.0763 |
|
1.000 |
1.0715 |
|
0.618 |
1.0685 |
|
HIGH |
1.0637 |
|
0.618 |
1.0607 |
|
0.500 |
1.0598 |
|
0.382 |
1.0589 |
|
LOW |
1.0559 |
|
0.618 |
1.0511 |
|
1.000 |
1.0481 |
|
1.618 |
1.0433 |
|
2.618 |
1.0355 |
|
4.250 |
1.0228 |
|
|
| Fisher Pivots for day following 17-Oct-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1.0598 |
1.0579 |
| PP |
1.0592 |
1.0577 |
| S1 |
1.0587 |
1.0575 |
|