CME Swiss Franc Future December 2014
| Trading Metrics calculated at close of trading on 20-Oct-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Oct-2014 |
20-Oct-2014 |
Change |
Change % |
Previous Week |
| Open |
1.0610 |
1.0569 |
-0.0041 |
-0.4% |
1.0458 |
| High |
1.0637 |
1.0626 |
-0.0011 |
-0.1% |
1.0688 |
| Low |
1.0559 |
1.0552 |
-0.0007 |
-0.1% |
1.0454 |
| Close |
1.0581 |
1.0619 |
0.0038 |
0.4% |
1.0581 |
| Range |
0.0078 |
0.0074 |
-0.0004 |
-5.1% |
0.0234 |
| ATR |
0.0092 |
0.0090 |
-0.0001 |
-1.4% |
0.0000 |
| Volume |
32,467 |
25,810 |
-6,657 |
-20.5% |
273,426 |
|
| Daily Pivots for day following 20-Oct-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0821 |
1.0794 |
1.0660 |
|
| R3 |
1.0747 |
1.0720 |
1.0639 |
|
| R2 |
1.0673 |
1.0673 |
1.0633 |
|
| R1 |
1.0646 |
1.0646 |
1.0626 |
1.0660 |
| PP |
1.0599 |
1.0599 |
1.0599 |
1.0606 |
| S1 |
1.0572 |
1.0572 |
1.0612 |
1.0586 |
| S2 |
1.0525 |
1.0525 |
1.0605 |
|
| S3 |
1.0451 |
1.0498 |
1.0599 |
|
| S4 |
1.0377 |
1.0424 |
1.0578 |
|
|
| 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 |
1.0462 |
0.0226 |
2.1% |
0.0112 |
1.1% |
69% |
False |
False |
54,487 |
| 10 |
1.0688 |
1.0396 |
0.0292 |
2.7% |
0.0101 |
1.0% |
76% |
False |
False |
49,691 |
| 20 |
1.0699 |
1.0333 |
0.0366 |
3.4% |
0.0092 |
0.9% |
78% |
False |
False |
45,525 |
| 40 |
1.0966 |
1.0333 |
0.0633 |
6.0% |
0.0079 |
0.7% |
45% |
False |
False |
32,939 |
| 60 |
1.1090 |
1.0333 |
0.0757 |
7.1% |
0.0065 |
0.6% |
38% |
False |
False |
21,976 |
| 80 |
1.1305 |
1.0333 |
0.0972 |
9.2% |
0.0054 |
0.5% |
29% |
False |
False |
16,490 |
| 100 |
1.1305 |
1.0333 |
0.0972 |
9.2% |
0.0045 |
0.4% |
29% |
False |
False |
13,193 |
| 120 |
1.1468 |
1.0333 |
0.1135 |
10.7% |
0.0038 |
0.4% |
25% |
False |
False |
10,994 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0941 |
|
2.618 |
1.0820 |
|
1.618 |
1.0746 |
|
1.000 |
1.0700 |
|
0.618 |
1.0672 |
|
HIGH |
1.0626 |
|
0.618 |
1.0598 |
|
0.500 |
1.0589 |
|
0.382 |
1.0580 |
|
LOW |
1.0552 |
|
0.618 |
1.0506 |
|
1.000 |
1.0478 |
|
1.618 |
1.0432 |
|
2.618 |
1.0358 |
|
4.250 |
1.0238 |
|
|
| Fisher Pivots for day following 20-Oct-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1.0609 |
1.0610 |
| PP |
1.0599 |
1.0601 |
| S1 |
1.0589 |
1.0592 |
|