CME Swiss Franc Future December 2014
| Trading Metrics calculated at close of trading on 21-Oct-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Oct-2014 |
21-Oct-2014 |
Change |
Change % |
Previous Week |
| Open |
1.0569 |
1.0607 |
0.0038 |
0.4% |
1.0458 |
| High |
1.0626 |
1.0645 |
0.0019 |
0.2% |
1.0688 |
| Low |
1.0552 |
1.0537 |
-0.0015 |
-0.1% |
1.0454 |
| Close |
1.0619 |
1.0549 |
-0.0070 |
-0.7% |
1.0581 |
| Range |
0.0074 |
0.0108 |
0.0034 |
45.9% |
0.0234 |
| ATR |
0.0090 |
0.0092 |
0.0001 |
1.4% |
0.0000 |
| Volume |
25,810 |
39,156 |
13,346 |
51.7% |
273,426 |
|
| Daily Pivots for day following 21-Oct-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0901 |
1.0833 |
1.0608 |
|
| R3 |
1.0793 |
1.0725 |
1.0579 |
|
| R2 |
1.0685 |
1.0685 |
1.0569 |
|
| R1 |
1.0617 |
1.0617 |
1.0559 |
1.0597 |
| PP |
1.0577 |
1.0577 |
1.0577 |
1.0567 |
| S1 |
1.0509 |
1.0509 |
1.0539 |
1.0489 |
| S2 |
1.0469 |
1.0469 |
1.0529 |
|
| S3 |
1.0361 |
1.0401 |
1.0519 |
|
| S4 |
1.0253 |
1.0293 |
1.0490 |
|
|
| 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% |
0.0117 |
1.1% |
38% |
False |
False |
55,487 |
| 10 |
1.0688 |
1.0422 |
0.0266 |
2.5% |
0.0104 |
1.0% |
48% |
False |
False |
48,397 |
| 20 |
1.0688 |
1.0333 |
0.0355 |
3.4% |
0.0095 |
0.9% |
61% |
False |
False |
45,995 |
| 40 |
1.0966 |
1.0333 |
0.0633 |
6.0% |
0.0081 |
0.8% |
34% |
False |
False |
33,916 |
| 60 |
1.1090 |
1.0333 |
0.0757 |
7.2% |
0.0067 |
0.6% |
29% |
False |
False |
22,628 |
| 80 |
1.1305 |
1.0333 |
0.0972 |
9.2% |
0.0055 |
0.5% |
22% |
False |
False |
16,979 |
| 100 |
1.1305 |
1.0333 |
0.0972 |
9.2% |
0.0046 |
0.4% |
22% |
False |
False |
13,584 |
| 120 |
1.1468 |
1.0333 |
0.1135 |
10.8% |
0.0039 |
0.4% |
19% |
False |
False |
11,321 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1104 |
|
2.618 |
1.0928 |
|
1.618 |
1.0820 |
|
1.000 |
1.0753 |
|
0.618 |
1.0712 |
|
HIGH |
1.0645 |
|
0.618 |
1.0604 |
|
0.500 |
1.0591 |
|
0.382 |
1.0578 |
|
LOW |
1.0537 |
|
0.618 |
1.0470 |
|
1.000 |
1.0429 |
|
1.618 |
1.0362 |
|
2.618 |
1.0254 |
|
4.250 |
1.0078 |
|
|
| Fisher Pivots for day following 21-Oct-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1.0591 |
1.0591 |
| PP |
1.0577 |
1.0577 |
| S1 |
1.0563 |
1.0563 |
|