CME Swiss Franc Future December 2014
| Trading Metrics calculated at close of trading on 23-Oct-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Oct-2014 |
23-Oct-2014 |
Change |
Change % |
Previous Week |
| Open |
1.0538 |
1.0488 |
-0.0050 |
-0.5% |
1.0458 |
| High |
1.0560 |
1.0511 |
-0.0049 |
-0.5% |
1.0688 |
| Low |
1.0484 |
1.0464 |
-0.0020 |
-0.2% |
1.0454 |
| Close |
1.0488 |
1.0488 |
0.0000 |
0.0% |
1.0581 |
| Range |
0.0076 |
0.0047 |
-0.0029 |
-38.2% |
0.0234 |
| ATR |
0.0091 |
0.0087 |
-0.0003 |
-3.4% |
0.0000 |
| Volume |
36,325 |
28,797 |
-7,528 |
-20.7% |
273,426 |
|
| Daily Pivots for day following 23-Oct-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0629 |
1.0605 |
1.0514 |
|
| R3 |
1.0582 |
1.0558 |
1.0501 |
|
| R2 |
1.0535 |
1.0535 |
1.0497 |
|
| R1 |
1.0511 |
1.0511 |
1.0492 |
1.0512 |
| PP |
1.0488 |
1.0488 |
1.0488 |
1.0488 |
| S1 |
1.0464 |
1.0464 |
1.0484 |
1.0465 |
| S2 |
1.0441 |
1.0441 |
1.0479 |
|
| S3 |
1.0394 |
1.0417 |
1.0475 |
|
| S4 |
1.0347 |
1.0370 |
1.0462 |
|
|
| 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 |
1.0645 |
1.0464 |
0.0181 |
1.7% |
0.0077 |
0.7% |
13% |
False |
True |
32,511 |
| 10 |
1.0688 |
1.0430 |
0.0258 |
2.5% |
0.0097 |
0.9% |
22% |
False |
False |
43,723 |
| 20 |
1.0688 |
1.0333 |
0.0355 |
3.4% |
0.0094 |
0.9% |
44% |
False |
False |
45,583 |
| 40 |
1.0966 |
1.0333 |
0.0633 |
6.0% |
0.0082 |
0.8% |
24% |
False |
False |
35,436 |
| 60 |
1.1090 |
1.0333 |
0.0757 |
7.2% |
0.0068 |
0.6% |
20% |
False |
False |
23,712 |
| 80 |
1.1264 |
1.0333 |
0.0931 |
8.9% |
0.0056 |
0.5% |
17% |
False |
False |
17,791 |
| 100 |
1.1305 |
1.0333 |
0.0972 |
9.3% |
0.0047 |
0.4% |
16% |
False |
False |
14,235 |
| 120 |
1.1468 |
1.0333 |
0.1135 |
10.8% |
0.0040 |
0.4% |
14% |
False |
False |
11,863 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0711 |
|
2.618 |
1.0634 |
|
1.618 |
1.0587 |
|
1.000 |
1.0558 |
|
0.618 |
1.0540 |
|
HIGH |
1.0511 |
|
0.618 |
1.0493 |
|
0.500 |
1.0488 |
|
0.382 |
1.0482 |
|
LOW |
1.0464 |
|
0.618 |
1.0435 |
|
1.000 |
1.0417 |
|
1.618 |
1.0388 |
|
2.618 |
1.0341 |
|
4.250 |
1.0264 |
|
|
| Fisher Pivots for day following 23-Oct-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1.0488 |
1.0555 |
| PP |
1.0488 |
1.0532 |
| S1 |
1.0488 |
1.0510 |
|