CME Swiss Franc Future December 2014
| Trading Metrics calculated at close of trading on 28-Oct-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Oct-2014 |
28-Oct-2014 |
Change |
Change % |
Previous Week |
| Open |
1.0509 |
1.0533 |
0.0024 |
0.2% |
1.0569 |
| High |
1.0555 |
1.0591 |
0.0036 |
0.3% |
1.0645 |
| Low |
1.0506 |
1.0517 |
0.0011 |
0.1% |
1.0464 |
| Close |
1.0545 |
1.0565 |
0.0020 |
0.2% |
1.0504 |
| Range |
0.0049 |
0.0074 |
0.0025 |
51.0% |
0.0181 |
| ATR |
0.0083 |
0.0082 |
-0.0001 |
-0.7% |
0.0000 |
| Volume |
29,064 |
32,809 |
3,745 |
12.9% |
154,065 |
|
| Daily Pivots for day following 28-Oct-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0780 |
1.0746 |
1.0606 |
|
| R3 |
1.0706 |
1.0672 |
1.0585 |
|
| R2 |
1.0632 |
1.0632 |
1.0579 |
|
| R1 |
1.0598 |
1.0598 |
1.0572 |
1.0615 |
| PP |
1.0558 |
1.0558 |
1.0558 |
1.0566 |
| S1 |
1.0524 |
1.0524 |
1.0558 |
1.0541 |
| S2 |
1.0484 |
1.0484 |
1.0551 |
|
| S3 |
1.0410 |
1.0450 |
1.0545 |
|
| S4 |
1.0336 |
1.0376 |
1.0524 |
|
|
| Weekly Pivots for week ending 24-Oct-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1081 |
1.0973 |
1.0604 |
|
| R3 |
1.0900 |
1.0792 |
1.0554 |
|
| R2 |
1.0719 |
1.0719 |
1.0537 |
|
| R1 |
1.0611 |
1.0611 |
1.0521 |
1.0575 |
| PP |
1.0538 |
1.0538 |
1.0538 |
1.0519 |
| S1 |
1.0430 |
1.0430 |
1.0487 |
1.0394 |
| S2 |
1.0357 |
1.0357 |
1.0471 |
|
| S3 |
1.0176 |
1.0249 |
1.0454 |
|
| S4 |
0.9995 |
1.0068 |
1.0404 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0591 |
1.0464 |
0.0127 |
1.2% |
0.0060 |
0.6% |
80% |
True |
False |
30,194 |
| 10 |
1.0688 |
1.0462 |
0.0226 |
2.1% |
0.0089 |
0.8% |
46% |
False |
False |
42,841 |
| 20 |
1.0688 |
1.0333 |
0.0355 |
3.4% |
0.0091 |
0.9% |
65% |
False |
False |
43,934 |
| 40 |
1.0909 |
1.0333 |
0.0576 |
5.5% |
0.0083 |
0.8% |
40% |
False |
False |
37,492 |
| 60 |
1.1090 |
1.0333 |
0.0757 |
7.2% |
0.0069 |
0.7% |
31% |
False |
False |
25,142 |
| 80 |
1.1243 |
1.0333 |
0.0910 |
8.6% |
0.0057 |
0.5% |
25% |
False |
False |
18,863 |
| 100 |
1.1305 |
1.0333 |
0.0972 |
9.2% |
0.0049 |
0.5% |
24% |
False |
False |
15,094 |
| 120 |
1.1305 |
1.0333 |
0.0972 |
9.2% |
0.0042 |
0.4% |
24% |
False |
False |
12,578 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0906 |
|
2.618 |
1.0785 |
|
1.618 |
1.0711 |
|
1.000 |
1.0665 |
|
0.618 |
1.0637 |
|
HIGH |
1.0591 |
|
0.618 |
1.0563 |
|
0.500 |
1.0554 |
|
0.382 |
1.0545 |
|
LOW |
1.0517 |
|
0.618 |
1.0471 |
|
1.000 |
1.0443 |
|
1.618 |
1.0397 |
|
2.618 |
1.0323 |
|
4.250 |
1.0203 |
|
|
| Fisher Pivots for day following 28-Oct-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1.0561 |
1.0555 |
| PP |
1.0558 |
1.0545 |
| S1 |
1.0554 |
1.0535 |
|