CME Swiss Franc Future March 2015
| Trading Metrics calculated at close of trading on 02-Oct-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Oct-2014 |
02-Oct-2014 |
Change |
Change % |
Previous Week |
| Open |
1.0491 |
1.0465 |
-0.0026 |
-0.2% |
1.0648 |
| High |
1.0491 |
1.0516 |
0.0025 |
0.2% |
1.0668 |
| Low |
1.0469 |
1.0465 |
-0.0004 |
0.0% |
1.0530 |
| Close |
1.0469 |
1.0505 |
0.0036 |
0.3% |
1.0531 |
| Range |
0.0022 |
0.0051 |
0.0029 |
131.8% |
0.0138 |
| ATR |
0.0042 |
0.0043 |
0.0001 |
1.6% |
0.0000 |
| Volume |
8 |
4 |
-4 |
-50.0% |
35 |
|
| Daily Pivots for day following 02-Oct-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0648 |
1.0628 |
1.0533 |
|
| R3 |
1.0597 |
1.0577 |
1.0519 |
|
| R2 |
1.0546 |
1.0546 |
1.0514 |
|
| R1 |
1.0526 |
1.0526 |
1.0510 |
1.0536 |
| PP |
1.0495 |
1.0495 |
1.0495 |
1.0501 |
| S1 |
1.0475 |
1.0475 |
1.0500 |
1.0485 |
| S2 |
1.0444 |
1.0444 |
1.0496 |
|
| S3 |
1.0393 |
1.0424 |
1.0491 |
|
| S4 |
1.0342 |
1.0373 |
1.0477 |
|
|
| Weekly Pivots for week ending 26-Sep-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0990 |
1.0899 |
1.0607 |
|
| R3 |
1.0852 |
1.0761 |
1.0569 |
|
| R2 |
1.0714 |
1.0714 |
1.0556 |
|
| R1 |
1.0623 |
1.0623 |
1.0544 |
1.0600 |
| PP |
1.0576 |
1.0576 |
1.0576 |
1.0565 |
| S1 |
1.0485 |
1.0485 |
1.0518 |
1.0462 |
| S2 |
1.0438 |
1.0438 |
1.0506 |
|
| S3 |
1.0300 |
1.0347 |
1.0493 |
|
| S4 |
1.0162 |
1.0209 |
1.0455 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0562 |
1.0443 |
0.0119 |
1.1% |
0.0035 |
0.3% |
52% |
False |
False |
11 |
| 10 |
1.0675 |
1.0443 |
0.0232 |
2.2% |
0.0020 |
0.2% |
27% |
False |
False |
13 |
| 20 |
1.0771 |
1.0443 |
0.0328 |
3.1% |
0.0026 |
0.2% |
19% |
False |
False |
16 |
| 40 |
1.1100 |
1.0443 |
0.0657 |
6.3% |
0.0018 |
0.2% |
9% |
False |
False |
8 |
| 60 |
1.1239 |
1.0443 |
0.0796 |
7.6% |
0.0012 |
0.1% |
8% |
False |
False |
8 |
| 80 |
1.1309 |
1.0443 |
0.0866 |
8.2% |
0.0010 |
0.1% |
7% |
False |
False |
7 |
| 100 |
1.1309 |
1.0443 |
0.0866 |
8.2% |
0.0008 |
0.1% |
7% |
False |
False |
6 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0733 |
|
2.618 |
1.0650 |
|
1.618 |
1.0599 |
|
1.000 |
1.0567 |
|
0.618 |
1.0548 |
|
HIGH |
1.0516 |
|
0.618 |
1.0497 |
|
0.500 |
1.0491 |
|
0.382 |
1.0484 |
|
LOW |
1.0465 |
|
0.618 |
1.0433 |
|
1.000 |
1.0414 |
|
1.618 |
1.0382 |
|
2.618 |
1.0331 |
|
4.250 |
1.0248 |
|
|
| Fisher Pivots for day following 02-Oct-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1.0500 |
1.0497 |
| PP |
1.0495 |
1.0488 |
| S1 |
1.0491 |
1.0480 |
|