CME Swiss Franc Future March 2015
| Trading Metrics calculated at close of trading on 03-Oct-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Oct-2014 |
03-Oct-2014 |
Change |
Change % |
Previous Week |
| Open |
1.0465 |
1.0493 |
0.0028 |
0.3% |
1.0542 |
| High |
1.0516 |
1.0493 |
-0.0023 |
-0.2% |
1.0557 |
| Low |
1.0465 |
1.0351 |
-0.0114 |
-1.1% |
1.0351 |
| Close |
1.0505 |
1.0351 |
-0.0154 |
-1.5% |
1.0351 |
| Range |
0.0051 |
0.0142 |
0.0091 |
178.4% |
0.0206 |
| ATR |
0.0043 |
0.0050 |
0.0008 |
18.7% |
0.0000 |
| Volume |
4 |
4 |
0 |
0.0% |
54 |
|
| Daily Pivots for day following 03-Oct-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0824 |
1.0730 |
1.0429 |
|
| R3 |
1.0682 |
1.0588 |
1.0390 |
|
| R2 |
1.0540 |
1.0540 |
1.0377 |
|
| R1 |
1.0446 |
1.0446 |
1.0364 |
1.0422 |
| PP |
1.0398 |
1.0398 |
1.0398 |
1.0387 |
| S1 |
1.0304 |
1.0304 |
1.0338 |
1.0280 |
| S2 |
1.0256 |
1.0256 |
1.0325 |
|
| S3 |
1.0114 |
1.0162 |
1.0312 |
|
| S4 |
0.9972 |
1.0020 |
1.0273 |
|
|
| Weekly Pivots for week ending 03-Oct-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1038 |
1.0900 |
1.0464 |
|
| R3 |
1.0832 |
1.0694 |
1.0408 |
|
| R2 |
1.0626 |
1.0626 |
1.0389 |
|
| R1 |
1.0488 |
1.0488 |
1.0370 |
1.0454 |
| PP |
1.0420 |
1.0420 |
1.0420 |
1.0403 |
| S1 |
1.0282 |
1.0282 |
1.0332 |
1.0248 |
| S2 |
1.0214 |
1.0214 |
1.0313 |
|
| S3 |
1.0008 |
1.0076 |
1.0294 |
|
| S4 |
0.9802 |
0.9870 |
1.0238 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0557 |
1.0351 |
0.0206 |
2.0% |
0.0057 |
0.6% |
0% |
False |
True |
10 |
| 10 |
1.0668 |
1.0351 |
0.0317 |
3.1% |
0.0032 |
0.3% |
0% |
False |
True |
8 |
| 20 |
1.0765 |
1.0351 |
0.0414 |
4.0% |
0.0033 |
0.3% |
0% |
False |
True |
16 |
| 40 |
1.1100 |
1.0351 |
0.0749 |
7.2% |
0.0021 |
0.2% |
0% |
False |
True |
8 |
| 60 |
1.1239 |
1.0351 |
0.0888 |
8.6% |
0.0014 |
0.1% |
0% |
False |
True |
8 |
| 80 |
1.1309 |
1.0351 |
0.0958 |
9.3% |
0.0012 |
0.1% |
0% |
False |
True |
7 |
| 100 |
1.1309 |
1.0351 |
0.0958 |
9.3% |
0.0009 |
0.1% |
0% |
False |
True |
6 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1097 |
|
2.618 |
1.0865 |
|
1.618 |
1.0723 |
|
1.000 |
1.0635 |
|
0.618 |
1.0581 |
|
HIGH |
1.0493 |
|
0.618 |
1.0439 |
|
0.500 |
1.0422 |
|
0.382 |
1.0405 |
|
LOW |
1.0351 |
|
0.618 |
1.0263 |
|
1.000 |
1.0209 |
|
1.618 |
1.0121 |
|
2.618 |
0.9979 |
|
4.250 |
0.9748 |
|
|
| Fisher Pivots for day following 03-Oct-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1.0422 |
1.0434 |
| PP |
1.0398 |
1.0406 |
| S1 |
1.0375 |
1.0379 |
|