CME Swiss Franc Future March 2015
| Trading Metrics calculated at close of trading on 09-Oct-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Oct-2014 |
09-Oct-2014 |
Change |
Change % |
Previous Week |
| Open |
1.0517 |
1.0542 |
0.0025 |
0.2% |
1.0542 |
| High |
1.0517 |
1.0542 |
0.0025 |
0.2% |
1.0557 |
| Low |
1.0517 |
1.0496 |
-0.0021 |
-0.2% |
1.0351 |
| Close |
1.0517 |
1.0496 |
-0.0021 |
-0.2% |
1.0351 |
| Range |
0.0000 |
0.0046 |
0.0046 |
|
0.0206 |
| ATR |
0.0052 |
0.0052 |
0.0000 |
-0.8% |
0.0000 |
| Volume |
5 |
1 |
-4 |
-80.0% |
54 |
|
| Daily Pivots for day following 09-Oct-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0649 |
1.0619 |
1.0521 |
|
| R3 |
1.0603 |
1.0573 |
1.0509 |
|
| R2 |
1.0557 |
1.0557 |
1.0504 |
|
| R1 |
1.0527 |
1.0527 |
1.0500 |
1.0519 |
| PP |
1.0511 |
1.0511 |
1.0511 |
1.0508 |
| S1 |
1.0481 |
1.0481 |
1.0492 |
1.0473 |
| S2 |
1.0465 |
1.0465 |
1.0488 |
|
| S3 |
1.0419 |
1.0435 |
1.0483 |
|
| S4 |
1.0373 |
1.0389 |
1.0471 |
|
|
| 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 |
1.0542 |
1.0351 |
0.0191 |
1.8% |
0.0061 |
0.6% |
76% |
True |
False |
9 |
| 10 |
1.0562 |
1.0351 |
0.0211 |
2.0% |
0.0048 |
0.5% |
69% |
False |
False |
10 |
| 20 |
1.0765 |
1.0351 |
0.0414 |
3.9% |
0.0037 |
0.4% |
35% |
False |
False |
10 |
| 40 |
1.1100 |
1.0351 |
0.0749 |
7.1% |
0.0025 |
0.2% |
19% |
False |
False |
9 |
| 60 |
1.1167 |
1.0351 |
0.0816 |
7.8% |
0.0017 |
0.2% |
18% |
False |
False |
7 |
| 80 |
1.1309 |
1.0351 |
0.0958 |
9.1% |
0.0014 |
0.1% |
15% |
False |
False |
8 |
| 100 |
1.1309 |
1.0351 |
0.0958 |
9.1% |
0.0011 |
0.1% |
15% |
False |
False |
6 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0738 |
|
2.618 |
1.0662 |
|
1.618 |
1.0616 |
|
1.000 |
1.0588 |
|
0.618 |
1.0570 |
|
HIGH |
1.0542 |
|
0.618 |
1.0524 |
|
0.500 |
1.0519 |
|
0.382 |
1.0514 |
|
LOW |
1.0496 |
|
0.618 |
1.0468 |
|
1.000 |
1.0450 |
|
1.618 |
1.0422 |
|
2.618 |
1.0376 |
|
4.250 |
1.0301 |
|
|
| Fisher Pivots for day following 09-Oct-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1.0519 |
1.0492 |
| PP |
1.0511 |
1.0488 |
| S1 |
1.0504 |
1.0484 |
|