CME Swiss Franc Future March 2015
| Trading Metrics calculated at close of trading on 31-Oct-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Oct-2014 |
31-Oct-2014 |
Change |
Change % |
Previous Week |
| Open |
1.0460 |
1.0433 |
-0.0027 |
-0.3% |
1.0537 |
| High |
1.0486 |
1.0438 |
-0.0048 |
-0.5% |
1.0592 |
| Low |
1.0420 |
1.0368 |
-0.0052 |
-0.5% |
1.0368 |
| Close |
1.0474 |
1.0402 |
-0.0072 |
-0.7% |
1.0402 |
| Range |
0.0066 |
0.0070 |
0.0004 |
6.1% |
0.0224 |
| ATR |
0.0057 |
0.0060 |
0.0004 |
6.2% |
0.0000 |
| Volume |
9 |
10 |
1 |
11.1% |
85 |
|
| Daily Pivots for day following 31-Oct-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0613 |
1.0577 |
1.0441 |
|
| R3 |
1.0543 |
1.0507 |
1.0421 |
|
| R2 |
1.0473 |
1.0473 |
1.0415 |
|
| R1 |
1.0437 |
1.0437 |
1.0408 |
1.0420 |
| PP |
1.0403 |
1.0403 |
1.0403 |
1.0394 |
| S1 |
1.0367 |
1.0367 |
1.0396 |
1.0350 |
| S2 |
1.0333 |
1.0333 |
1.0389 |
|
| S3 |
1.0263 |
1.0297 |
1.0383 |
|
| S4 |
1.0193 |
1.0227 |
1.0364 |
|
|
| Weekly Pivots for week ending 31-Oct-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1126 |
1.0988 |
1.0525 |
|
| R3 |
1.0902 |
1.0764 |
1.0464 |
|
| R2 |
1.0678 |
1.0678 |
1.0443 |
|
| R1 |
1.0540 |
1.0540 |
1.0423 |
1.0497 |
| PP |
1.0454 |
1.0454 |
1.0454 |
1.0433 |
| S1 |
1.0316 |
1.0316 |
1.0381 |
1.0273 |
| S2 |
1.0230 |
1.0230 |
1.0361 |
|
| S3 |
1.0006 |
1.0092 |
1.0340 |
|
| S4 |
0.9782 |
0.9868 |
1.0279 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0592 |
1.0368 |
0.0224 |
2.2% |
0.0060 |
0.6% |
15% |
False |
True |
17 |
| 10 |
1.0631 |
1.0368 |
0.0263 |
2.5% |
0.0046 |
0.4% |
13% |
False |
True |
16 |
| 20 |
1.0642 |
1.0361 |
0.0281 |
2.7% |
0.0045 |
0.4% |
15% |
False |
False |
23 |
| 40 |
1.0765 |
1.0351 |
0.0414 |
4.0% |
0.0039 |
0.4% |
12% |
False |
False |
20 |
| 60 |
1.1100 |
1.0351 |
0.0749 |
7.2% |
0.0029 |
0.3% |
7% |
False |
False |
13 |
| 80 |
1.1239 |
1.0351 |
0.0888 |
8.5% |
0.0022 |
0.2% |
6% |
False |
False |
12 |
| 100 |
1.1309 |
1.0351 |
0.0958 |
9.2% |
0.0018 |
0.2% |
5% |
False |
False |
10 |
| 120 |
1.1309 |
1.0351 |
0.0958 |
9.2% |
0.0015 |
0.1% |
5% |
False |
False |
9 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0736 |
|
2.618 |
1.0621 |
|
1.618 |
1.0551 |
|
1.000 |
1.0508 |
|
0.618 |
1.0481 |
|
HIGH |
1.0438 |
|
0.618 |
1.0411 |
|
0.500 |
1.0403 |
|
0.382 |
1.0395 |
|
LOW |
1.0368 |
|
0.618 |
1.0325 |
|
1.000 |
1.0298 |
|
1.618 |
1.0255 |
|
2.618 |
1.0185 |
|
4.250 |
1.0071 |
|
|
| Fisher Pivots for day following 31-Oct-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1.0403 |
1.0473 |
| PP |
1.0403 |
1.0449 |
| S1 |
1.0402 |
1.0426 |
|