CME Swiss Franc Future December 2014
| Trading Metrics calculated at close of trading on 01-Oct-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Sep-2014 |
01-Oct-2014 |
Change |
Change % |
Previous Week |
| Open |
1.0518 |
1.0476 |
-0.0042 |
-0.4% |
1.0631 |
| High |
1.0533 |
1.0483 |
-0.0050 |
-0.5% |
1.0699 |
| Low |
1.0426 |
1.0428 |
0.0002 |
0.0% |
1.0511 |
| Close |
1.0479 |
1.0456 |
-0.0023 |
-0.2% |
1.0519 |
| Range |
0.0107 |
0.0055 |
-0.0052 |
-48.6% |
0.0188 |
| ATR |
0.0067 |
0.0066 |
-0.0001 |
-1.3% |
0.0000 |
| Volume |
54,207 |
40,755 |
-13,452 |
-24.8% |
167,300 |
|
| Daily Pivots for day following 01-Oct-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0621 |
1.0593 |
1.0486 |
|
| R3 |
1.0566 |
1.0538 |
1.0471 |
|
| R2 |
1.0511 |
1.0511 |
1.0466 |
|
| R1 |
1.0483 |
1.0483 |
1.0461 |
1.0470 |
| PP |
1.0456 |
1.0456 |
1.0456 |
1.0449 |
| S1 |
1.0428 |
1.0428 |
1.0451 |
1.0415 |
| S2 |
1.0401 |
1.0401 |
1.0446 |
|
| S3 |
1.0346 |
1.0373 |
1.0441 |
|
| S4 |
1.0291 |
1.0318 |
1.0426 |
|
|
| Weekly Pivots for week ending 26-Sep-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1140 |
1.1018 |
1.0622 |
|
| R3 |
1.0952 |
1.0830 |
1.0571 |
|
| R2 |
1.0764 |
1.0764 |
1.0553 |
|
| R1 |
1.0642 |
1.0642 |
1.0536 |
1.0609 |
| PP |
1.0576 |
1.0576 |
1.0576 |
1.0560 |
| S1 |
1.0454 |
1.0454 |
1.0502 |
1.0421 |
| S2 |
1.0388 |
1.0388 |
1.0485 |
|
| S3 |
1.0200 |
1.0266 |
1.0467 |
|
| S4 |
1.0012 |
1.0078 |
1.0416 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0586 |
1.0426 |
0.0160 |
1.5% |
0.0069 |
0.7% |
19% |
False |
False |
40,069 |
| 10 |
1.0723 |
1.0426 |
0.0297 |
2.8% |
0.0073 |
0.7% |
10% |
False |
False |
37,931 |
| 20 |
1.0908 |
1.0426 |
0.0482 |
4.6% |
0.0076 |
0.7% |
6% |
False |
False |
33,033 |
| 40 |
1.1090 |
1.0426 |
0.0664 |
6.4% |
0.0059 |
0.6% |
5% |
False |
False |
16,764 |
| 60 |
1.1243 |
1.0426 |
0.0817 |
7.8% |
0.0046 |
0.4% |
4% |
False |
False |
11,186 |
| 80 |
1.1305 |
1.0426 |
0.0879 |
8.4% |
0.0038 |
0.4% |
3% |
False |
False |
8,393 |
| 100 |
1.1305 |
1.0426 |
0.0879 |
8.4% |
0.0032 |
0.3% |
3% |
False |
False |
6,715 |
| 120 |
1.1468 |
1.0426 |
0.1042 |
10.0% |
0.0027 |
0.3% |
3% |
False |
False |
5,596 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0717 |
|
2.618 |
1.0627 |
|
1.618 |
1.0572 |
|
1.000 |
1.0538 |
|
0.618 |
1.0517 |
|
HIGH |
1.0483 |
|
0.618 |
1.0462 |
|
0.500 |
1.0456 |
|
0.382 |
1.0449 |
|
LOW |
1.0428 |
|
0.618 |
1.0394 |
|
1.000 |
1.0373 |
|
1.618 |
1.0339 |
|
2.618 |
1.0284 |
|
4.250 |
1.0194 |
|
|
| Fisher Pivots for day following 01-Oct-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1.0456 |
1.0486 |
| PP |
1.0456 |
1.0476 |
| S1 |
1.0456 |
1.0466 |
|