CME Swiss Franc Future December 2014
| 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 |
1.0460 |
1.0495 |
0.0035 |
0.3% |
1.0513 |
| High |
1.0514 |
1.0495 |
-0.0019 |
-0.2% |
1.0546 |
| Low |
1.0444 |
1.0333 |
-0.0111 |
-1.1% |
1.0333 |
| Close |
1.0492 |
1.0338 |
-0.0154 |
-1.5% |
1.0338 |
| Range |
0.0070 |
0.0162 |
0.0092 |
131.4% |
0.0213 |
| ATR |
0.0066 |
0.0073 |
0.0007 |
10.3% |
0.0000 |
| Volume |
50,842 |
50,392 |
-450 |
-0.9% |
229,912 |
|
| Daily Pivots for day following 03-Oct-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0875 |
1.0768 |
1.0427 |
|
| R3 |
1.0713 |
1.0606 |
1.0383 |
|
| R2 |
1.0551 |
1.0551 |
1.0368 |
|
| R1 |
1.0444 |
1.0444 |
1.0353 |
1.0417 |
| PP |
1.0389 |
1.0389 |
1.0389 |
1.0375 |
| S1 |
1.0282 |
1.0282 |
1.0323 |
1.0255 |
| S2 |
1.0227 |
1.0227 |
1.0308 |
|
| S3 |
1.0065 |
1.0120 |
1.0293 |
|
| S4 |
0.9903 |
0.9958 |
1.0249 |
|
|
| Weekly Pivots for week ending 03-Oct-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1045 |
1.0904 |
1.0455 |
|
| R3 |
1.0832 |
1.0691 |
1.0397 |
|
| R2 |
1.0619 |
1.0619 |
1.0377 |
|
| R1 |
1.0478 |
1.0478 |
1.0358 |
1.0442 |
| PP |
1.0406 |
1.0406 |
1.0406 |
1.0388 |
| S1 |
1.0265 |
1.0265 |
1.0318 |
1.0229 |
| S2 |
1.0193 |
1.0193 |
1.0299 |
|
| S3 |
0.9980 |
1.0052 |
1.0279 |
|
| S4 |
0.9767 |
0.9839 |
1.0221 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0546 |
1.0333 |
0.0213 |
2.1% |
0.0088 |
0.9% |
2% |
False |
True |
45,982 |
| 10 |
1.0699 |
1.0333 |
0.0366 |
3.5% |
0.0076 |
0.7% |
1% |
False |
True |
39,721 |
| 20 |
1.0761 |
1.0333 |
0.0428 |
4.1% |
0.0076 |
0.7% |
1% |
False |
True |
37,414 |
| 40 |
1.1090 |
1.0333 |
0.0757 |
7.3% |
0.0063 |
0.6% |
1% |
False |
True |
19,294 |
| 60 |
1.1227 |
1.0333 |
0.0894 |
8.6% |
0.0050 |
0.5% |
1% |
False |
True |
12,872 |
| 80 |
1.1305 |
1.0333 |
0.0972 |
9.4% |
0.0041 |
0.4% |
1% |
False |
True |
9,658 |
| 100 |
1.1305 |
1.0333 |
0.0972 |
9.4% |
0.0034 |
0.3% |
1% |
False |
True |
7,727 |
| 120 |
1.1468 |
1.0333 |
0.1135 |
11.0% |
0.0029 |
0.3% |
0% |
False |
True |
6,440 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1184 |
|
2.618 |
1.0919 |
|
1.618 |
1.0757 |
|
1.000 |
1.0657 |
|
0.618 |
1.0595 |
|
HIGH |
1.0495 |
|
0.618 |
1.0433 |
|
0.500 |
1.0414 |
|
0.382 |
1.0395 |
|
LOW |
1.0333 |
|
0.618 |
1.0233 |
|
1.000 |
1.0171 |
|
1.618 |
1.0071 |
|
2.618 |
0.9909 |
|
4.250 |
0.9645 |
|
|
| Fisher Pivots for day following 03-Oct-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1.0414 |
1.0424 |
| PP |
1.0389 |
1.0395 |
| S1 |
1.0363 |
1.0367 |
|