CME Swiss Franc Future December 2014
| Trading Metrics calculated at close of trading on 07-Oct-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Oct-2014 |
07-Oct-2014 |
Change |
Change % |
Previous Week |
| Open |
1.0346 |
1.0443 |
0.0097 |
0.9% |
1.0513 |
| High |
1.0458 |
1.0470 |
0.0012 |
0.1% |
1.0546 |
| Low |
1.0335 |
1.0396 |
0.0061 |
0.6% |
1.0333 |
| Close |
1.0416 |
1.0453 |
0.0037 |
0.4% |
1.0338 |
| Range |
0.0123 |
0.0074 |
-0.0049 |
-39.8% |
0.0213 |
| ATR |
0.0077 |
0.0077 |
0.0000 |
-0.3% |
0.0000 |
| Volume |
49,660 |
52,101 |
2,441 |
4.9% |
229,912 |
|
| Daily Pivots for day following 07-Oct-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0662 |
1.0631 |
1.0494 |
|
| R3 |
1.0588 |
1.0557 |
1.0473 |
|
| R2 |
1.0514 |
1.0514 |
1.0467 |
|
| R1 |
1.0483 |
1.0483 |
1.0460 |
1.0499 |
| PP |
1.0440 |
1.0440 |
1.0440 |
1.0447 |
| S1 |
1.0409 |
1.0409 |
1.0446 |
1.0425 |
| S2 |
1.0366 |
1.0366 |
1.0439 |
|
| S3 |
1.0292 |
1.0335 |
1.0433 |
|
| S4 |
1.0218 |
1.0261 |
1.0412 |
|
|
| 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 |
1.0514 |
1.0333 |
0.0181 |
1.7% |
0.0097 |
0.9% |
66% |
False |
False |
48,750 |
| 10 |
1.0658 |
1.0333 |
0.0325 |
3.1% |
0.0085 |
0.8% |
37% |
False |
False |
43,593 |
| 20 |
1.0761 |
1.0333 |
0.0428 |
4.1% |
0.0079 |
0.8% |
28% |
False |
False |
41,095 |
| 40 |
1.1090 |
1.0333 |
0.0757 |
7.2% |
0.0065 |
0.6% |
16% |
False |
False |
21,836 |
| 60 |
1.1217 |
1.0333 |
0.0884 |
8.5% |
0.0053 |
0.5% |
14% |
False |
False |
14,568 |
| 80 |
1.1305 |
1.0333 |
0.0972 |
9.3% |
0.0044 |
0.4% |
12% |
False |
False |
10,930 |
| 100 |
1.1305 |
1.0333 |
0.0972 |
9.3% |
0.0036 |
0.3% |
12% |
False |
False |
8,745 |
| 120 |
1.1468 |
1.0333 |
0.1135 |
10.9% |
0.0031 |
0.3% |
11% |
False |
False |
7,288 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0785 |
|
2.618 |
1.0664 |
|
1.618 |
1.0590 |
|
1.000 |
1.0544 |
|
0.618 |
1.0516 |
|
HIGH |
1.0470 |
|
0.618 |
1.0442 |
|
0.500 |
1.0433 |
|
0.382 |
1.0424 |
|
LOW |
1.0396 |
|
0.618 |
1.0350 |
|
1.000 |
1.0322 |
|
1.618 |
1.0276 |
|
2.618 |
1.0202 |
|
4.250 |
1.0082 |
|
|
| Fisher Pivots for day following 07-Oct-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1.0446 |
1.0440 |
| PP |
1.0440 |
1.0427 |
| S1 |
1.0433 |
1.0414 |
|