CME Swiss Franc Future December 2014
| Trading Metrics calculated at close of trading on 08-Oct-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Oct-2014 |
08-Oct-2014 |
Change |
Change % |
Previous Week |
| Open |
1.0443 |
1.0458 |
0.0015 |
0.1% |
1.0513 |
| High |
1.0470 |
1.0520 |
0.0050 |
0.5% |
1.0546 |
| Low |
1.0396 |
1.0422 |
0.0026 |
0.3% |
1.0333 |
| Close |
1.0453 |
1.0506 |
0.0053 |
0.5% |
1.0338 |
| Range |
0.0074 |
0.0098 |
0.0024 |
32.4% |
0.0213 |
| ATR |
0.0077 |
0.0078 |
0.0002 |
2.0% |
0.0000 |
| Volume |
52,101 |
47,795 |
-4,306 |
-8.3% |
229,912 |
|
| Daily Pivots for day following 08-Oct-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0777 |
1.0739 |
1.0560 |
|
| R3 |
1.0679 |
1.0641 |
1.0533 |
|
| R2 |
1.0581 |
1.0581 |
1.0524 |
|
| R1 |
1.0543 |
1.0543 |
1.0515 |
1.0562 |
| PP |
1.0483 |
1.0483 |
1.0483 |
1.0492 |
| S1 |
1.0445 |
1.0445 |
1.0497 |
1.0464 |
| S2 |
1.0385 |
1.0385 |
1.0488 |
|
| S3 |
1.0287 |
1.0347 |
1.0479 |
|
| S4 |
1.0189 |
1.0249 |
1.0452 |
|
|
| 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 |
1.0520 |
1.0333 |
0.0187 |
1.8% |
0.0105 |
1.0% |
93% |
True |
False |
50,158 |
| 10 |
1.0586 |
1.0333 |
0.0253 |
2.4% |
0.0087 |
0.8% |
68% |
False |
False |
45,113 |
| 20 |
1.0761 |
1.0333 |
0.0428 |
4.1% |
0.0080 |
0.8% |
40% |
False |
False |
41,463 |
| 40 |
1.1090 |
1.0333 |
0.0757 |
7.2% |
0.0067 |
0.6% |
23% |
False |
False |
23,031 |
| 60 |
1.1160 |
1.0333 |
0.0827 |
7.9% |
0.0054 |
0.5% |
21% |
False |
False |
15,364 |
| 80 |
1.1305 |
1.0333 |
0.0972 |
9.3% |
0.0044 |
0.4% |
18% |
False |
False |
11,528 |
| 100 |
1.1305 |
1.0333 |
0.0972 |
9.3% |
0.0037 |
0.4% |
18% |
False |
False |
9,223 |
| 120 |
1.1468 |
1.0333 |
0.1135 |
10.8% |
0.0031 |
0.3% |
15% |
False |
False |
7,686 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0937 |
|
2.618 |
1.0777 |
|
1.618 |
1.0679 |
|
1.000 |
1.0618 |
|
0.618 |
1.0581 |
|
HIGH |
1.0520 |
|
0.618 |
1.0483 |
|
0.500 |
1.0471 |
|
0.382 |
1.0459 |
|
LOW |
1.0422 |
|
0.618 |
1.0361 |
|
1.000 |
1.0324 |
|
1.618 |
1.0263 |
|
2.618 |
1.0165 |
|
4.250 |
1.0006 |
|
|
| Fisher Pivots for day following 08-Oct-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1.0494 |
1.0480 |
| PP |
1.0483 |
1.0454 |
| S1 |
1.0471 |
1.0428 |
|