CME Swiss Franc Future December 2014
| Trading Metrics calculated at close of trading on 09-Oct-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Oct-2014 |
09-Oct-2014 |
Change |
Change % |
Previous Week |
| Open |
1.0458 |
1.0505 |
0.0047 |
0.4% |
1.0513 |
| High |
1.0520 |
1.0564 |
0.0044 |
0.4% |
1.0546 |
| Low |
1.0422 |
1.0465 |
0.0043 |
0.4% |
1.0333 |
| Close |
1.0506 |
1.0485 |
-0.0021 |
-0.2% |
1.0338 |
| Range |
0.0098 |
0.0099 |
0.0001 |
1.0% |
0.0213 |
| ATR |
0.0078 |
0.0080 |
0.0001 |
1.9% |
0.0000 |
| Volume |
47,795 |
64,062 |
16,267 |
34.0% |
229,912 |
|
| Daily Pivots for day following 09-Oct-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0802 |
1.0742 |
1.0539 |
|
| R3 |
1.0703 |
1.0643 |
1.0512 |
|
| R2 |
1.0604 |
1.0604 |
1.0503 |
|
| R1 |
1.0544 |
1.0544 |
1.0494 |
1.0525 |
| PP |
1.0505 |
1.0505 |
1.0505 |
1.0495 |
| S1 |
1.0445 |
1.0445 |
1.0476 |
1.0426 |
| S2 |
1.0406 |
1.0406 |
1.0467 |
|
| S3 |
1.0307 |
1.0346 |
1.0458 |
|
| S4 |
1.0208 |
1.0247 |
1.0431 |
|
|
| 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 |
1.0564 |
1.0333 |
0.0231 |
2.2% |
0.0111 |
1.1% |
66% |
True |
False |
52,802 |
| 10 |
1.0577 |
1.0333 |
0.0244 |
2.3% |
0.0090 |
0.9% |
62% |
False |
False |
47,442 |
| 20 |
1.0761 |
1.0333 |
0.0428 |
4.1% |
0.0082 |
0.8% |
36% |
False |
False |
43,634 |
| 40 |
1.1090 |
1.0333 |
0.0757 |
7.2% |
0.0068 |
0.6% |
20% |
False |
False |
24,632 |
| 60 |
1.1157 |
1.0333 |
0.0824 |
7.9% |
0.0055 |
0.5% |
18% |
False |
False |
16,431 |
| 80 |
1.1305 |
1.0333 |
0.0972 |
9.3% |
0.0046 |
0.4% |
16% |
False |
False |
12,328 |
| 100 |
1.1305 |
1.0333 |
0.0972 |
9.3% |
0.0038 |
0.4% |
16% |
False |
False |
9,863 |
| 120 |
1.1468 |
1.0333 |
0.1135 |
10.8% |
0.0032 |
0.3% |
13% |
False |
False |
8,220 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0985 |
|
2.618 |
1.0823 |
|
1.618 |
1.0724 |
|
1.000 |
1.0663 |
|
0.618 |
1.0625 |
|
HIGH |
1.0564 |
|
0.618 |
1.0526 |
|
0.500 |
1.0515 |
|
0.382 |
1.0503 |
|
LOW |
1.0465 |
|
0.618 |
1.0404 |
|
1.000 |
1.0366 |
|
1.618 |
1.0305 |
|
2.618 |
1.0206 |
|
4.250 |
1.0044 |
|
|
| Fisher Pivots for day following 09-Oct-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1.0515 |
1.0483 |
| PP |
1.0505 |
1.0482 |
| S1 |
1.0495 |
1.0480 |
|