CME Swiss Franc Future December 2014
| Trading Metrics calculated at close of trading on 10-Oct-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Oct-2014 |
10-Oct-2014 |
Change |
Change % |
Previous Week |
| Open |
1.0505 |
1.0483 |
-0.0022 |
-0.2% |
1.0346 |
| High |
1.0564 |
1.0501 |
-0.0063 |
-0.6% |
1.0564 |
| Low |
1.0465 |
1.0430 |
-0.0035 |
-0.3% |
1.0335 |
| Close |
1.0485 |
1.0443 |
-0.0042 |
-0.4% |
1.0443 |
| Range |
0.0099 |
0.0071 |
-0.0028 |
-28.3% |
0.0229 |
| ATR |
0.0080 |
0.0079 |
-0.0001 |
-0.8% |
0.0000 |
| Volume |
64,062 |
33,721 |
-30,341 |
-47.4% |
247,339 |
|
| Daily Pivots for day following 10-Oct-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0671 |
1.0628 |
1.0482 |
|
| R3 |
1.0600 |
1.0557 |
1.0463 |
|
| R2 |
1.0529 |
1.0529 |
1.0456 |
|
| R1 |
1.0486 |
1.0486 |
1.0450 |
1.0472 |
| PP |
1.0458 |
1.0458 |
1.0458 |
1.0451 |
| S1 |
1.0415 |
1.0415 |
1.0436 |
1.0401 |
| S2 |
1.0387 |
1.0387 |
1.0430 |
|
| S3 |
1.0316 |
1.0344 |
1.0423 |
|
| S4 |
1.0245 |
1.0273 |
1.0404 |
|
|
| Weekly Pivots for week ending 10-Oct-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1134 |
1.1018 |
1.0569 |
|
| R3 |
1.0905 |
1.0789 |
1.0506 |
|
| R2 |
1.0676 |
1.0676 |
1.0485 |
|
| R1 |
1.0560 |
1.0560 |
1.0464 |
1.0618 |
| PP |
1.0447 |
1.0447 |
1.0447 |
1.0477 |
| S1 |
1.0331 |
1.0331 |
1.0422 |
1.0389 |
| S2 |
1.0218 |
1.0218 |
1.0401 |
|
| S3 |
0.9989 |
1.0102 |
1.0380 |
|
| S4 |
0.9760 |
0.9873 |
1.0317 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0564 |
1.0335 |
0.0229 |
2.2% |
0.0093 |
0.9% |
47% |
False |
False |
49,467 |
| 10 |
1.0564 |
1.0333 |
0.0231 |
2.2% |
0.0091 |
0.9% |
48% |
False |
False |
47,725 |
| 20 |
1.0761 |
1.0333 |
0.0428 |
4.1% |
0.0083 |
0.8% |
26% |
False |
False |
42,635 |
| 40 |
1.1090 |
1.0333 |
0.0757 |
7.2% |
0.0069 |
0.7% |
15% |
False |
False |
25,474 |
| 60 |
1.1155 |
1.0333 |
0.0822 |
7.9% |
0.0056 |
0.5% |
13% |
False |
False |
16,992 |
| 80 |
1.1305 |
1.0333 |
0.0972 |
9.3% |
0.0046 |
0.4% |
11% |
False |
False |
12,750 |
| 100 |
1.1305 |
1.0333 |
0.0972 |
9.3% |
0.0039 |
0.4% |
11% |
False |
False |
10,200 |
| 120 |
1.1468 |
1.0333 |
0.1135 |
10.9% |
0.0033 |
0.3% |
10% |
False |
False |
8,501 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0803 |
|
2.618 |
1.0687 |
|
1.618 |
1.0616 |
|
1.000 |
1.0572 |
|
0.618 |
1.0545 |
|
HIGH |
1.0501 |
|
0.618 |
1.0474 |
|
0.500 |
1.0466 |
|
0.382 |
1.0457 |
|
LOW |
1.0430 |
|
0.618 |
1.0386 |
|
1.000 |
1.0359 |
|
1.618 |
1.0315 |
|
2.618 |
1.0244 |
|
4.250 |
1.0128 |
|
|
| Fisher Pivots for day following 10-Oct-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1.0466 |
1.0493 |
| PP |
1.0458 |
1.0476 |
| S1 |
1.0451 |
1.0460 |
|