CME Swiss Franc Future December 2014
| Trading Metrics calculated at close of trading on 14-Oct-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Oct-2014 |
14-Oct-2014 |
Change |
Change % |
Previous Week |
| Open |
1.0458 |
1.0546 |
0.0088 |
0.8% |
1.0346 |
| High |
1.0564 |
1.0551 |
-0.0013 |
-0.1% |
1.0564 |
| Low |
1.0454 |
1.0470 |
0.0016 |
0.2% |
1.0335 |
| Close |
1.0491 |
1.0484 |
-0.0007 |
-0.1% |
1.0443 |
| Range |
0.0110 |
0.0081 |
-0.0029 |
-26.4% |
0.0229 |
| ATR |
0.0082 |
0.0082 |
0.0000 |
-0.1% |
0.0000 |
| Volume |
26,800 |
34,153 |
7,353 |
27.4% |
247,339 |
|
| Daily Pivots for day following 14-Oct-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0745 |
1.0695 |
1.0529 |
|
| R3 |
1.0664 |
1.0614 |
1.0506 |
|
| R2 |
1.0583 |
1.0583 |
1.0499 |
|
| R1 |
1.0533 |
1.0533 |
1.0491 |
1.0518 |
| PP |
1.0502 |
1.0502 |
1.0502 |
1.0494 |
| S1 |
1.0452 |
1.0452 |
1.0477 |
1.0437 |
| S2 |
1.0421 |
1.0421 |
1.0469 |
|
| S3 |
1.0340 |
1.0371 |
1.0462 |
|
| S4 |
1.0259 |
1.0290 |
1.0439 |
|
|
| 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 |
1.0422 |
0.0142 |
1.4% |
0.0092 |
0.9% |
44% |
False |
False |
41,306 |
| 10 |
1.0564 |
1.0333 |
0.0231 |
2.2% |
0.0094 |
0.9% |
65% |
False |
False |
45,028 |
| 20 |
1.0735 |
1.0333 |
0.0402 |
3.8% |
0.0087 |
0.8% |
38% |
False |
False |
42,422 |
| 40 |
1.1044 |
1.0333 |
0.0711 |
6.8% |
0.0071 |
0.7% |
21% |
False |
False |
26,997 |
| 60 |
1.1150 |
1.0333 |
0.0817 |
7.8% |
0.0059 |
0.6% |
18% |
False |
False |
18,008 |
| 80 |
1.1305 |
1.0333 |
0.0972 |
9.3% |
0.0048 |
0.5% |
16% |
False |
False |
13,512 |
| 100 |
1.1305 |
1.0333 |
0.0972 |
9.3% |
0.0041 |
0.4% |
16% |
False |
False |
10,810 |
| 120 |
1.1468 |
1.0333 |
0.1135 |
10.8% |
0.0034 |
0.3% |
13% |
False |
False |
9,009 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0895 |
|
2.618 |
1.0763 |
|
1.618 |
1.0682 |
|
1.000 |
1.0632 |
|
0.618 |
1.0601 |
|
HIGH |
1.0551 |
|
0.618 |
1.0520 |
|
0.500 |
1.0511 |
|
0.382 |
1.0501 |
|
LOW |
1.0470 |
|
0.618 |
1.0420 |
|
1.000 |
1.0389 |
|
1.618 |
1.0339 |
|
2.618 |
1.0258 |
|
4.250 |
1.0126 |
|
|
| Fisher Pivots for day following 14-Oct-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1.0511 |
1.0497 |
| PP |
1.0502 |
1.0493 |
| S1 |
1.0493 |
1.0488 |
|