CME Swiss Franc Future December 2014
| Trading Metrics calculated at close of trading on 16-Oct-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Oct-2014 |
16-Oct-2014 |
Change |
Change % |
Previous Week |
| Open |
1.0486 |
1.0625 |
0.0139 |
1.3% |
1.0346 |
| High |
1.0688 |
1.0641 |
-0.0047 |
-0.4% |
1.0564 |
| Low |
1.0462 |
1.0542 |
0.0080 |
0.8% |
1.0335 |
| Close |
1.0596 |
1.0606 |
0.0010 |
0.1% |
1.0443 |
| Range |
0.0226 |
0.0099 |
-0.0127 |
-56.2% |
0.0229 |
| ATR |
0.0092 |
0.0093 |
0.0000 |
0.5% |
0.0000 |
| Volume |
107,968 |
72,038 |
-35,930 |
-33.3% |
247,339 |
|
| Daily Pivots for day following 16-Oct-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0893 |
1.0849 |
1.0660 |
|
| R3 |
1.0794 |
1.0750 |
1.0633 |
|
| R2 |
1.0695 |
1.0695 |
1.0624 |
|
| R1 |
1.0651 |
1.0651 |
1.0615 |
1.0624 |
| PP |
1.0596 |
1.0596 |
1.0596 |
1.0583 |
| S1 |
1.0552 |
1.0552 |
1.0597 |
1.0525 |
| S2 |
1.0497 |
1.0497 |
1.0588 |
|
| S3 |
1.0398 |
1.0453 |
1.0579 |
|
| S4 |
1.0299 |
1.0354 |
1.0552 |
|
|
| 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 |
1.0688 |
1.0430 |
0.0258 |
2.4% |
0.0117 |
1.1% |
68% |
False |
False |
54,936 |
| 10 |
1.0688 |
1.0333 |
0.0355 |
3.3% |
0.0114 |
1.1% |
77% |
False |
False |
53,869 |
| 20 |
1.0721 |
1.0333 |
0.0388 |
3.7% |
0.0092 |
0.9% |
70% |
False |
False |
45,849 |
| 40 |
1.0989 |
1.0333 |
0.0656 |
6.2% |
0.0077 |
0.7% |
42% |
False |
False |
31,489 |
| 60 |
1.1106 |
1.0333 |
0.0773 |
7.3% |
0.0063 |
0.6% |
35% |
False |
False |
21,006 |
| 80 |
1.1305 |
1.0333 |
0.0972 |
9.2% |
0.0052 |
0.5% |
28% |
False |
False |
15,761 |
| 100 |
1.1305 |
1.0333 |
0.0972 |
9.2% |
0.0044 |
0.4% |
28% |
False |
False |
12,610 |
| 120 |
1.1468 |
1.0333 |
0.1135 |
10.7% |
0.0037 |
0.3% |
24% |
False |
False |
10,509 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1062 |
|
2.618 |
1.0900 |
|
1.618 |
1.0801 |
|
1.000 |
1.0740 |
|
0.618 |
1.0702 |
|
HIGH |
1.0641 |
|
0.618 |
1.0603 |
|
0.500 |
1.0592 |
|
0.382 |
1.0580 |
|
LOW |
1.0542 |
|
0.618 |
1.0481 |
|
1.000 |
1.0443 |
|
1.618 |
1.0382 |
|
2.618 |
1.0283 |
|
4.250 |
1.0121 |
|
|
| Fisher Pivots for day following 16-Oct-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1.0601 |
1.0596 |
| PP |
1.0596 |
1.0585 |
| S1 |
1.0592 |
1.0575 |
|