CME Swiss Franc Future December 2014
| Trading Metrics calculated at close of trading on 22-Oct-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Oct-2014 |
22-Oct-2014 |
Change |
Change % |
Previous Week |
| Open |
1.0607 |
1.0538 |
-0.0069 |
-0.7% |
1.0458 |
| High |
1.0645 |
1.0560 |
-0.0085 |
-0.8% |
1.0688 |
| Low |
1.0537 |
1.0484 |
-0.0053 |
-0.5% |
1.0454 |
| Close |
1.0549 |
1.0488 |
-0.0061 |
-0.6% |
1.0581 |
| Range |
0.0108 |
0.0076 |
-0.0032 |
-29.6% |
0.0234 |
| ATR |
0.0092 |
0.0091 |
-0.0001 |
-1.2% |
0.0000 |
| Volume |
39,156 |
36,325 |
-2,831 |
-7.2% |
273,426 |
|
| Daily Pivots for day following 22-Oct-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0739 |
1.0689 |
1.0530 |
|
| R3 |
1.0663 |
1.0613 |
1.0509 |
|
| R2 |
1.0587 |
1.0587 |
1.0502 |
|
| R1 |
1.0537 |
1.0537 |
1.0495 |
1.0524 |
| PP |
1.0511 |
1.0511 |
1.0511 |
1.0504 |
| S1 |
1.0461 |
1.0461 |
1.0481 |
1.0448 |
| S2 |
1.0435 |
1.0435 |
1.0474 |
|
| S3 |
1.0359 |
1.0385 |
1.0467 |
|
| S4 |
1.0283 |
1.0309 |
1.0446 |
|
|
| Weekly Pivots for week ending 17-Oct-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1276 |
1.1163 |
1.0710 |
|
| R3 |
1.1042 |
1.0929 |
1.0645 |
|
| R2 |
1.0808 |
1.0808 |
1.0624 |
|
| R1 |
1.0695 |
1.0695 |
1.0602 |
1.0752 |
| PP |
1.0574 |
1.0574 |
1.0574 |
1.0603 |
| S1 |
1.0461 |
1.0461 |
1.0560 |
1.0518 |
| S2 |
1.0340 |
1.0340 |
1.0538 |
|
| S3 |
1.0106 |
1.0227 |
1.0517 |
|
| S4 |
0.9872 |
0.9993 |
1.0452 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0645 |
1.0484 |
0.0161 |
1.5% |
0.0087 |
0.8% |
2% |
False |
True |
41,159 |
| 10 |
1.0688 |
1.0430 |
0.0258 |
2.5% |
0.0102 |
1.0% |
22% |
False |
False |
47,250 |
| 20 |
1.0688 |
1.0333 |
0.0355 |
3.4% |
0.0095 |
0.9% |
44% |
False |
False |
46,181 |
| 40 |
1.0966 |
1.0333 |
0.0633 |
6.0% |
0.0082 |
0.8% |
24% |
False |
False |
34,725 |
| 60 |
1.1090 |
1.0333 |
0.0757 |
7.2% |
0.0067 |
0.6% |
20% |
False |
False |
23,233 |
| 80 |
1.1305 |
1.0333 |
0.0972 |
9.3% |
0.0055 |
0.5% |
16% |
False |
False |
17,432 |
| 100 |
1.1305 |
1.0333 |
0.0972 |
9.3% |
0.0047 |
0.4% |
16% |
False |
False |
13,947 |
| 120 |
1.1468 |
1.0333 |
0.1135 |
10.8% |
0.0040 |
0.4% |
14% |
False |
False |
11,623 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0883 |
|
2.618 |
1.0759 |
|
1.618 |
1.0683 |
|
1.000 |
1.0636 |
|
0.618 |
1.0607 |
|
HIGH |
1.0560 |
|
0.618 |
1.0531 |
|
0.500 |
1.0522 |
|
0.382 |
1.0513 |
|
LOW |
1.0484 |
|
0.618 |
1.0437 |
|
1.000 |
1.0408 |
|
1.618 |
1.0361 |
|
2.618 |
1.0285 |
|
4.250 |
1.0161 |
|
|
| Fisher Pivots for day following 22-Oct-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1.0522 |
1.0565 |
| PP |
1.0511 |
1.0539 |
| S1 |
1.0499 |
1.0514 |
|