CME Swiss Franc Future December 2014
| Trading Metrics calculated at close of trading on 24-Oct-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Oct-2014 |
24-Oct-2014 |
Change |
Change % |
Previous Week |
| Open |
1.0488 |
1.0482 |
-0.0006 |
-0.1% |
1.0569 |
| High |
1.0511 |
1.0533 |
0.0022 |
0.2% |
1.0645 |
| Low |
1.0464 |
1.0479 |
0.0015 |
0.1% |
1.0464 |
| Close |
1.0488 |
1.0504 |
0.0016 |
0.2% |
1.0504 |
| Range |
0.0047 |
0.0054 |
0.0007 |
14.9% |
0.0181 |
| ATR |
0.0087 |
0.0085 |
-0.0002 |
-2.7% |
0.0000 |
| Volume |
28,797 |
23,977 |
-4,820 |
-16.7% |
154,065 |
|
| Daily Pivots for day following 24-Oct-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0667 |
1.0640 |
1.0534 |
|
| R3 |
1.0613 |
1.0586 |
1.0519 |
|
| R2 |
1.0559 |
1.0559 |
1.0514 |
|
| R1 |
1.0532 |
1.0532 |
1.0509 |
1.0546 |
| PP |
1.0505 |
1.0505 |
1.0505 |
1.0512 |
| S1 |
1.0478 |
1.0478 |
1.0499 |
1.0492 |
| S2 |
1.0451 |
1.0451 |
1.0494 |
|
| S3 |
1.0397 |
1.0424 |
1.0489 |
|
| S4 |
1.0343 |
1.0370 |
1.0474 |
|
|
| Weekly Pivots for week ending 24-Oct-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1081 |
1.0973 |
1.0604 |
|
| R3 |
1.0900 |
1.0792 |
1.0554 |
|
| R2 |
1.0719 |
1.0719 |
1.0537 |
|
| R1 |
1.0611 |
1.0611 |
1.0521 |
1.0575 |
| PP |
1.0538 |
1.0538 |
1.0538 |
1.0519 |
| S1 |
1.0430 |
1.0430 |
1.0487 |
1.0394 |
| S2 |
1.0357 |
1.0357 |
1.0471 |
|
| S3 |
1.0176 |
1.0249 |
1.0454 |
|
| S4 |
0.9995 |
1.0068 |
1.0404 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0645 |
1.0464 |
0.0181 |
1.7% |
0.0072 |
0.7% |
22% |
False |
False |
30,813 |
| 10 |
1.0688 |
1.0454 |
0.0234 |
2.2% |
0.0095 |
0.9% |
21% |
False |
False |
42,749 |
| 20 |
1.0688 |
1.0333 |
0.0355 |
3.4% |
0.0093 |
0.9% |
48% |
False |
False |
45,237 |
| 40 |
1.0953 |
1.0333 |
0.0620 |
5.9% |
0.0082 |
0.8% |
28% |
False |
False |
36,026 |
| 60 |
1.1090 |
1.0333 |
0.0757 |
7.2% |
0.0068 |
0.6% |
23% |
False |
False |
24,111 |
| 80 |
1.1257 |
1.0333 |
0.0924 |
8.8% |
0.0056 |
0.5% |
19% |
False |
False |
18,090 |
| 100 |
1.1305 |
1.0333 |
0.0972 |
9.3% |
0.0047 |
0.5% |
18% |
False |
False |
14,475 |
| 120 |
1.1440 |
1.0333 |
0.1107 |
10.5% |
0.0041 |
0.4% |
15% |
False |
False |
12,063 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0763 |
|
2.618 |
1.0674 |
|
1.618 |
1.0620 |
|
1.000 |
1.0587 |
|
0.618 |
1.0566 |
|
HIGH |
1.0533 |
|
0.618 |
1.0512 |
|
0.500 |
1.0506 |
|
0.382 |
1.0500 |
|
LOW |
1.0479 |
|
0.618 |
1.0446 |
|
1.000 |
1.0425 |
|
1.618 |
1.0392 |
|
2.618 |
1.0338 |
|
4.250 |
1.0250 |
|
|
| Fisher Pivots for day following 24-Oct-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1.0506 |
1.0512 |
| PP |
1.0505 |
1.0509 |
| S1 |
1.0505 |
1.0507 |
|