CME Swiss Franc Future December 2014
| Trading Metrics calculated at close of trading on 27-Oct-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Oct-2014 |
27-Oct-2014 |
Change |
Change % |
Previous Week |
| Open |
1.0482 |
1.0509 |
0.0027 |
0.3% |
1.0569 |
| High |
1.0533 |
1.0555 |
0.0022 |
0.2% |
1.0645 |
| Low |
1.0479 |
1.0506 |
0.0027 |
0.3% |
1.0464 |
| Close |
1.0504 |
1.0545 |
0.0041 |
0.4% |
1.0504 |
| Range |
0.0054 |
0.0049 |
-0.0005 |
-9.3% |
0.0181 |
| ATR |
0.0085 |
0.0083 |
-0.0002 |
-2.9% |
0.0000 |
| Volume |
23,977 |
29,064 |
5,087 |
21.2% |
154,065 |
|
| Daily Pivots for day following 27-Oct-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0682 |
1.0663 |
1.0572 |
|
| R3 |
1.0633 |
1.0614 |
1.0558 |
|
| R2 |
1.0584 |
1.0584 |
1.0554 |
|
| R1 |
1.0565 |
1.0565 |
1.0549 |
1.0575 |
| PP |
1.0535 |
1.0535 |
1.0535 |
1.0540 |
| S1 |
1.0516 |
1.0516 |
1.0541 |
1.0526 |
| S2 |
1.0486 |
1.0486 |
1.0536 |
|
| S3 |
1.0437 |
1.0467 |
1.0532 |
|
| S4 |
1.0388 |
1.0418 |
1.0518 |
|
|
| 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% |
0.0067 |
0.6% |
45% |
False |
False |
31,463 |
| 10 |
1.0688 |
1.0462 |
0.0226 |
2.1% |
0.0089 |
0.8% |
37% |
False |
False |
42,975 |
| 20 |
1.0688 |
1.0333 |
0.0355 |
3.4% |
0.0093 |
0.9% |
60% |
False |
False |
45,004 |
| 40 |
1.0909 |
1.0333 |
0.0576 |
5.5% |
0.0082 |
0.8% |
37% |
False |
False |
36,698 |
| 60 |
1.1090 |
1.0333 |
0.0757 |
7.2% |
0.0068 |
0.6% |
28% |
False |
False |
24,595 |
| 80 |
1.1243 |
1.0333 |
0.0910 |
8.6% |
0.0056 |
0.5% |
23% |
False |
False |
18,453 |
| 100 |
1.1305 |
1.0333 |
0.0972 |
9.2% |
0.0048 |
0.5% |
22% |
False |
False |
14,766 |
| 120 |
1.1396 |
1.0333 |
0.1063 |
10.1% |
0.0041 |
0.4% |
20% |
False |
False |
12,305 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0763 |
|
2.618 |
1.0683 |
|
1.618 |
1.0634 |
|
1.000 |
1.0604 |
|
0.618 |
1.0585 |
|
HIGH |
1.0555 |
|
0.618 |
1.0536 |
|
0.500 |
1.0531 |
|
0.382 |
1.0525 |
|
LOW |
1.0506 |
|
0.618 |
1.0476 |
|
1.000 |
1.0457 |
|
1.618 |
1.0427 |
|
2.618 |
1.0378 |
|
4.250 |
1.0298 |
|
|
| Fisher Pivots for day following 27-Oct-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1.0540 |
1.0533 |
| PP |
1.0535 |
1.0521 |
| S1 |
1.0531 |
1.0510 |
|