CME Swiss Franc Future December 2014
| Trading Metrics calculated at close of trading on 29-Oct-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Oct-2014 |
29-Oct-2014 |
Change |
Change % |
Previous Week |
| Open |
1.0533 |
1.0561 |
0.0028 |
0.3% |
1.0569 |
| High |
1.0591 |
1.0595 |
0.0004 |
0.0% |
1.0645 |
| Low |
1.0517 |
1.0476 |
-0.0041 |
-0.4% |
1.0464 |
| Close |
1.0565 |
1.0489 |
-0.0076 |
-0.7% |
1.0504 |
| Range |
0.0074 |
0.0119 |
0.0045 |
60.8% |
0.0181 |
| ATR |
0.0082 |
0.0085 |
0.0003 |
3.2% |
0.0000 |
| Volume |
32,809 |
36,271 |
3,462 |
10.6% |
154,065 |
|
| Daily Pivots for day following 29-Oct-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0877 |
1.0802 |
1.0554 |
|
| R3 |
1.0758 |
1.0683 |
1.0522 |
|
| R2 |
1.0639 |
1.0639 |
1.0511 |
|
| R1 |
1.0564 |
1.0564 |
1.0500 |
1.0542 |
| PP |
1.0520 |
1.0520 |
1.0520 |
1.0509 |
| S1 |
1.0445 |
1.0445 |
1.0478 |
1.0423 |
| S2 |
1.0401 |
1.0401 |
1.0467 |
|
| S3 |
1.0282 |
1.0326 |
1.0456 |
|
| S4 |
1.0163 |
1.0207 |
1.0424 |
|
|
| 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 |
1.0595 |
1.0464 |
0.0131 |
1.2% |
0.0069 |
0.7% |
19% |
True |
False |
30,183 |
| 10 |
1.0645 |
1.0464 |
0.0181 |
1.7% |
0.0078 |
0.7% |
14% |
False |
False |
35,671 |
| 20 |
1.0688 |
1.0333 |
0.0355 |
3.4% |
0.0095 |
0.9% |
44% |
False |
False |
43,710 |
| 40 |
1.0908 |
1.0333 |
0.0575 |
5.5% |
0.0085 |
0.8% |
27% |
False |
False |
38,371 |
| 60 |
1.1090 |
1.0333 |
0.0757 |
7.2% |
0.0071 |
0.7% |
21% |
False |
False |
25,746 |
| 80 |
1.1243 |
1.0333 |
0.0910 |
8.7% |
0.0058 |
0.6% |
17% |
False |
False |
19,317 |
| 100 |
1.1305 |
1.0333 |
0.0972 |
9.3% |
0.0050 |
0.5% |
16% |
False |
False |
15,456 |
| 120 |
1.1305 |
1.0333 |
0.0972 |
9.3% |
0.0043 |
0.4% |
16% |
False |
False |
12,881 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1101 |
|
2.618 |
1.0907 |
|
1.618 |
1.0788 |
|
1.000 |
1.0714 |
|
0.618 |
1.0669 |
|
HIGH |
1.0595 |
|
0.618 |
1.0550 |
|
0.500 |
1.0536 |
|
0.382 |
1.0521 |
|
LOW |
1.0476 |
|
0.618 |
1.0402 |
|
1.000 |
1.0357 |
|
1.618 |
1.0283 |
|
2.618 |
1.0164 |
|
4.250 |
0.9970 |
|
|
| Fisher Pivots for day following 29-Oct-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1.0536 |
1.0536 |
| PP |
1.0520 |
1.0520 |
| S1 |
1.0505 |
1.0505 |
|