CME Swiss Franc Future December 2014
| Trading Metrics calculated at close of trading on 30-Oct-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Oct-2014 |
30-Oct-2014 |
Change |
Change % |
Previous Week |
| Open |
1.0561 |
1.0481 |
-0.0080 |
-0.8% |
1.0569 |
| High |
1.0595 |
1.0484 |
-0.0111 |
-1.0% |
1.0645 |
| Low |
1.0476 |
1.0407 |
-0.0069 |
-0.7% |
1.0464 |
| Close |
1.0489 |
1.0463 |
-0.0026 |
-0.2% |
1.0504 |
| Range |
0.0119 |
0.0077 |
-0.0042 |
-35.3% |
0.0181 |
| ATR |
0.0085 |
0.0084 |
0.0000 |
-0.2% |
0.0000 |
| Volume |
36,271 |
46,582 |
10,311 |
28.4% |
154,065 |
|
| Daily Pivots for day following 30-Oct-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0682 |
1.0650 |
1.0505 |
|
| R3 |
1.0605 |
1.0573 |
1.0484 |
|
| R2 |
1.0528 |
1.0528 |
1.0477 |
|
| R1 |
1.0496 |
1.0496 |
1.0470 |
1.0474 |
| PP |
1.0451 |
1.0451 |
1.0451 |
1.0440 |
| S1 |
1.0419 |
1.0419 |
1.0456 |
1.0397 |
| S2 |
1.0374 |
1.0374 |
1.0449 |
|
| S3 |
1.0297 |
1.0342 |
1.0442 |
|
| S4 |
1.0220 |
1.0265 |
1.0421 |
|
|
| 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 |
1.0407 |
0.0188 |
1.8% |
0.0075 |
0.7% |
30% |
False |
True |
33,740 |
| 10 |
1.0645 |
1.0407 |
0.0238 |
2.3% |
0.0076 |
0.7% |
24% |
False |
True |
33,125 |
| 20 |
1.0688 |
1.0333 |
0.0355 |
3.4% |
0.0095 |
0.9% |
37% |
False |
False |
43,497 |
| 40 |
1.0780 |
1.0333 |
0.0447 |
4.3% |
0.0083 |
0.8% |
29% |
False |
False |
39,339 |
| 60 |
1.1090 |
1.0333 |
0.0757 |
7.2% |
0.0071 |
0.7% |
17% |
False |
False |
26,522 |
| 80 |
1.1227 |
1.0333 |
0.0894 |
8.5% |
0.0059 |
0.6% |
15% |
False |
False |
19,899 |
| 100 |
1.1305 |
1.0333 |
0.0972 |
9.3% |
0.0050 |
0.5% |
13% |
False |
False |
15,922 |
| 120 |
1.1305 |
1.0333 |
0.0972 |
9.3% |
0.0043 |
0.4% |
13% |
False |
False |
13,269 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0811 |
|
2.618 |
1.0686 |
|
1.618 |
1.0609 |
|
1.000 |
1.0561 |
|
0.618 |
1.0532 |
|
HIGH |
1.0484 |
|
0.618 |
1.0455 |
|
0.500 |
1.0446 |
|
0.382 |
1.0436 |
|
LOW |
1.0407 |
|
0.618 |
1.0359 |
|
1.000 |
1.0330 |
|
1.618 |
1.0282 |
|
2.618 |
1.0205 |
|
4.250 |
1.0080 |
|
|
| Fisher Pivots for day following 30-Oct-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1.0457 |
1.0501 |
| PP |
1.0451 |
1.0488 |
| S1 |
1.0446 |
1.0476 |
|