CME Swiss Franc Future December 2014
| Trading Metrics calculated at close of trading on 31-Oct-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Oct-2014 |
31-Oct-2014 |
Change |
Change % |
Previous Week |
| Open |
1.0481 |
1.0463 |
-0.0018 |
-0.2% |
1.0509 |
| High |
1.0484 |
1.0467 |
-0.0017 |
-0.2% |
1.0595 |
| Low |
1.0407 |
1.0353 |
-0.0054 |
-0.5% |
1.0353 |
| Close |
1.0463 |
1.0392 |
-0.0071 |
-0.7% |
1.0392 |
| Range |
0.0077 |
0.0114 |
0.0037 |
48.1% |
0.0242 |
| ATR |
0.0084 |
0.0087 |
0.0002 |
2.5% |
0.0000 |
| Volume |
46,582 |
64,540 |
17,958 |
38.6% |
209,266 |
|
| Daily Pivots for day following 31-Oct-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0746 |
1.0683 |
1.0455 |
|
| R3 |
1.0632 |
1.0569 |
1.0423 |
|
| R2 |
1.0518 |
1.0518 |
1.0413 |
|
| R1 |
1.0455 |
1.0455 |
1.0402 |
1.0430 |
| PP |
1.0404 |
1.0404 |
1.0404 |
1.0391 |
| S1 |
1.0341 |
1.0341 |
1.0382 |
1.0316 |
| S2 |
1.0290 |
1.0290 |
1.0371 |
|
| S3 |
1.0176 |
1.0227 |
1.0361 |
|
| S4 |
1.0062 |
1.0113 |
1.0329 |
|
|
| Weekly Pivots for week ending 31-Oct-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1173 |
1.1024 |
1.0525 |
|
| R3 |
1.0931 |
1.0782 |
1.0459 |
|
| R2 |
1.0689 |
1.0689 |
1.0436 |
|
| R1 |
1.0540 |
1.0540 |
1.0414 |
1.0494 |
| PP |
1.0447 |
1.0447 |
1.0447 |
1.0423 |
| S1 |
1.0298 |
1.0298 |
1.0370 |
1.0252 |
| S2 |
1.0205 |
1.0205 |
1.0348 |
|
| S3 |
0.9963 |
1.0056 |
1.0325 |
|
| S4 |
0.9721 |
0.9814 |
1.0259 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0595 |
1.0353 |
0.0242 |
2.3% |
0.0087 |
0.8% |
16% |
False |
True |
41,853 |
| 10 |
1.0645 |
1.0353 |
0.0292 |
2.8% |
0.0079 |
0.8% |
13% |
False |
True |
36,333 |
| 20 |
1.0688 |
1.0335 |
0.0353 |
3.4% |
0.0093 |
0.9% |
16% |
False |
False |
44,204 |
| 40 |
1.0761 |
1.0333 |
0.0428 |
4.1% |
0.0084 |
0.8% |
14% |
False |
False |
40,809 |
| 60 |
1.1090 |
1.0333 |
0.0757 |
7.3% |
0.0073 |
0.7% |
8% |
False |
False |
27,597 |
| 80 |
1.1227 |
1.0333 |
0.0894 |
8.6% |
0.0060 |
0.6% |
7% |
False |
False |
20,705 |
| 100 |
1.1305 |
1.0333 |
0.0972 |
9.4% |
0.0052 |
0.5% |
6% |
False |
False |
16,568 |
| 120 |
1.1305 |
1.0333 |
0.0972 |
9.4% |
0.0044 |
0.4% |
6% |
False |
False |
13,807 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0952 |
|
2.618 |
1.0765 |
|
1.618 |
1.0651 |
|
1.000 |
1.0581 |
|
0.618 |
1.0537 |
|
HIGH |
1.0467 |
|
0.618 |
1.0423 |
|
0.500 |
1.0410 |
|
0.382 |
1.0397 |
|
LOW |
1.0353 |
|
0.618 |
1.0283 |
|
1.000 |
1.0239 |
|
1.618 |
1.0169 |
|
2.618 |
1.0055 |
|
4.250 |
0.9869 |
|
|
| Fisher Pivots for day following 31-Oct-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1.0410 |
1.0474 |
| PP |
1.0404 |
1.0447 |
| S1 |
1.0398 |
1.0419 |
|