CME Swiss Franc Future March 2015
| Trading Metrics calculated at close of trading on 01-Oct-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Sep-2014 |
01-Oct-2014 |
Change |
Change % |
Previous Week |
| Open |
1.0443 |
1.0491 |
0.0048 |
0.5% |
1.0648 |
| High |
1.0492 |
1.0491 |
-0.0001 |
0.0% |
1.0668 |
| Low |
1.0443 |
1.0469 |
0.0026 |
0.2% |
1.0530 |
| Close |
1.0492 |
1.0469 |
-0.0023 |
-0.2% |
1.0531 |
| Range |
0.0049 |
0.0022 |
-0.0027 |
-55.1% |
0.0138 |
| ATR |
0.0043 |
0.0042 |
-0.0001 |
-3.4% |
0.0000 |
| Volume |
31 |
8 |
-23 |
-74.2% |
35 |
|
| Daily Pivots for day following 01-Oct-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0542 |
1.0528 |
1.0481 |
|
| R3 |
1.0520 |
1.0506 |
1.0475 |
|
| R2 |
1.0498 |
1.0498 |
1.0473 |
|
| R1 |
1.0484 |
1.0484 |
1.0471 |
1.0480 |
| PP |
1.0476 |
1.0476 |
1.0476 |
1.0475 |
| S1 |
1.0462 |
1.0462 |
1.0467 |
1.0458 |
| S2 |
1.0454 |
1.0454 |
1.0465 |
|
| S3 |
1.0432 |
1.0440 |
1.0463 |
|
| S4 |
1.0410 |
1.0418 |
1.0457 |
|
|
| Weekly Pivots for week ending 26-Sep-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0990 |
1.0899 |
1.0607 |
|
| R3 |
1.0852 |
1.0761 |
1.0569 |
|
| R2 |
1.0714 |
1.0714 |
1.0556 |
|
| R1 |
1.0623 |
1.0623 |
1.0544 |
1.0600 |
| PP |
1.0576 |
1.0576 |
1.0576 |
1.0565 |
| S1 |
1.0485 |
1.0485 |
1.0518 |
1.0462 |
| S2 |
1.0438 |
1.0438 |
1.0506 |
|
| S3 |
1.0300 |
1.0347 |
1.0493 |
|
| S4 |
1.0162 |
1.0209 |
1.0455 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0581 |
1.0443 |
0.0138 |
1.3% |
0.0025 |
0.2% |
19% |
False |
False |
12 |
| 10 |
1.0723 |
1.0443 |
0.0280 |
2.7% |
0.0020 |
0.2% |
9% |
False |
False |
14 |
| 20 |
1.0915 |
1.0443 |
0.0472 |
4.5% |
0.0032 |
0.3% |
6% |
False |
False |
16 |
| 40 |
1.1100 |
1.0443 |
0.0657 |
6.3% |
0.0017 |
0.2% |
4% |
False |
False |
8 |
| 60 |
1.1255 |
1.0443 |
0.0812 |
7.8% |
0.0011 |
0.1% |
3% |
False |
False |
9 |
| 80 |
1.1309 |
1.0443 |
0.0866 |
8.3% |
0.0009 |
0.1% |
3% |
False |
False |
7 |
| 100 |
1.1309 |
1.0443 |
0.0866 |
8.3% |
0.0008 |
0.1% |
3% |
False |
False |
6 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0585 |
|
2.618 |
1.0549 |
|
1.618 |
1.0527 |
|
1.000 |
1.0513 |
|
0.618 |
1.0505 |
|
HIGH |
1.0491 |
|
0.618 |
1.0483 |
|
0.500 |
1.0480 |
|
0.382 |
1.0477 |
|
LOW |
1.0469 |
|
0.618 |
1.0455 |
|
1.000 |
1.0447 |
|
1.618 |
1.0433 |
|
2.618 |
1.0411 |
|
4.250 |
1.0376 |
|
|
| Fisher Pivots for day following 01-Oct-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1.0480 |
1.0500 |
| PP |
1.0476 |
1.0490 |
| S1 |
1.0473 |
1.0479 |
|