CME Swiss Franc Future March 2015
| Trading Metrics calculated at close of trading on 06-Oct-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Oct-2014 |
06-Oct-2014 |
Change |
Change % |
Previous Week |
| Open |
1.0493 |
1.0361 |
-0.0132 |
-1.3% |
1.0542 |
| High |
1.0493 |
1.0437 |
-0.0056 |
-0.5% |
1.0557 |
| Low |
1.0351 |
1.0361 |
0.0010 |
0.1% |
1.0351 |
| Close |
1.0351 |
1.0428 |
0.0077 |
0.7% |
1.0351 |
| Range |
0.0142 |
0.0076 |
-0.0066 |
-46.5% |
0.0206 |
| ATR |
0.0050 |
0.0053 |
0.0003 |
5.0% |
0.0000 |
| Volume |
4 |
28 |
24 |
600.0% |
54 |
|
| Daily Pivots for day following 06-Oct-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0637 |
1.0608 |
1.0470 |
|
| R3 |
1.0561 |
1.0532 |
1.0449 |
|
| R2 |
1.0485 |
1.0485 |
1.0442 |
|
| R1 |
1.0456 |
1.0456 |
1.0435 |
1.0471 |
| PP |
1.0409 |
1.0409 |
1.0409 |
1.0416 |
| S1 |
1.0380 |
1.0380 |
1.0421 |
1.0395 |
| S2 |
1.0333 |
1.0333 |
1.0414 |
|
| S3 |
1.0257 |
1.0304 |
1.0407 |
|
| S4 |
1.0181 |
1.0228 |
1.0386 |
|
|
| Weekly Pivots for week ending 03-Oct-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1038 |
1.0900 |
1.0464 |
|
| R3 |
1.0832 |
1.0694 |
1.0408 |
|
| R2 |
1.0626 |
1.0626 |
1.0389 |
|
| R1 |
1.0488 |
1.0488 |
1.0370 |
1.0454 |
| PP |
1.0420 |
1.0420 |
1.0420 |
1.0403 |
| S1 |
1.0282 |
1.0282 |
1.0332 |
1.0248 |
| S2 |
1.0214 |
1.0214 |
1.0313 |
|
| S3 |
1.0008 |
1.0076 |
1.0294 |
|
| S4 |
0.9802 |
0.9870 |
1.0238 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0516 |
1.0351 |
0.0165 |
1.6% |
0.0068 |
0.7% |
47% |
False |
False |
15 |
| 10 |
1.0668 |
1.0351 |
0.0317 |
3.0% |
0.0039 |
0.4% |
24% |
False |
False |
11 |
| 20 |
1.0765 |
1.0351 |
0.0414 |
4.0% |
0.0037 |
0.4% |
19% |
False |
False |
14 |
| 40 |
1.1100 |
1.0351 |
0.0749 |
7.2% |
0.0023 |
0.2% |
10% |
False |
False |
9 |
| 60 |
1.1239 |
1.0351 |
0.0888 |
8.5% |
0.0016 |
0.2% |
9% |
False |
False |
8 |
| 80 |
1.1309 |
1.0351 |
0.0958 |
9.2% |
0.0012 |
0.1% |
8% |
False |
False |
8 |
| 100 |
1.1309 |
1.0351 |
0.0958 |
9.2% |
0.0010 |
0.1% |
8% |
False |
False |
6 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0760 |
|
2.618 |
1.0636 |
|
1.618 |
1.0560 |
|
1.000 |
1.0513 |
|
0.618 |
1.0484 |
|
HIGH |
1.0437 |
|
0.618 |
1.0408 |
|
0.500 |
1.0399 |
|
0.382 |
1.0390 |
|
LOW |
1.0361 |
|
0.618 |
1.0314 |
|
1.000 |
1.0285 |
|
1.618 |
1.0238 |
|
2.618 |
1.0162 |
|
4.250 |
1.0038 |
|
|
| Fisher Pivots for day following 06-Oct-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1.0418 |
1.0434 |
| PP |
1.0409 |
1.0432 |
| S1 |
1.0399 |
1.0430 |
|