CME Swiss Franc Future March 2015
| Trading Metrics calculated at close of trading on 07-Oct-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Oct-2014 |
07-Oct-2014 |
Change |
Change % |
Previous Week |
| Open |
1.0361 |
1.0425 |
0.0064 |
0.6% |
1.0542 |
| High |
1.0437 |
1.0465 |
0.0028 |
0.3% |
1.0557 |
| Low |
1.0361 |
1.0425 |
0.0064 |
0.6% |
1.0351 |
| Close |
1.0428 |
1.0465 |
0.0037 |
0.4% |
1.0351 |
| Range |
0.0076 |
0.0040 |
-0.0036 |
-47.4% |
0.0206 |
| ATR |
0.0053 |
0.0052 |
-0.0001 |
-1.8% |
0.0000 |
| Volume |
28 |
8 |
-20 |
-71.4% |
54 |
|
| Daily Pivots for day following 07-Oct-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0572 |
1.0558 |
1.0487 |
|
| R3 |
1.0532 |
1.0518 |
1.0476 |
|
| R2 |
1.0492 |
1.0492 |
1.0472 |
|
| R1 |
1.0478 |
1.0478 |
1.0469 |
1.0485 |
| PP |
1.0452 |
1.0452 |
1.0452 |
1.0455 |
| S1 |
1.0438 |
1.0438 |
1.0461 |
1.0445 |
| S2 |
1.0412 |
1.0412 |
1.0458 |
|
| S3 |
1.0372 |
1.0398 |
1.0454 |
|
| S4 |
1.0332 |
1.0358 |
1.0443 |
|
|
| 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% |
0.0066 |
0.6% |
69% |
False |
False |
10 |
| 10 |
1.0599 |
1.0351 |
0.0248 |
2.4% |
0.0043 |
0.4% |
46% |
False |
False |
11 |
| 20 |
1.0765 |
1.0351 |
0.0414 |
4.0% |
0.0037 |
0.4% |
28% |
False |
False |
11 |
| 40 |
1.1100 |
1.0351 |
0.0749 |
7.2% |
0.0024 |
0.2% |
15% |
False |
False |
9 |
| 60 |
1.1190 |
1.0351 |
0.0839 |
8.0% |
0.0016 |
0.2% |
14% |
False |
False |
8 |
| 80 |
1.1309 |
1.0351 |
0.0958 |
9.2% |
0.0013 |
0.1% |
12% |
False |
False |
8 |
| 100 |
1.1309 |
1.0351 |
0.0958 |
9.2% |
0.0011 |
0.1% |
12% |
False |
False |
6 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0635 |
|
2.618 |
1.0570 |
|
1.618 |
1.0530 |
|
1.000 |
1.0505 |
|
0.618 |
1.0490 |
|
HIGH |
1.0465 |
|
0.618 |
1.0450 |
|
0.500 |
1.0445 |
|
0.382 |
1.0440 |
|
LOW |
1.0425 |
|
0.618 |
1.0400 |
|
1.000 |
1.0385 |
|
1.618 |
1.0360 |
|
2.618 |
1.0320 |
|
4.250 |
1.0255 |
|
|
| Fisher Pivots for day following 07-Oct-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1.0458 |
1.0451 |
| PP |
1.0452 |
1.0436 |
| S1 |
1.0445 |
1.0422 |
|