CME Swiss Franc Future March 2015
Trading Metrics calculated at close of trading on 08-Oct-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Oct-2014 |
08-Oct-2014 |
Change |
Change % |
Previous Week |
Open |
1.0425 |
1.0517 |
0.0092 |
0.9% |
1.0542 |
High |
1.0465 |
1.0517 |
0.0052 |
0.5% |
1.0557 |
Low |
1.0425 |
1.0517 |
0.0092 |
0.9% |
1.0351 |
Close |
1.0465 |
1.0517 |
0.0052 |
0.5% |
1.0351 |
Range |
0.0040 |
0.0000 |
-0.0040 |
-100.0% |
0.0206 |
ATR |
0.0052 |
0.0052 |
0.0000 |
0.0% |
0.0000 |
Volume |
8 |
5 |
-3 |
-37.5% |
54 |
|
Daily Pivots for day following 08-Oct-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.0517 |
1.0517 |
1.0517 |
|
R3 |
1.0517 |
1.0517 |
1.0517 |
|
R2 |
1.0517 |
1.0517 |
1.0517 |
|
R1 |
1.0517 |
1.0517 |
1.0517 |
1.0517 |
PP |
1.0517 |
1.0517 |
1.0517 |
1.0517 |
S1 |
1.0517 |
1.0517 |
1.0517 |
1.0517 |
S2 |
1.0517 |
1.0517 |
1.0517 |
|
S3 |
1.0517 |
1.0517 |
1.0517 |
|
S4 |
1.0517 |
1.0517 |
1.0517 |
|
|
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 |
1.0517 |
1.0351 |
0.0166 |
1.6% |
0.0062 |
0.6% |
100% |
True |
False |
9 |
10 |
1.0581 |
1.0351 |
0.0230 |
2.2% |
0.0043 |
0.4% |
72% |
False |
False |
10 |
20 |
1.0765 |
1.0351 |
0.0414 |
3.9% |
0.0035 |
0.3% |
40% |
False |
False |
11 |
40 |
1.1100 |
1.0351 |
0.0749 |
7.1% |
0.0024 |
0.2% |
22% |
False |
False |
9 |
60 |
1.1167 |
1.0351 |
0.0816 |
7.8% |
0.0016 |
0.2% |
20% |
False |
False |
8 |
80 |
1.1309 |
1.0351 |
0.0958 |
9.1% |
0.0013 |
0.1% |
17% |
False |
False |
8 |
100 |
1.1309 |
1.0351 |
0.0958 |
9.1% |
0.0011 |
0.1% |
17% |
False |
False |
6 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.0517 |
2.618 |
1.0517 |
1.618 |
1.0517 |
1.000 |
1.0517 |
0.618 |
1.0517 |
HIGH |
1.0517 |
0.618 |
1.0517 |
0.500 |
1.0517 |
0.382 |
1.0517 |
LOW |
1.0517 |
0.618 |
1.0517 |
1.000 |
1.0517 |
1.618 |
1.0517 |
2.618 |
1.0517 |
4.250 |
1.0517 |
|
|
Fisher Pivots for day following 08-Oct-2014 |
Pivot |
1 day |
3 day |
R1 |
1.0517 |
1.0491 |
PP |
1.0517 |
1.0465 |
S1 |
1.0517 |
1.0439 |
|