CME Swiss Franc Future March 2015
Trading Metrics calculated at close of trading on 10-Oct-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Oct-2014 |
10-Oct-2014 |
Change |
Change % |
Previous Week |
Open |
1.0542 |
1.0454 |
-0.0088 |
-0.8% |
1.0361 |
High |
1.0542 |
1.0454 |
-0.0088 |
-0.8% |
1.0542 |
Low |
1.0496 |
1.0454 |
-0.0042 |
-0.4% |
1.0361 |
Close |
1.0496 |
1.0454 |
-0.0042 |
-0.4% |
1.0454 |
Range |
0.0046 |
0.0000 |
-0.0046 |
-100.0% |
0.0181 |
ATR |
0.0052 |
0.0051 |
-0.0001 |
-1.3% |
0.0000 |
Volume |
1 |
1 |
0 |
0.0% |
43 |
|
Daily Pivots for day following 10-Oct-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.0454 |
1.0454 |
1.0454 |
|
R3 |
1.0454 |
1.0454 |
1.0454 |
|
R2 |
1.0454 |
1.0454 |
1.0454 |
|
R1 |
1.0454 |
1.0454 |
1.0454 |
1.0454 |
PP |
1.0454 |
1.0454 |
1.0454 |
1.0454 |
S1 |
1.0454 |
1.0454 |
1.0454 |
1.0454 |
S2 |
1.0454 |
1.0454 |
1.0454 |
|
S3 |
1.0454 |
1.0454 |
1.0454 |
|
S4 |
1.0454 |
1.0454 |
1.0454 |
|
|
Weekly Pivots for week ending 10-Oct-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.0995 |
1.0906 |
1.0554 |
|
R3 |
1.0814 |
1.0725 |
1.0504 |
|
R2 |
1.0633 |
1.0633 |
1.0487 |
|
R1 |
1.0544 |
1.0544 |
1.0471 |
1.0589 |
PP |
1.0452 |
1.0452 |
1.0452 |
1.0475 |
S1 |
1.0363 |
1.0363 |
1.0437 |
1.0408 |
S2 |
1.0271 |
1.0271 |
1.0421 |
|
S3 |
1.0090 |
1.0182 |
1.0404 |
|
S4 |
0.9909 |
1.0001 |
1.0354 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1.0542 |
1.0361 |
0.0181 |
1.7% |
0.0032 |
0.3% |
51% |
False |
False |
8 |
10 |
1.0557 |
1.0351 |
0.0206 |
2.0% |
0.0045 |
0.4% |
50% |
False |
False |
9 |
20 |
1.0765 |
1.0351 |
0.0414 |
4.0% |
0.0035 |
0.3% |
25% |
False |
False |
10 |
40 |
1.1100 |
1.0351 |
0.0749 |
7.2% |
0.0025 |
0.2% |
14% |
False |
False |
9 |
60 |
1.1163 |
1.0351 |
0.0812 |
7.8% |
0.0017 |
0.2% |
13% |
False |
False |
7 |
80 |
1.1309 |
1.0351 |
0.0958 |
9.2% |
0.0014 |
0.1% |
11% |
False |
False |
8 |
100 |
1.1309 |
1.0351 |
0.0958 |
9.2% |
0.0011 |
0.1% |
11% |
False |
False |
6 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.0454 |
2.618 |
1.0454 |
1.618 |
1.0454 |
1.000 |
1.0454 |
0.618 |
1.0454 |
HIGH |
1.0454 |
0.618 |
1.0454 |
0.500 |
1.0454 |
0.382 |
1.0454 |
LOW |
1.0454 |
0.618 |
1.0454 |
1.000 |
1.0454 |
1.618 |
1.0454 |
2.618 |
1.0454 |
4.250 |
1.0454 |
|
|
Fisher Pivots for day following 10-Oct-2014 |
Pivot |
1 day |
3 day |
R1 |
1.0454 |
1.0498 |
PP |
1.0454 |
1.0483 |
S1 |
1.0454 |
1.0469 |
|