CME Swiss Franc Future March 2015
| Trading Metrics calculated at close of trading on 13-Oct-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Oct-2014 |
13-Oct-2014 |
Change |
Change % |
Previous Week |
| Open |
1.0454 |
1.0515 |
0.0061 |
0.6% |
1.0361 |
| High |
1.0454 |
1.0515 |
0.0061 |
0.6% |
1.0542 |
| Low |
1.0454 |
1.0502 |
0.0048 |
0.5% |
1.0361 |
| Close |
1.0454 |
1.0502 |
0.0048 |
0.5% |
1.0454 |
| Range |
0.0000 |
0.0013 |
0.0013 |
|
0.0181 |
| ATR |
0.0051 |
0.0052 |
0.0001 |
1.4% |
0.0000 |
| Volume |
1 |
1 |
0 |
0.0% |
43 |
|
| Daily Pivots for day following 13-Oct-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0545 |
1.0537 |
1.0509 |
|
| R3 |
1.0532 |
1.0524 |
1.0506 |
|
| R2 |
1.0519 |
1.0519 |
1.0504 |
|
| R1 |
1.0511 |
1.0511 |
1.0503 |
1.0509 |
| PP |
1.0506 |
1.0506 |
1.0506 |
1.0505 |
| S1 |
1.0498 |
1.0498 |
1.0501 |
1.0496 |
| S2 |
1.0493 |
1.0493 |
1.0500 |
|
| S3 |
1.0480 |
1.0485 |
1.0498 |
|
| S4 |
1.0467 |
1.0472 |
1.0495 |
|
|
| 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 |
1.0425 |
0.0117 |
1.1% |
0.0020 |
0.2% |
66% |
False |
False |
3 |
| 10 |
1.0542 |
1.0351 |
0.0191 |
1.8% |
0.0044 |
0.4% |
79% |
False |
False |
9 |
| 20 |
1.0765 |
1.0351 |
0.0414 |
3.9% |
0.0033 |
0.3% |
36% |
False |
False |
10 |
| 40 |
1.1053 |
1.0351 |
0.0702 |
6.7% |
0.0025 |
0.2% |
22% |
False |
False |
9 |
| 60 |
1.1162 |
1.0351 |
0.0811 |
7.7% |
0.0017 |
0.2% |
19% |
False |
False |
7 |
| 80 |
1.1309 |
1.0351 |
0.0958 |
9.1% |
0.0014 |
0.1% |
16% |
False |
False |
8 |
| 100 |
1.1309 |
1.0351 |
0.0958 |
9.1% |
0.0011 |
0.1% |
16% |
False |
False |
6 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0570 |
|
2.618 |
1.0549 |
|
1.618 |
1.0536 |
|
1.000 |
1.0528 |
|
0.618 |
1.0523 |
|
HIGH |
1.0515 |
|
0.618 |
1.0510 |
|
0.500 |
1.0509 |
|
0.382 |
1.0507 |
|
LOW |
1.0502 |
|
0.618 |
1.0494 |
|
1.000 |
1.0489 |
|
1.618 |
1.0481 |
|
2.618 |
1.0468 |
|
4.250 |
1.0447 |
|
|
| Fisher Pivots for day following 13-Oct-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1.0509 |
1.0501 |
| PP |
1.0506 |
1.0499 |
| S1 |
1.0504 |
1.0498 |
|