CME Swiss Franc Future March 2015
| Trading Metrics calculated at close of trading on 14-Oct-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Oct-2014 |
14-Oct-2014 |
Change |
Change % |
Previous Week |
| Open |
1.0515 |
1.0492 |
-0.0023 |
-0.2% |
1.0361 |
| High |
1.0515 |
1.0495 |
-0.0020 |
-0.2% |
1.0542 |
| Low |
1.0502 |
1.0490 |
-0.0012 |
-0.1% |
1.0361 |
| Close |
1.0502 |
1.0495 |
-0.0007 |
-0.1% |
1.0454 |
| Range |
0.0013 |
0.0005 |
-0.0008 |
-61.5% |
0.0181 |
| ATR |
0.0052 |
0.0049 |
-0.0003 |
-5.5% |
0.0000 |
| Volume |
1 |
10 |
9 |
900.0% |
43 |
|
| Daily Pivots for day following 14-Oct-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0508 |
1.0507 |
1.0498 |
|
| R3 |
1.0503 |
1.0502 |
1.0496 |
|
| R2 |
1.0498 |
1.0498 |
1.0496 |
|
| R1 |
1.0497 |
1.0497 |
1.0495 |
1.0498 |
| PP |
1.0493 |
1.0493 |
1.0493 |
1.0494 |
| S1 |
1.0492 |
1.0492 |
1.0495 |
1.0493 |
| S2 |
1.0488 |
1.0488 |
1.0494 |
|
| S3 |
1.0483 |
1.0487 |
1.0494 |
|
| S4 |
1.0478 |
1.0482 |
1.0492 |
|
|
| 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 |
1.0454 |
0.0088 |
0.8% |
0.0013 |
0.1% |
47% |
False |
False |
3 |
| 10 |
1.0542 |
1.0351 |
0.0191 |
1.8% |
0.0040 |
0.4% |
75% |
False |
False |
7 |
| 20 |
1.0726 |
1.0351 |
0.0375 |
3.6% |
0.0033 |
0.3% |
38% |
False |
False |
10 |
| 40 |
1.1021 |
1.0351 |
0.0670 |
6.4% |
0.0025 |
0.2% |
21% |
False |
False |
10 |
| 60 |
1.1107 |
1.0351 |
0.0756 |
7.2% |
0.0017 |
0.2% |
19% |
False |
False |
7 |
| 80 |
1.1309 |
1.0351 |
0.0958 |
9.1% |
0.0014 |
0.1% |
15% |
False |
False |
8 |
| 100 |
1.1309 |
1.0351 |
0.0958 |
9.1% |
0.0011 |
0.1% |
15% |
False |
False |
6 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0516 |
|
2.618 |
1.0508 |
|
1.618 |
1.0503 |
|
1.000 |
1.0500 |
|
0.618 |
1.0498 |
|
HIGH |
1.0495 |
|
0.618 |
1.0493 |
|
0.500 |
1.0493 |
|
0.382 |
1.0492 |
|
LOW |
1.0490 |
|
0.618 |
1.0487 |
|
1.000 |
1.0485 |
|
1.618 |
1.0482 |
|
2.618 |
1.0477 |
|
4.250 |
1.0469 |
|
|
| Fisher Pivots for day following 14-Oct-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1.0494 |
1.0492 |
| PP |
1.0493 |
1.0488 |
| S1 |
1.0493 |
1.0485 |
|