CME Swiss Franc Future March 2015
| Trading Metrics calculated at close of trading on 15-Oct-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Oct-2014 |
15-Oct-2014 |
Change |
Change % |
Previous Week |
| Open |
1.0492 |
1.0482 |
-0.0010 |
-0.1% |
1.0361 |
| High |
1.0495 |
1.0642 |
0.0147 |
1.4% |
1.0542 |
| Low |
1.0490 |
1.0482 |
-0.0008 |
-0.1% |
1.0361 |
| Close |
1.0495 |
1.0609 |
0.0114 |
1.1% |
1.0454 |
| Range |
0.0005 |
0.0160 |
0.0155 |
3,100.0% |
0.0181 |
| ATR |
0.0049 |
0.0057 |
0.0008 |
16.3% |
0.0000 |
| Volume |
10 |
7 |
-3 |
-30.0% |
43 |
|
| Daily Pivots for day following 15-Oct-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1058 |
1.0993 |
1.0697 |
|
| R3 |
1.0898 |
1.0833 |
1.0653 |
|
| R2 |
1.0738 |
1.0738 |
1.0638 |
|
| R1 |
1.0673 |
1.0673 |
1.0624 |
1.0706 |
| PP |
1.0578 |
1.0578 |
1.0578 |
1.0594 |
| S1 |
1.0513 |
1.0513 |
1.0594 |
1.0546 |
| S2 |
1.0418 |
1.0418 |
1.0580 |
|
| S3 |
1.0258 |
1.0353 |
1.0565 |
|
| S4 |
1.0098 |
1.0193 |
1.0521 |
|
|
| 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 |
1.0642 |
1.0454 |
0.0188 |
1.8% |
0.0045 |
0.4% |
82% |
True |
False |
4 |
| 10 |
1.0642 |
1.0351 |
0.0291 |
2.7% |
0.0053 |
0.5% |
89% |
True |
False |
6 |
| 20 |
1.0723 |
1.0351 |
0.0372 |
3.5% |
0.0036 |
0.3% |
69% |
False |
False |
10 |
| 40 |
1.0994 |
1.0351 |
0.0643 |
6.1% |
0.0029 |
0.3% |
40% |
False |
False |
10 |
| 60 |
1.1103 |
1.0351 |
0.0752 |
7.1% |
0.0020 |
0.2% |
34% |
False |
False |
7 |
| 80 |
1.1309 |
1.0351 |
0.0958 |
9.0% |
0.0016 |
0.1% |
27% |
False |
False |
8 |
| 100 |
1.1309 |
1.0351 |
0.0958 |
9.0% |
0.0013 |
0.1% |
27% |
False |
False |
6 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1322 |
|
2.618 |
1.1061 |
|
1.618 |
1.0901 |
|
1.000 |
1.0802 |
|
0.618 |
1.0741 |
|
HIGH |
1.0642 |
|
0.618 |
1.0581 |
|
0.500 |
1.0562 |
|
0.382 |
1.0543 |
|
LOW |
1.0482 |
|
0.618 |
1.0383 |
|
1.000 |
1.0322 |
|
1.618 |
1.0223 |
|
2.618 |
1.0063 |
|
4.250 |
0.9802 |
|
|
| Fisher Pivots for day following 15-Oct-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1.0593 |
1.0593 |
| PP |
1.0578 |
1.0578 |
| S1 |
1.0562 |
1.0562 |
|