CME Swiss Franc Future March 2015
| Trading Metrics calculated at close of trading on 16-Oct-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Oct-2014 |
16-Oct-2014 |
Change |
Change % |
Previous Week |
| Open |
1.0482 |
1.0636 |
0.0154 |
1.5% |
1.0361 |
| High |
1.0642 |
1.0636 |
-0.0006 |
-0.1% |
1.0542 |
| Low |
1.0482 |
1.0577 |
0.0095 |
0.9% |
1.0361 |
| Close |
1.0609 |
1.0619 |
0.0010 |
0.1% |
1.0454 |
| Range |
0.0160 |
0.0059 |
-0.0101 |
-63.1% |
0.0181 |
| ATR |
0.0057 |
0.0057 |
0.0000 |
0.3% |
0.0000 |
| Volume |
7 |
234 |
227 |
3,242.9% |
43 |
|
| Daily Pivots for day following 16-Oct-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0788 |
1.0762 |
1.0651 |
|
| R3 |
1.0729 |
1.0703 |
1.0635 |
|
| R2 |
1.0670 |
1.0670 |
1.0630 |
|
| R1 |
1.0644 |
1.0644 |
1.0624 |
1.0628 |
| PP |
1.0611 |
1.0611 |
1.0611 |
1.0602 |
| S1 |
1.0585 |
1.0585 |
1.0614 |
1.0569 |
| S2 |
1.0552 |
1.0552 |
1.0608 |
|
| S3 |
1.0493 |
1.0526 |
1.0603 |
|
| S4 |
1.0434 |
1.0467 |
1.0587 |
|
|
| 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% |
0.0047 |
0.4% |
88% |
False |
False |
50 |
| 10 |
1.0642 |
1.0351 |
0.0291 |
2.7% |
0.0054 |
0.5% |
92% |
False |
False |
29 |
| 20 |
1.0675 |
1.0351 |
0.0324 |
3.1% |
0.0037 |
0.3% |
83% |
False |
False |
21 |
| 40 |
1.0994 |
1.0351 |
0.0643 |
6.1% |
0.0031 |
0.3% |
42% |
False |
False |
16 |
| 60 |
1.1101 |
1.0351 |
0.0750 |
7.1% |
0.0021 |
0.2% |
36% |
False |
False |
11 |
| 80 |
1.1309 |
1.0351 |
0.0958 |
9.0% |
0.0016 |
0.2% |
28% |
False |
False |
11 |
| 100 |
1.1309 |
1.0351 |
0.0958 |
9.0% |
0.0013 |
0.1% |
28% |
False |
False |
9 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0887 |
|
2.618 |
1.0790 |
|
1.618 |
1.0731 |
|
1.000 |
1.0695 |
|
0.618 |
1.0672 |
|
HIGH |
1.0636 |
|
0.618 |
1.0613 |
|
0.500 |
1.0607 |
|
0.382 |
1.0600 |
|
LOW |
1.0577 |
|
0.618 |
1.0541 |
|
1.000 |
1.0518 |
|
1.618 |
1.0482 |
|
2.618 |
1.0423 |
|
4.250 |
1.0326 |
|
|
| Fisher Pivots for day following 16-Oct-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1.0615 |
1.0600 |
| PP |
1.0611 |
1.0581 |
| S1 |
1.0607 |
1.0562 |
|