CME Swiss Franc Future March 2015
| Trading Metrics calculated at close of trading on 17-Oct-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Oct-2014 |
17-Oct-2014 |
Change |
Change % |
Previous Week |
| Open |
1.0636 |
1.0622 |
-0.0014 |
-0.1% |
1.0515 |
| High |
1.0636 |
1.0622 |
-0.0014 |
-0.1% |
1.0642 |
| Low |
1.0577 |
1.0575 |
-0.0002 |
0.0% |
1.0482 |
| Close |
1.0619 |
1.0593 |
-0.0026 |
-0.2% |
1.0593 |
| Range |
0.0059 |
0.0047 |
-0.0012 |
-20.3% |
0.0160 |
| ATR |
0.0057 |
0.0056 |
-0.0001 |
-1.2% |
0.0000 |
| Volume |
234 |
16 |
-218 |
-93.2% |
268 |
|
| Daily Pivots for day following 17-Oct-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0738 |
1.0712 |
1.0619 |
|
| R3 |
1.0691 |
1.0665 |
1.0606 |
|
| R2 |
1.0644 |
1.0644 |
1.0602 |
|
| R1 |
1.0618 |
1.0618 |
1.0597 |
1.0608 |
| PP |
1.0597 |
1.0597 |
1.0597 |
1.0591 |
| S1 |
1.0571 |
1.0571 |
1.0589 |
1.0561 |
| S2 |
1.0550 |
1.0550 |
1.0584 |
|
| S3 |
1.0503 |
1.0524 |
1.0580 |
|
| S4 |
1.0456 |
1.0477 |
1.0567 |
|
|
| Weekly Pivots for week ending 17-Oct-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1052 |
1.0983 |
1.0681 |
|
| R3 |
1.0892 |
1.0823 |
1.0637 |
|
| R2 |
1.0732 |
1.0732 |
1.0622 |
|
| R1 |
1.0663 |
1.0663 |
1.0608 |
1.0698 |
| PP |
1.0572 |
1.0572 |
1.0572 |
1.0590 |
| S1 |
1.0503 |
1.0503 |
1.0578 |
1.0538 |
| S2 |
1.0412 |
1.0412 |
1.0564 |
|
| S3 |
1.0252 |
1.0343 |
1.0549 |
|
| S4 |
1.0092 |
1.0183 |
1.0505 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0642 |
1.0482 |
0.0160 |
1.5% |
0.0057 |
0.5% |
69% |
False |
False |
53 |
| 10 |
1.0642 |
1.0361 |
0.0281 |
2.7% |
0.0045 |
0.4% |
83% |
False |
False |
31 |
| 20 |
1.0668 |
1.0351 |
0.0317 |
3.0% |
0.0038 |
0.4% |
76% |
False |
False |
20 |
| 40 |
1.0963 |
1.0351 |
0.0612 |
5.8% |
0.0032 |
0.3% |
40% |
False |
False |
16 |
| 60 |
1.1100 |
1.0351 |
0.0749 |
7.1% |
0.0022 |
0.2% |
32% |
False |
False |
11 |
| 80 |
1.1309 |
1.0351 |
0.0958 |
9.0% |
0.0017 |
0.2% |
25% |
False |
False |
11 |
| 100 |
1.1309 |
1.0351 |
0.0958 |
9.0% |
0.0014 |
0.1% |
25% |
False |
False |
9 |
| 120 |
1.1481 |
1.0351 |
0.1130 |
10.7% |
0.0012 |
0.1% |
21% |
False |
False |
8 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0822 |
|
2.618 |
1.0745 |
|
1.618 |
1.0698 |
|
1.000 |
1.0669 |
|
0.618 |
1.0651 |
|
HIGH |
1.0622 |
|
0.618 |
1.0604 |
|
0.500 |
1.0599 |
|
0.382 |
1.0593 |
|
LOW |
1.0575 |
|
0.618 |
1.0546 |
|
1.000 |
1.0528 |
|
1.618 |
1.0499 |
|
2.618 |
1.0452 |
|
4.250 |
1.0375 |
|
|
| Fisher Pivots for day following 17-Oct-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1.0599 |
1.0583 |
| PP |
1.0597 |
1.0572 |
| S1 |
1.0595 |
1.0562 |
|