CME Swiss Franc Future March 2015
| Trading Metrics calculated at close of trading on 21-Oct-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Oct-2014 |
21-Oct-2014 |
Change |
Change % |
Previous Week |
| Open |
1.0631 |
1.0600 |
-0.0031 |
-0.3% |
1.0515 |
| High |
1.0631 |
1.0600 |
-0.0031 |
-0.3% |
1.0642 |
| Low |
1.0631 |
1.0560 |
-0.0071 |
-0.7% |
1.0482 |
| Close |
1.0631 |
1.0560 |
-0.0071 |
-0.7% |
1.0593 |
| Range |
0.0000 |
0.0040 |
0.0040 |
|
0.0160 |
| ATR |
0.0055 |
0.0056 |
0.0001 |
2.1% |
0.0000 |
| Volume |
8 |
4 |
-4 |
-50.0% |
268 |
|
| Daily Pivots for day following 21-Oct-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0693 |
1.0667 |
1.0582 |
|
| R3 |
1.0653 |
1.0627 |
1.0571 |
|
| R2 |
1.0613 |
1.0613 |
1.0567 |
|
| R1 |
1.0587 |
1.0587 |
1.0564 |
1.0580 |
| PP |
1.0573 |
1.0573 |
1.0573 |
1.0570 |
| S1 |
1.0547 |
1.0547 |
1.0556 |
1.0540 |
| S2 |
1.0533 |
1.0533 |
1.0553 |
|
| S3 |
1.0493 |
1.0507 |
1.0549 |
|
| S4 |
1.0453 |
1.0467 |
1.0538 |
|
|
| 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% |
0.0061 |
0.6% |
49% |
False |
False |
53 |
| 10 |
1.0642 |
1.0454 |
0.0188 |
1.8% |
0.0037 |
0.4% |
56% |
False |
False |
28 |
| 20 |
1.0642 |
1.0351 |
0.0291 |
2.8% |
0.0040 |
0.4% |
72% |
False |
False |
19 |
| 40 |
1.0961 |
1.0351 |
0.0610 |
5.8% |
0.0033 |
0.3% |
34% |
False |
False |
16 |
| 60 |
1.1100 |
1.0351 |
0.0749 |
7.1% |
0.0023 |
0.2% |
28% |
False |
False |
11 |
| 80 |
1.1309 |
1.0351 |
0.0958 |
9.1% |
0.0018 |
0.2% |
22% |
False |
False |
11 |
| 100 |
1.1309 |
1.0351 |
0.0958 |
9.1% |
0.0014 |
0.1% |
22% |
False |
False |
9 |
| 120 |
1.1481 |
1.0351 |
0.1130 |
10.7% |
0.0012 |
0.1% |
18% |
False |
False |
8 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0770 |
|
2.618 |
1.0705 |
|
1.618 |
1.0665 |
|
1.000 |
1.0640 |
|
0.618 |
1.0625 |
|
HIGH |
1.0600 |
|
0.618 |
1.0585 |
|
0.500 |
1.0580 |
|
0.382 |
1.0575 |
|
LOW |
1.0560 |
|
0.618 |
1.0535 |
|
1.000 |
1.0520 |
|
1.618 |
1.0495 |
|
2.618 |
1.0455 |
|
4.250 |
1.0390 |
|
|
| Fisher Pivots for day following 21-Oct-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1.0580 |
1.0596 |
| PP |
1.0573 |
1.0584 |
| S1 |
1.0567 |
1.0572 |
|