CME Swiss Franc Future March 2015
| Trading Metrics calculated at close of trading on 23-Oct-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Oct-2014 |
23-Oct-2014 |
Change |
Change % |
Previous Week |
| Open |
1.0556 |
1.0489 |
-0.0067 |
-0.6% |
1.0515 |
| High |
1.0556 |
1.0504 |
-0.0052 |
-0.5% |
1.0642 |
| Low |
1.0498 |
1.0482 |
-0.0016 |
-0.2% |
1.0482 |
| Close |
1.0498 |
1.0498 |
0.0000 |
0.0% |
1.0593 |
| Range |
0.0058 |
0.0022 |
-0.0036 |
-62.1% |
0.0160 |
| ATR |
0.0057 |
0.0054 |
-0.0002 |
-4.4% |
0.0000 |
| Volume |
30 |
33 |
3 |
10.0% |
268 |
|
| Daily Pivots for day following 23-Oct-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0561 |
1.0551 |
1.0510 |
|
| R3 |
1.0539 |
1.0529 |
1.0504 |
|
| R2 |
1.0517 |
1.0517 |
1.0502 |
|
| R1 |
1.0507 |
1.0507 |
1.0500 |
1.0512 |
| PP |
1.0495 |
1.0495 |
1.0495 |
1.0497 |
| S1 |
1.0485 |
1.0485 |
1.0496 |
1.0490 |
| S2 |
1.0473 |
1.0473 |
1.0494 |
|
| S3 |
1.0451 |
1.0463 |
1.0492 |
|
| S4 |
1.0429 |
1.0441 |
1.0486 |
|
|
| 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 |
1.0631 |
1.0482 |
0.0149 |
1.4% |
0.0033 |
0.3% |
11% |
False |
True |
18 |
| 10 |
1.0642 |
1.0454 |
0.0188 |
1.8% |
0.0040 |
0.4% |
23% |
False |
False |
34 |
| 20 |
1.0642 |
1.0351 |
0.0291 |
2.8% |
0.0044 |
0.4% |
51% |
False |
False |
22 |
| 40 |
1.0961 |
1.0351 |
0.0610 |
5.8% |
0.0035 |
0.3% |
24% |
False |
False |
18 |
| 60 |
1.1100 |
1.0351 |
0.0749 |
7.1% |
0.0024 |
0.2% |
20% |
False |
False |
12 |
| 80 |
1.1276 |
1.0351 |
0.0925 |
8.8% |
0.0019 |
0.2% |
16% |
False |
False |
12 |
| 100 |
1.1309 |
1.0351 |
0.0958 |
9.1% |
0.0015 |
0.1% |
15% |
False |
False |
10 |
| 120 |
1.1481 |
1.0351 |
0.1130 |
10.8% |
0.0013 |
0.1% |
13% |
False |
False |
8 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0598 |
|
2.618 |
1.0562 |
|
1.618 |
1.0540 |
|
1.000 |
1.0526 |
|
0.618 |
1.0518 |
|
HIGH |
1.0504 |
|
0.618 |
1.0496 |
|
0.500 |
1.0493 |
|
0.382 |
1.0490 |
|
LOW |
1.0482 |
|
0.618 |
1.0468 |
|
1.000 |
1.0460 |
|
1.618 |
1.0446 |
|
2.618 |
1.0424 |
|
4.250 |
1.0389 |
|
|
| Fisher Pivots for day following 23-Oct-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1.0496 |
1.0541 |
| PP |
1.0495 |
1.0527 |
| S1 |
1.0493 |
1.0512 |
|