CME Swiss Franc Future March 2015
| Trading Metrics calculated at close of trading on 24-Oct-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Oct-2014 |
24-Oct-2014 |
Change |
Change % |
Previous Week |
| Open |
1.0489 |
1.0502 |
0.0013 |
0.1% |
1.0631 |
| High |
1.0504 |
1.0539 |
0.0035 |
0.3% |
1.0631 |
| Low |
1.0482 |
1.0502 |
0.0020 |
0.2% |
1.0482 |
| Close |
1.0498 |
1.0515 |
0.0017 |
0.2% |
1.0515 |
| Range |
0.0022 |
0.0037 |
0.0015 |
68.2% |
0.0149 |
| ATR |
0.0054 |
0.0053 |
-0.0001 |
-1.7% |
0.0000 |
| Volume |
33 |
4 |
-29 |
-87.9% |
79 |
|
| Daily Pivots for day following 24-Oct-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0630 |
1.0609 |
1.0535 |
|
| R3 |
1.0593 |
1.0572 |
1.0525 |
|
| R2 |
1.0556 |
1.0556 |
1.0522 |
|
| R1 |
1.0535 |
1.0535 |
1.0518 |
1.0546 |
| PP |
1.0519 |
1.0519 |
1.0519 |
1.0524 |
| S1 |
1.0498 |
1.0498 |
1.0512 |
1.0509 |
| S2 |
1.0482 |
1.0482 |
1.0508 |
|
| S3 |
1.0445 |
1.0461 |
1.0505 |
|
| S4 |
1.0408 |
1.0424 |
1.0495 |
|
|
| Weekly Pivots for week ending 24-Oct-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0990 |
1.0901 |
1.0597 |
|
| R3 |
1.0841 |
1.0752 |
1.0556 |
|
| R2 |
1.0692 |
1.0692 |
1.0542 |
|
| R1 |
1.0603 |
1.0603 |
1.0529 |
1.0573 |
| PP |
1.0543 |
1.0543 |
1.0543 |
1.0528 |
| S1 |
1.0454 |
1.0454 |
1.0501 |
1.0424 |
| S2 |
1.0394 |
1.0394 |
1.0488 |
|
| S3 |
1.0245 |
1.0305 |
1.0474 |
|
| S4 |
1.0096 |
1.0156 |
1.0433 |
|
|
| 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% |
0.0031 |
0.3% |
22% |
False |
False |
15 |
| 10 |
1.0642 |
1.0482 |
0.0160 |
1.5% |
0.0044 |
0.4% |
21% |
False |
False |
34 |
| 20 |
1.0642 |
1.0351 |
0.0291 |
2.8% |
0.0044 |
0.4% |
56% |
False |
False |
22 |
| 40 |
1.0919 |
1.0351 |
0.0568 |
5.4% |
0.0036 |
0.3% |
29% |
False |
False |
18 |
| 60 |
1.1100 |
1.0351 |
0.0749 |
7.1% |
0.0024 |
0.2% |
22% |
False |
False |
12 |
| 80 |
1.1256 |
1.0351 |
0.0905 |
8.6% |
0.0019 |
0.2% |
18% |
False |
False |
12 |
| 100 |
1.1309 |
1.0351 |
0.0958 |
9.1% |
0.0015 |
0.1% |
17% |
False |
False |
10 |
| 120 |
1.1451 |
1.0351 |
0.1100 |
10.5% |
0.0013 |
0.1% |
15% |
False |
False |
8 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0696 |
|
2.618 |
1.0636 |
|
1.618 |
1.0599 |
|
1.000 |
1.0576 |
|
0.618 |
1.0562 |
|
HIGH |
1.0539 |
|
0.618 |
1.0525 |
|
0.500 |
1.0521 |
|
0.382 |
1.0516 |
|
LOW |
1.0502 |
|
0.618 |
1.0479 |
|
1.000 |
1.0465 |
|
1.618 |
1.0442 |
|
2.618 |
1.0405 |
|
4.250 |
1.0345 |
|
|
| Fisher Pivots for day following 24-Oct-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1.0521 |
1.0519 |
| PP |
1.0519 |
1.0518 |
| S1 |
1.0517 |
1.0516 |
|