CME Swiss Franc Future March 2015
| Trading Metrics calculated at close of trading on 28-Oct-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Oct-2014 |
28-Oct-2014 |
Change |
Change % |
Previous Week |
| Open |
1.0537 |
1.0536 |
-0.0001 |
0.0% |
1.0631 |
| High |
1.0557 |
1.0592 |
0.0035 |
0.3% |
1.0631 |
| Low |
1.0537 |
1.0536 |
-0.0001 |
0.0% |
1.0482 |
| Close |
1.0556 |
1.0576 |
0.0020 |
0.2% |
1.0515 |
| Range |
0.0020 |
0.0056 |
0.0036 |
180.0% |
0.0149 |
| ATR |
0.0052 |
0.0053 |
0.0000 |
0.5% |
0.0000 |
| Volume |
24 |
4 |
-20 |
-83.3% |
79 |
|
| Daily Pivots for day following 28-Oct-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0736 |
1.0712 |
1.0607 |
|
| R3 |
1.0680 |
1.0656 |
1.0591 |
|
| R2 |
1.0624 |
1.0624 |
1.0586 |
|
| R1 |
1.0600 |
1.0600 |
1.0581 |
1.0612 |
| PP |
1.0568 |
1.0568 |
1.0568 |
1.0574 |
| S1 |
1.0544 |
1.0544 |
1.0571 |
1.0556 |
| S2 |
1.0512 |
1.0512 |
1.0566 |
|
| S3 |
1.0456 |
1.0488 |
1.0561 |
|
| S4 |
1.0400 |
1.0432 |
1.0545 |
|
|
| 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 |
1.0592 |
1.0482 |
0.0110 |
1.0% |
0.0039 |
0.4% |
85% |
True |
False |
19 |
| 10 |
1.0642 |
1.0482 |
0.0160 |
1.5% |
0.0050 |
0.5% |
59% |
False |
False |
36 |
| 20 |
1.0642 |
1.0351 |
0.0291 |
2.8% |
0.0045 |
0.4% |
77% |
False |
False |
21 |
| 40 |
1.0919 |
1.0351 |
0.0568 |
5.4% |
0.0038 |
0.4% |
40% |
False |
False |
18 |
| 60 |
1.1100 |
1.0351 |
0.0749 |
7.1% |
0.0026 |
0.2% |
30% |
False |
False |
13 |
| 80 |
1.1255 |
1.0351 |
0.0904 |
8.5% |
0.0019 |
0.2% |
25% |
False |
False |
12 |
| 100 |
1.1309 |
1.0351 |
0.0958 |
9.1% |
0.0016 |
0.2% |
23% |
False |
False |
10 |
| 120 |
1.1309 |
1.0351 |
0.0958 |
9.1% |
0.0014 |
0.1% |
23% |
False |
False |
8 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0830 |
|
2.618 |
1.0739 |
|
1.618 |
1.0683 |
|
1.000 |
1.0648 |
|
0.618 |
1.0627 |
|
HIGH |
1.0592 |
|
0.618 |
1.0571 |
|
0.500 |
1.0564 |
|
0.382 |
1.0557 |
|
LOW |
1.0536 |
|
0.618 |
1.0501 |
|
1.000 |
1.0480 |
|
1.618 |
1.0445 |
|
2.618 |
1.0389 |
|
4.250 |
1.0298 |
|
|
| Fisher Pivots for day following 28-Oct-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1.0572 |
1.0566 |
| PP |
1.0568 |
1.0557 |
| S1 |
1.0564 |
1.0547 |
|