CME Swiss Franc Future March 2015
| Trading Metrics calculated at close of trading on 29-Oct-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Oct-2014 |
29-Oct-2014 |
Change |
Change % |
Previous Week |
| Open |
1.0536 |
1.0578 |
0.0042 |
0.4% |
1.0631 |
| High |
1.0592 |
1.0578 |
-0.0014 |
-0.1% |
1.0631 |
| Low |
1.0536 |
1.0490 |
-0.0046 |
-0.4% |
1.0482 |
| Close |
1.0576 |
1.0500 |
-0.0076 |
-0.7% |
1.0515 |
| Range |
0.0056 |
0.0088 |
0.0032 |
57.1% |
0.0149 |
| ATR |
0.0053 |
0.0055 |
0.0003 |
4.8% |
0.0000 |
| Volume |
4 |
38 |
34 |
850.0% |
79 |
|
| Daily Pivots for day following 29-Oct-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0787 |
1.0731 |
1.0548 |
|
| R3 |
1.0699 |
1.0643 |
1.0524 |
|
| R2 |
1.0611 |
1.0611 |
1.0516 |
|
| R1 |
1.0555 |
1.0555 |
1.0508 |
1.0539 |
| PP |
1.0523 |
1.0523 |
1.0523 |
1.0515 |
| S1 |
1.0467 |
1.0467 |
1.0492 |
1.0451 |
| S2 |
1.0435 |
1.0435 |
1.0484 |
|
| S3 |
1.0347 |
1.0379 |
1.0476 |
|
| S4 |
1.0259 |
1.0291 |
1.0452 |
|
|
| 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% |
0.0045 |
0.4% |
16% |
False |
False |
20 |
| 10 |
1.0636 |
1.0482 |
0.0154 |
1.5% |
0.0043 |
0.4% |
12% |
False |
False |
39 |
| 20 |
1.0642 |
1.0351 |
0.0291 |
2.8% |
0.0048 |
0.5% |
51% |
False |
False |
23 |
| 40 |
1.0915 |
1.0351 |
0.0564 |
5.4% |
0.0040 |
0.4% |
26% |
False |
False |
19 |
| 60 |
1.1100 |
1.0351 |
0.0749 |
7.1% |
0.0027 |
0.3% |
20% |
False |
False |
13 |
| 80 |
1.1255 |
1.0351 |
0.0904 |
8.6% |
0.0020 |
0.2% |
16% |
False |
False |
12 |
| 100 |
1.1309 |
1.0351 |
0.0958 |
9.1% |
0.0017 |
0.2% |
16% |
False |
False |
10 |
| 120 |
1.1309 |
1.0351 |
0.0958 |
9.1% |
0.0014 |
0.1% |
16% |
False |
False |
9 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0952 |
|
2.618 |
1.0808 |
|
1.618 |
1.0720 |
|
1.000 |
1.0666 |
|
0.618 |
1.0632 |
|
HIGH |
1.0578 |
|
0.618 |
1.0544 |
|
0.500 |
1.0534 |
|
0.382 |
1.0524 |
|
LOW |
1.0490 |
|
0.618 |
1.0436 |
|
1.000 |
1.0402 |
|
1.618 |
1.0348 |
|
2.618 |
1.0260 |
|
4.250 |
1.0116 |
|
|
| Fisher Pivots for day following 29-Oct-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1.0534 |
1.0541 |
| PP |
1.0523 |
1.0527 |
| S1 |
1.0511 |
1.0514 |
|