CME Swiss Franc Future March 2015
| Trading Metrics calculated at close of trading on 30-Oct-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Oct-2014 |
30-Oct-2014 |
Change |
Change % |
Previous Week |
| Open |
1.0578 |
1.0460 |
-0.0118 |
-1.1% |
1.0631 |
| High |
1.0578 |
1.0486 |
-0.0092 |
-0.9% |
1.0631 |
| Low |
1.0490 |
1.0420 |
-0.0070 |
-0.7% |
1.0482 |
| Close |
1.0500 |
1.0474 |
-0.0026 |
-0.2% |
1.0515 |
| Range |
0.0088 |
0.0066 |
-0.0022 |
-25.0% |
0.0149 |
| ATR |
0.0055 |
0.0057 |
0.0002 |
3.2% |
0.0000 |
| Volume |
38 |
9 |
-29 |
-76.3% |
79 |
|
| Daily Pivots for day following 30-Oct-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0658 |
1.0632 |
1.0510 |
|
| R3 |
1.0592 |
1.0566 |
1.0492 |
|
| R2 |
1.0526 |
1.0526 |
1.0486 |
|
| R1 |
1.0500 |
1.0500 |
1.0480 |
1.0513 |
| PP |
1.0460 |
1.0460 |
1.0460 |
1.0467 |
| S1 |
1.0434 |
1.0434 |
1.0468 |
1.0447 |
| S2 |
1.0394 |
1.0394 |
1.0462 |
|
| S3 |
1.0328 |
1.0368 |
1.0456 |
|
| S4 |
1.0262 |
1.0302 |
1.0438 |
|
|
| 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 |
1.0420 |
0.0172 |
1.6% |
0.0053 |
0.5% |
31% |
False |
True |
15 |
| 10 |
1.0631 |
1.0420 |
0.0211 |
2.0% |
0.0043 |
0.4% |
26% |
False |
True |
17 |
| 20 |
1.0642 |
1.0351 |
0.0291 |
2.8% |
0.0049 |
0.5% |
42% |
False |
False |
23 |
| 40 |
1.0771 |
1.0351 |
0.0420 |
4.0% |
0.0037 |
0.4% |
29% |
False |
False |
19 |
| 60 |
1.1100 |
1.0351 |
0.0749 |
7.2% |
0.0028 |
0.3% |
16% |
False |
False |
13 |
| 80 |
1.1239 |
1.0351 |
0.0888 |
8.5% |
0.0021 |
0.2% |
14% |
False |
False |
12 |
| 100 |
1.1309 |
1.0351 |
0.0958 |
9.1% |
0.0018 |
0.2% |
13% |
False |
False |
10 |
| 120 |
1.1309 |
1.0351 |
0.0958 |
9.1% |
0.0015 |
0.1% |
13% |
False |
False |
9 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0767 |
|
2.618 |
1.0659 |
|
1.618 |
1.0593 |
|
1.000 |
1.0552 |
|
0.618 |
1.0527 |
|
HIGH |
1.0486 |
|
0.618 |
1.0461 |
|
0.500 |
1.0453 |
|
0.382 |
1.0445 |
|
LOW |
1.0420 |
|
0.618 |
1.0379 |
|
1.000 |
1.0354 |
|
1.618 |
1.0313 |
|
2.618 |
1.0247 |
|
4.250 |
1.0140 |
|
|
| Fisher Pivots for day following 30-Oct-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1.0467 |
1.0506 |
| PP |
1.0460 |
1.0495 |
| S1 |
1.0453 |
1.0485 |
|