CME Swiss Franc Future September 2014
| Trading Metrics calculated at close of trading on 05-Sep-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Sep-2014 |
05-Sep-2014 |
Change |
Change % |
Previous Week |
| Open |
1.0896 |
1.0723 |
-0.0173 |
-1.6% |
1.0886 |
| High |
1.0899 |
1.0770 |
-0.0129 |
-1.2% |
1.0899 |
| Low |
1.0720 |
1.0712 |
-0.0008 |
-0.1% |
1.0712 |
| Close |
1.0723 |
1.0743 |
0.0020 |
0.2% |
1.0743 |
| Range |
0.0179 |
0.0058 |
-0.0121 |
-67.6% |
0.0187 |
| ATR |
0.0057 |
0.0057 |
0.0000 |
0.2% |
0.0000 |
| Volume |
72,040 |
53,771 |
-18,269 |
-25.4% |
230,186 |
|
| Daily Pivots for day following 05-Sep-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0916 |
1.0887 |
1.0775 |
|
| R3 |
1.0858 |
1.0829 |
1.0759 |
|
| R2 |
1.0800 |
1.0800 |
1.0754 |
|
| R1 |
1.0771 |
1.0771 |
1.0748 |
1.0786 |
| PP |
1.0742 |
1.0742 |
1.0742 |
1.0749 |
| S1 |
1.0713 |
1.0713 |
1.0738 |
1.0728 |
| S2 |
1.0684 |
1.0684 |
1.0732 |
|
| S3 |
1.0626 |
1.0655 |
1.0727 |
|
| S4 |
1.0568 |
1.0597 |
1.0711 |
|
|
| Weekly Pivots for week ending 05-Sep-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1346 |
1.1231 |
1.0846 |
|
| R3 |
1.1159 |
1.1044 |
1.0794 |
|
| R2 |
1.0972 |
1.0972 |
1.0777 |
|
| R1 |
1.0857 |
1.0857 |
1.0760 |
1.0821 |
| PP |
1.0785 |
1.0785 |
1.0785 |
1.0767 |
| S1 |
1.0670 |
1.0670 |
1.0726 |
1.0634 |
| S2 |
1.0598 |
1.0598 |
1.0709 |
|
| S3 |
1.0411 |
1.0483 |
1.0692 |
|
| S4 |
1.0224 |
1.0296 |
1.0640 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0943 |
1.0712 |
0.0231 |
2.2% |
0.0072 |
0.7% |
13% |
False |
True |
54,830 |
| 10 |
1.0987 |
1.0712 |
0.0275 |
2.6% |
0.0061 |
0.6% |
11% |
False |
True |
47,469 |
| 20 |
1.1084 |
1.0712 |
0.0372 |
3.5% |
0.0057 |
0.5% |
8% |
False |
True |
39,408 |
| 40 |
1.1245 |
1.0712 |
0.0533 |
5.0% |
0.0049 |
0.5% |
6% |
False |
True |
37,439 |
| 60 |
1.1298 |
1.0712 |
0.0586 |
5.5% |
0.0050 |
0.5% |
5% |
False |
True |
34,876 |
| 80 |
1.1298 |
1.0712 |
0.0586 |
5.5% |
0.0049 |
0.5% |
5% |
False |
True |
26,788 |
| 100 |
1.1503 |
1.0712 |
0.0791 |
7.4% |
0.0048 |
0.5% |
4% |
False |
True |
21,441 |
| 120 |
1.1503 |
1.0712 |
0.0791 |
7.4% |
0.0047 |
0.4% |
4% |
False |
True |
17,873 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1017 |
|
2.618 |
1.0922 |
|
1.618 |
1.0864 |
|
1.000 |
1.0828 |
|
0.618 |
1.0806 |
|
HIGH |
1.0770 |
|
0.618 |
1.0748 |
|
0.500 |
1.0741 |
|
0.382 |
1.0734 |
|
LOW |
1.0712 |
|
0.618 |
1.0676 |
|
1.000 |
1.0654 |
|
1.618 |
1.0618 |
|
2.618 |
1.0560 |
|
4.250 |
1.0466 |
|
|
| Fisher Pivots for day following 05-Sep-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1.0742 |
1.0806 |
| PP |
1.0742 |
1.0785 |
| S1 |
1.0741 |
1.0764 |
|