CME Swiss Franc Future September 2014
| Trading Metrics calculated at close of trading on 08-Sep-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Sep-2014 |
08-Sep-2014 |
Change |
Change % |
Previous Week |
| Open |
1.0723 |
1.0742 |
0.0019 |
0.2% |
1.0886 |
| High |
1.0770 |
1.0745 |
-0.0025 |
-0.2% |
1.0899 |
| Low |
1.0712 |
1.0686 |
-0.0026 |
-0.2% |
1.0712 |
| Close |
1.0743 |
1.0701 |
-0.0042 |
-0.4% |
1.0743 |
| Range |
0.0058 |
0.0059 |
0.0001 |
1.7% |
0.0187 |
| ATR |
0.0057 |
0.0057 |
0.0000 |
0.3% |
0.0000 |
| Volume |
53,771 |
47,642 |
-6,129 |
-11.4% |
230,186 |
|
| Daily Pivots for day following 08-Sep-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0888 |
1.0853 |
1.0733 |
|
| R3 |
1.0829 |
1.0794 |
1.0717 |
|
| R2 |
1.0770 |
1.0770 |
1.0712 |
|
| R1 |
1.0735 |
1.0735 |
1.0706 |
1.0723 |
| PP |
1.0711 |
1.0711 |
1.0711 |
1.0705 |
| S1 |
1.0676 |
1.0676 |
1.0696 |
1.0664 |
| S2 |
1.0652 |
1.0652 |
1.0690 |
|
| S3 |
1.0593 |
1.0617 |
1.0685 |
|
| S4 |
1.0534 |
1.0558 |
1.0669 |
|
|
| 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 |
1.0899 |
1.0686 |
0.0213 |
2.0% |
0.0073 |
0.7% |
7% |
False |
True |
55,565 |
| 10 |
1.0958 |
1.0686 |
0.0272 |
2.5% |
0.0061 |
0.6% |
6% |
False |
True |
48,049 |
| 20 |
1.1084 |
1.0686 |
0.0398 |
3.7% |
0.0056 |
0.5% |
4% |
False |
True |
39,530 |
| 40 |
1.1245 |
1.0686 |
0.0559 |
5.2% |
0.0050 |
0.5% |
3% |
False |
True |
38,113 |
| 60 |
1.1298 |
1.0686 |
0.0612 |
5.7% |
0.0050 |
0.5% |
2% |
False |
True |
35,383 |
| 80 |
1.1298 |
1.0686 |
0.0612 |
5.7% |
0.0050 |
0.5% |
2% |
False |
True |
27,383 |
| 100 |
1.1503 |
1.0686 |
0.0817 |
7.6% |
0.0049 |
0.5% |
2% |
False |
True |
21,917 |
| 120 |
1.1503 |
1.0686 |
0.0817 |
7.6% |
0.0048 |
0.4% |
2% |
False |
True |
18,270 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0996 |
|
2.618 |
1.0899 |
|
1.618 |
1.0840 |
|
1.000 |
1.0804 |
|
0.618 |
1.0781 |
|
HIGH |
1.0745 |
|
0.618 |
1.0722 |
|
0.500 |
1.0716 |
|
0.382 |
1.0709 |
|
LOW |
1.0686 |
|
0.618 |
1.0650 |
|
1.000 |
1.0627 |
|
1.618 |
1.0591 |
|
2.618 |
1.0532 |
|
4.250 |
1.0435 |
|
|
| Fisher Pivots for day following 08-Sep-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1.0716 |
1.0793 |
| PP |
1.0711 |
1.0762 |
| S1 |
1.0706 |
1.0732 |
|