CME Swiss Franc Future September 2014
| Trading Metrics calculated at close of trading on 10-Sep-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Sep-2014 |
10-Sep-2014 |
Change |
Change % |
Previous Week |
| Open |
1.0693 |
1.0719 |
0.0026 |
0.2% |
1.0886 |
| High |
1.0735 |
1.0731 |
-0.0004 |
0.0% |
1.0899 |
| Low |
1.0662 |
1.0643 |
-0.0019 |
-0.2% |
1.0712 |
| Close |
1.0707 |
1.0669 |
-0.0038 |
-0.4% |
1.0743 |
| Range |
0.0073 |
0.0088 |
0.0015 |
20.5% |
0.0187 |
| ATR |
0.0058 |
0.0060 |
0.0002 |
3.7% |
0.0000 |
| Volume |
59,057 |
99,229 |
40,172 |
68.0% |
230,186 |
|
| Daily Pivots for day following 10-Sep-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0945 |
1.0895 |
1.0717 |
|
| R3 |
1.0857 |
1.0807 |
1.0693 |
|
| R2 |
1.0769 |
1.0769 |
1.0685 |
|
| R1 |
1.0719 |
1.0719 |
1.0677 |
1.0700 |
| PP |
1.0681 |
1.0681 |
1.0681 |
1.0672 |
| S1 |
1.0631 |
1.0631 |
1.0661 |
1.0612 |
| S2 |
1.0593 |
1.0593 |
1.0653 |
|
| S3 |
1.0505 |
1.0543 |
1.0645 |
|
| S4 |
1.0417 |
1.0455 |
1.0621 |
|
|
| 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 |
1.0643 |
0.0256 |
2.4% |
0.0091 |
0.9% |
10% |
False |
True |
66,347 |
| 10 |
1.0958 |
1.0643 |
0.0315 |
3.0% |
0.0068 |
0.6% |
8% |
False |
True |
57,318 |
| 20 |
1.1084 |
1.0643 |
0.0441 |
4.1% |
0.0061 |
0.6% |
6% |
False |
True |
44,976 |
| 40 |
1.1171 |
1.0643 |
0.0528 |
4.9% |
0.0051 |
0.5% |
5% |
False |
True |
40,135 |
| 60 |
1.1298 |
1.0643 |
0.0655 |
6.1% |
0.0050 |
0.5% |
4% |
False |
True |
37,000 |
| 80 |
1.1298 |
1.0643 |
0.0655 |
6.1% |
0.0050 |
0.5% |
4% |
False |
True |
29,358 |
| 100 |
1.1503 |
1.0643 |
0.0860 |
8.1% |
0.0049 |
0.5% |
3% |
False |
True |
23,498 |
| 120 |
1.1503 |
1.0643 |
0.0860 |
8.1% |
0.0048 |
0.5% |
3% |
False |
True |
19,589 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1105 |
|
2.618 |
1.0961 |
|
1.618 |
1.0873 |
|
1.000 |
1.0819 |
|
0.618 |
1.0785 |
|
HIGH |
1.0731 |
|
0.618 |
1.0697 |
|
0.500 |
1.0687 |
|
0.382 |
1.0677 |
|
LOW |
1.0643 |
|
0.618 |
1.0589 |
|
1.000 |
1.0555 |
|
1.618 |
1.0501 |
|
2.618 |
1.0413 |
|
4.250 |
1.0269 |
|
|
| Fisher Pivots for day following 10-Sep-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1.0687 |
1.0694 |
| PP |
1.0681 |
1.0686 |
| S1 |
1.0675 |
1.0677 |
|