CME Swiss Franc Future September 2014
| Trading Metrics calculated at close of trading on 11-Sep-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Sep-2014 |
11-Sep-2014 |
Change |
Change % |
Previous Week |
| Open |
1.0719 |
1.0675 |
-0.0044 |
-0.4% |
1.0886 |
| High |
1.0731 |
1.0710 |
-0.0021 |
-0.2% |
1.0899 |
| Low |
1.0643 |
1.0665 |
0.0022 |
0.2% |
1.0712 |
| Close |
1.0669 |
1.0687 |
0.0018 |
0.2% |
1.0743 |
| Range |
0.0088 |
0.0045 |
-0.0043 |
-48.9% |
0.0187 |
| ATR |
0.0060 |
0.0059 |
-0.0001 |
-1.8% |
0.0000 |
| Volume |
99,229 |
48,007 |
-51,222 |
-51.6% |
230,186 |
|
| Daily Pivots for day following 11-Sep-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0822 |
1.0800 |
1.0712 |
|
| R3 |
1.0777 |
1.0755 |
1.0699 |
|
| R2 |
1.0732 |
1.0732 |
1.0695 |
|
| R1 |
1.0710 |
1.0710 |
1.0691 |
1.0721 |
| PP |
1.0687 |
1.0687 |
1.0687 |
1.0693 |
| S1 |
1.0665 |
1.0665 |
1.0683 |
1.0676 |
| S2 |
1.0642 |
1.0642 |
1.0679 |
|
| S3 |
1.0597 |
1.0620 |
1.0675 |
|
| S4 |
1.0552 |
1.0575 |
1.0662 |
|
|
| 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 |
1.0770 |
1.0643 |
0.0127 |
1.2% |
0.0065 |
0.6% |
35% |
False |
False |
61,541 |
| 10 |
1.0958 |
1.0643 |
0.0315 |
2.9% |
0.0067 |
0.6% |
14% |
False |
False |
57,376 |
| 20 |
1.1084 |
1.0643 |
0.0441 |
4.1% |
0.0059 |
0.6% |
10% |
False |
False |
45,604 |
| 40 |
1.1154 |
1.0643 |
0.0511 |
4.8% |
0.0051 |
0.5% |
9% |
False |
False |
40,545 |
| 60 |
1.1298 |
1.0643 |
0.0655 |
6.1% |
0.0050 |
0.5% |
7% |
False |
False |
37,438 |
| 80 |
1.1298 |
1.0643 |
0.0655 |
6.1% |
0.0051 |
0.5% |
7% |
False |
False |
29,957 |
| 100 |
1.1503 |
1.0643 |
0.0860 |
8.0% |
0.0049 |
0.5% |
5% |
False |
False |
23,977 |
| 120 |
1.1503 |
1.0643 |
0.0860 |
8.0% |
0.0049 |
0.5% |
5% |
False |
False |
19,989 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0901 |
|
2.618 |
1.0828 |
|
1.618 |
1.0783 |
|
1.000 |
1.0755 |
|
0.618 |
1.0738 |
|
HIGH |
1.0710 |
|
0.618 |
1.0693 |
|
0.500 |
1.0688 |
|
0.382 |
1.0682 |
|
LOW |
1.0665 |
|
0.618 |
1.0637 |
|
1.000 |
1.0620 |
|
1.618 |
1.0592 |
|
2.618 |
1.0547 |
|
4.250 |
1.0474 |
|
|
| Fisher Pivots for day following 11-Sep-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1.0688 |
1.0689 |
| PP |
1.0687 |
1.0688 |
| S1 |
1.0687 |
1.0688 |
|