CME Swiss Franc Future September 2014
| Trading Metrics calculated at close of trading on 12-Sep-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Sep-2014 |
12-Sep-2014 |
Change |
Change % |
Previous Week |
| Open |
1.0675 |
1.0686 |
0.0011 |
0.1% |
1.0742 |
| High |
1.0710 |
1.0728 |
0.0018 |
0.2% |
1.0745 |
| Low |
1.0665 |
1.0675 |
0.0010 |
0.1% |
1.0643 |
| Close |
1.0687 |
1.0707 |
0.0020 |
0.2% |
1.0707 |
| Range |
0.0045 |
0.0053 |
0.0008 |
17.8% |
0.0102 |
| ATR |
0.0059 |
0.0059 |
0.0000 |
-0.7% |
0.0000 |
| Volume |
48,007 |
14,408 |
-33,599 |
-70.0% |
268,343 |
|
| Daily Pivots for day following 12-Sep-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0862 |
1.0838 |
1.0736 |
|
| R3 |
1.0809 |
1.0785 |
1.0722 |
|
| R2 |
1.0756 |
1.0756 |
1.0717 |
|
| R1 |
1.0732 |
1.0732 |
1.0712 |
1.0744 |
| PP |
1.0703 |
1.0703 |
1.0703 |
1.0710 |
| S1 |
1.0679 |
1.0679 |
1.0702 |
1.0691 |
| S2 |
1.0650 |
1.0650 |
1.0697 |
|
| S3 |
1.0597 |
1.0626 |
1.0692 |
|
| S4 |
1.0544 |
1.0573 |
1.0678 |
|
|
| Weekly Pivots for week ending 12-Sep-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1004 |
1.0958 |
1.0763 |
|
| R3 |
1.0902 |
1.0856 |
1.0735 |
|
| R2 |
1.0800 |
1.0800 |
1.0726 |
|
| R1 |
1.0754 |
1.0754 |
1.0716 |
1.0726 |
| PP |
1.0698 |
1.0698 |
1.0698 |
1.0685 |
| S1 |
1.0652 |
1.0652 |
1.0698 |
1.0624 |
| S2 |
1.0596 |
1.0596 |
1.0688 |
|
| S3 |
1.0494 |
1.0550 |
1.0679 |
|
| S4 |
1.0392 |
1.0448 |
1.0651 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0745 |
1.0643 |
0.0102 |
1.0% |
0.0064 |
0.6% |
63% |
False |
False |
53,668 |
| 10 |
1.0943 |
1.0643 |
0.0300 |
2.8% |
0.0068 |
0.6% |
21% |
False |
False |
54,249 |
| 20 |
1.1084 |
1.0643 |
0.0441 |
4.1% |
0.0059 |
0.6% |
15% |
False |
False |
44,711 |
| 40 |
1.1153 |
1.0643 |
0.0510 |
4.8% |
0.0052 |
0.5% |
13% |
False |
False |
40,105 |
| 60 |
1.1298 |
1.0643 |
0.0655 |
6.1% |
0.0050 |
0.5% |
10% |
False |
False |
37,060 |
| 80 |
1.1298 |
1.0643 |
0.0655 |
6.1% |
0.0051 |
0.5% |
10% |
False |
False |
30,136 |
| 100 |
1.1503 |
1.0643 |
0.0860 |
8.0% |
0.0050 |
0.5% |
7% |
False |
False |
24,120 |
| 120 |
1.1503 |
1.0643 |
0.0860 |
8.0% |
0.0049 |
0.5% |
7% |
False |
False |
20,109 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0953 |
|
2.618 |
1.0867 |
|
1.618 |
1.0814 |
|
1.000 |
1.0781 |
|
0.618 |
1.0761 |
|
HIGH |
1.0728 |
|
0.618 |
1.0708 |
|
0.500 |
1.0702 |
|
0.382 |
1.0695 |
|
LOW |
1.0675 |
|
0.618 |
1.0642 |
|
1.000 |
1.0622 |
|
1.618 |
1.0589 |
|
2.618 |
1.0536 |
|
4.250 |
1.0450 |
|
|
| Fisher Pivots for day following 12-Sep-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1.0705 |
1.0700 |
| PP |
1.0703 |
1.0694 |
| S1 |
1.0702 |
1.0687 |
|