CME Swiss Franc Future September 2014
| Trading Metrics calculated at close of trading on 15-Sep-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Sep-2014 |
15-Sep-2014 |
Change |
Change % |
Previous Week |
| Open |
1.0686 |
1.0717 |
0.0031 |
0.3% |
1.0742 |
| High |
1.0728 |
1.0718 |
-0.0010 |
-0.1% |
1.0745 |
| Low |
1.0675 |
1.0672 |
-0.0003 |
0.0% |
1.0643 |
| Close |
1.0707 |
1.0692 |
-0.0015 |
-0.1% |
1.0707 |
| Range |
0.0053 |
0.0046 |
-0.0007 |
-13.2% |
0.0102 |
| ATR |
0.0059 |
0.0058 |
-0.0001 |
-1.5% |
0.0000 |
| Volume |
14,408 |
516 |
-13,892 |
-96.4% |
268,343 |
|
| Daily Pivots for day following 15-Sep-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0832 |
1.0808 |
1.0717 |
|
| R3 |
1.0786 |
1.0762 |
1.0705 |
|
| R2 |
1.0740 |
1.0740 |
1.0700 |
|
| R1 |
1.0716 |
1.0716 |
1.0696 |
1.0705 |
| PP |
1.0694 |
1.0694 |
1.0694 |
1.0689 |
| S1 |
1.0670 |
1.0670 |
1.0688 |
1.0659 |
| S2 |
1.0648 |
1.0648 |
1.0684 |
|
| S3 |
1.0602 |
1.0624 |
1.0679 |
|
| S4 |
1.0556 |
1.0578 |
1.0667 |
|
|
| 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 |
1.0735 |
1.0643 |
0.0092 |
0.9% |
0.0061 |
0.6% |
53% |
False |
False |
44,243 |
| 10 |
1.0899 |
1.0643 |
0.0256 |
2.4% |
0.0067 |
0.6% |
19% |
False |
False |
49,904 |
| 20 |
1.1081 |
1.0643 |
0.0438 |
4.1% |
0.0058 |
0.5% |
11% |
False |
False |
42,790 |
| 40 |
1.1151 |
1.0643 |
0.0508 |
4.8% |
0.0052 |
0.5% |
10% |
False |
False |
39,206 |
| 60 |
1.1298 |
1.0643 |
0.0655 |
6.1% |
0.0049 |
0.5% |
7% |
False |
False |
36,237 |
| 80 |
1.1298 |
1.0643 |
0.0655 |
6.1% |
0.0051 |
0.5% |
7% |
False |
False |
30,143 |
| 100 |
1.1503 |
1.0643 |
0.0860 |
8.0% |
0.0050 |
0.5% |
6% |
False |
False |
24,126 |
| 120 |
1.1503 |
1.0643 |
0.0860 |
8.0% |
0.0049 |
0.5% |
6% |
False |
False |
20,112 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0914 |
|
2.618 |
1.0838 |
|
1.618 |
1.0792 |
|
1.000 |
1.0764 |
|
0.618 |
1.0746 |
|
HIGH |
1.0718 |
|
0.618 |
1.0700 |
|
0.500 |
1.0695 |
|
0.382 |
1.0690 |
|
LOW |
1.0672 |
|
0.618 |
1.0644 |
|
1.000 |
1.0626 |
|
1.618 |
1.0598 |
|
2.618 |
1.0552 |
|
4.250 |
1.0477 |
|
|
| Fisher Pivots for day following 15-Sep-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1.0695 |
1.0697 |
| PP |
1.0694 |
1.0695 |
| S1 |
1.0693 |
1.0694 |
|