CME Swiss Franc Future December 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 |
1.0691 |
1.0725 |
0.0034 |
0.3% |
1.0750 |
| High |
1.0740 |
1.0728 |
-0.0012 |
-0.1% |
1.0756 |
| Low |
1.0684 |
1.0679 |
-0.0005 |
0.0% |
1.0654 |
| Close |
1.0717 |
1.0699 |
-0.0018 |
-0.2% |
1.0717 |
| Range |
0.0056 |
0.0049 |
-0.0007 |
-12.5% |
0.0102 |
| ATR |
0.0054 |
0.0054 |
0.0000 |
-0.7% |
0.0000 |
| Volume |
53,708 |
31,673 |
-22,035 |
-41.0% |
142,937 |
|
| Daily Pivots for day following 15-Sep-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0849 |
1.0823 |
1.0726 |
|
| R3 |
1.0800 |
1.0774 |
1.0712 |
|
| R2 |
1.0751 |
1.0751 |
1.0708 |
|
| R1 |
1.0725 |
1.0725 |
1.0703 |
1.0714 |
| PP |
1.0702 |
1.0702 |
1.0702 |
1.0696 |
| S1 |
1.0676 |
1.0676 |
1.0695 |
1.0665 |
| S2 |
1.0653 |
1.0653 |
1.0690 |
|
| S3 |
1.0604 |
1.0627 |
1.0686 |
|
| S4 |
1.0555 |
1.0578 |
1.0672 |
|
|
| Weekly Pivots for week ending 12-Sep-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1015 |
1.0968 |
1.0773 |
|
| R3 |
1.0913 |
1.0866 |
1.0745 |
|
| R2 |
1.0811 |
1.0811 |
1.0736 |
|
| R1 |
1.0764 |
1.0764 |
1.0726 |
1.0737 |
| PP |
1.0709 |
1.0709 |
1.0709 |
1.0695 |
| S1 |
1.0662 |
1.0662 |
1.0708 |
1.0635 |
| S2 |
1.0607 |
1.0607 |
1.0698 |
|
| S3 |
1.0505 |
1.0560 |
1.0689 |
|
| S4 |
1.0403 |
1.0458 |
1.0661 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0746 |
1.0654 |
0.0092 |
0.9% |
0.0062 |
0.6% |
49% |
False |
False |
32,764 |
| 10 |
1.0909 |
1.0654 |
0.0255 |
2.4% |
0.0067 |
0.6% |
18% |
False |
False |
19,036 |
| 20 |
1.1078 |
1.0654 |
0.0424 |
4.0% |
0.0055 |
0.5% |
11% |
False |
False |
9,897 |
| 40 |
1.1155 |
1.0654 |
0.0501 |
4.7% |
0.0043 |
0.4% |
9% |
False |
False |
4,963 |
| 60 |
1.1305 |
1.0654 |
0.0651 |
6.1% |
0.0034 |
0.3% |
7% |
False |
False |
3,316 |
| 80 |
1.1305 |
1.0654 |
0.0651 |
6.1% |
0.0029 |
0.3% |
7% |
False |
False |
2,488 |
| 100 |
1.1468 |
1.0654 |
0.0814 |
7.6% |
0.0023 |
0.2% |
6% |
False |
False |
1,991 |
| 120 |
1.1468 |
1.0654 |
0.0814 |
7.6% |
0.0020 |
0.2% |
6% |
False |
False |
1,659 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0936 |
|
2.618 |
1.0856 |
|
1.618 |
1.0807 |
|
1.000 |
1.0777 |
|
0.618 |
1.0758 |
|
HIGH |
1.0728 |
|
0.618 |
1.0709 |
|
0.500 |
1.0704 |
|
0.382 |
1.0698 |
|
LOW |
1.0679 |
|
0.618 |
1.0649 |
|
1.000 |
1.0630 |
|
1.618 |
1.0600 |
|
2.618 |
1.0551 |
|
4.250 |
1.0471 |
|
|
| Fisher Pivots for day following 15-Sep-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1.0704 |
1.0708 |
| PP |
1.0702 |
1.0705 |
| S1 |
1.0701 |
1.0702 |
|