CME Swiss Franc Future December 2014
| Trading Metrics calculated at close of trading on 16-Sep-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Sep-2014 |
16-Sep-2014 |
Change |
Change % |
Previous Week |
| Open |
1.0725 |
1.0699 |
-0.0026 |
-0.2% |
1.0750 |
| High |
1.0728 |
1.0761 |
0.0033 |
0.3% |
1.0756 |
| Low |
1.0679 |
1.0690 |
0.0011 |
0.1% |
1.0654 |
| Close |
1.0699 |
1.0731 |
0.0032 |
0.3% |
1.0717 |
| Range |
0.0049 |
0.0071 |
0.0022 |
44.9% |
0.0102 |
| ATR |
0.0054 |
0.0055 |
0.0001 |
2.3% |
0.0000 |
| Volume |
31,673 |
33,538 |
1,865 |
5.9% |
142,937 |
|
| Daily Pivots for day following 16-Sep-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0940 |
1.0907 |
1.0770 |
|
| R3 |
1.0869 |
1.0836 |
1.0751 |
|
| R2 |
1.0798 |
1.0798 |
1.0744 |
|
| R1 |
1.0765 |
1.0765 |
1.0738 |
1.0782 |
| PP |
1.0727 |
1.0727 |
1.0727 |
1.0736 |
| S1 |
1.0694 |
1.0694 |
1.0724 |
1.0711 |
| S2 |
1.0656 |
1.0656 |
1.0718 |
|
| S3 |
1.0585 |
1.0623 |
1.0711 |
|
| S4 |
1.0514 |
1.0552 |
1.0692 |
|
|
| 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 |
1.0761 |
1.0654 |
0.0107 |
1.0% |
0.0061 |
0.6% |
72% |
True |
False |
35,999 |
| 10 |
1.0909 |
1.0654 |
0.0255 |
2.4% |
0.0070 |
0.7% |
30% |
False |
False |
22,284 |
| 20 |
1.1044 |
1.0654 |
0.0390 |
3.6% |
0.0056 |
0.5% |
20% |
False |
False |
11,572 |
| 40 |
1.1150 |
1.0654 |
0.0496 |
4.6% |
0.0045 |
0.4% |
16% |
False |
False |
5,802 |
| 60 |
1.1305 |
1.0654 |
0.0651 |
6.1% |
0.0036 |
0.3% |
12% |
False |
False |
3,875 |
| 80 |
1.1305 |
1.0654 |
0.0651 |
6.1% |
0.0030 |
0.3% |
12% |
False |
False |
2,907 |
| 100 |
1.1468 |
1.0654 |
0.0814 |
7.6% |
0.0024 |
0.2% |
9% |
False |
False |
2,326 |
| 120 |
1.1468 |
1.0654 |
0.0814 |
7.6% |
0.0020 |
0.2% |
9% |
False |
False |
1,939 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1063 |
|
2.618 |
1.0947 |
|
1.618 |
1.0876 |
|
1.000 |
1.0832 |
|
0.618 |
1.0805 |
|
HIGH |
1.0761 |
|
0.618 |
1.0734 |
|
0.500 |
1.0726 |
|
0.382 |
1.0717 |
|
LOW |
1.0690 |
|
0.618 |
1.0646 |
|
1.000 |
1.0619 |
|
1.618 |
1.0575 |
|
2.618 |
1.0504 |
|
4.250 |
1.0388 |
|
|
| Fisher Pivots for day following 16-Sep-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1.0729 |
1.0727 |
| PP |
1.0727 |
1.0724 |
| S1 |
1.0726 |
1.0720 |
|