CME Swiss Franc Future December 2014
| Trading Metrics calculated at close of trading on 17-Sep-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Sep-2014 |
17-Sep-2014 |
Change |
Change % |
Previous Week |
| Open |
1.0699 |
1.0729 |
0.0030 |
0.3% |
1.0750 |
| High |
1.0761 |
1.0735 |
-0.0026 |
-0.2% |
1.0756 |
| Low |
1.0690 |
1.0622 |
-0.0068 |
-0.6% |
1.0654 |
| Close |
1.0731 |
1.0672 |
-0.0059 |
-0.5% |
1.0717 |
| Range |
0.0071 |
0.0113 |
0.0042 |
59.2% |
0.0102 |
| ATR |
0.0055 |
0.0059 |
0.0004 |
7.6% |
0.0000 |
| Volume |
33,538 |
59,600 |
26,062 |
77.7% |
142,937 |
|
| Daily Pivots for day following 17-Sep-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1015 |
1.0957 |
1.0734 |
|
| R3 |
1.0902 |
1.0844 |
1.0703 |
|
| R2 |
1.0789 |
1.0789 |
1.0693 |
|
| R1 |
1.0731 |
1.0731 |
1.0682 |
1.0704 |
| PP |
1.0676 |
1.0676 |
1.0676 |
1.0663 |
| S1 |
1.0618 |
1.0618 |
1.0662 |
1.0591 |
| S2 |
1.0563 |
1.0563 |
1.0651 |
|
| S3 |
1.0450 |
1.0505 |
1.0641 |
|
| S4 |
1.0337 |
1.0392 |
1.0610 |
|
|
| 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 |
1.0622 |
0.0139 |
1.3% |
0.0067 |
0.6% |
36% |
False |
True |
39,831 |
| 10 |
1.0908 |
1.0622 |
0.0286 |
2.7% |
0.0079 |
0.7% |
17% |
False |
True |
28,135 |
| 20 |
1.1004 |
1.0622 |
0.0382 |
3.6% |
0.0060 |
0.6% |
13% |
False |
True |
14,547 |
| 40 |
1.1106 |
1.0622 |
0.0484 |
4.5% |
0.0046 |
0.4% |
10% |
False |
True |
7,291 |
| 60 |
1.1305 |
1.0622 |
0.0683 |
6.4% |
0.0037 |
0.3% |
7% |
False |
True |
4,868 |
| 80 |
1.1305 |
1.0622 |
0.0683 |
6.4% |
0.0031 |
0.3% |
7% |
False |
True |
3,652 |
| 100 |
1.1468 |
1.0622 |
0.0846 |
7.9% |
0.0025 |
0.2% |
6% |
False |
True |
2,922 |
| 120 |
1.1468 |
1.0622 |
0.0846 |
7.9% |
0.0021 |
0.2% |
6% |
False |
True |
2,435 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1215 |
|
2.618 |
1.1031 |
|
1.618 |
1.0918 |
|
1.000 |
1.0848 |
|
0.618 |
1.0805 |
|
HIGH |
1.0735 |
|
0.618 |
1.0692 |
|
0.500 |
1.0679 |
|
0.382 |
1.0665 |
|
LOW |
1.0622 |
|
0.618 |
1.0552 |
|
1.000 |
1.0509 |
|
1.618 |
1.0439 |
|
2.618 |
1.0326 |
|
4.250 |
1.0142 |
|
|
| Fisher Pivots for day following 17-Sep-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1.0679 |
1.0692 |
| PP |
1.0676 |
1.0685 |
| S1 |
1.0674 |
1.0679 |
|