CME Swiss Franc Future December 2014
| Trading Metrics calculated at close of trading on 30-Sep-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Sep-2014 |
30-Sep-2014 |
Change |
Change % |
Previous Week |
| Open |
1.0513 |
1.0518 |
0.0005 |
0.0% |
1.0631 |
| High |
1.0546 |
1.0533 |
-0.0013 |
-0.1% |
1.0699 |
| Low |
1.0499 |
1.0426 |
-0.0073 |
-0.7% |
1.0511 |
| Close |
1.0524 |
1.0479 |
-0.0045 |
-0.4% |
1.0519 |
| Range |
0.0047 |
0.0107 |
0.0060 |
127.7% |
0.0188 |
| ATR |
0.0064 |
0.0067 |
0.0003 |
4.8% |
0.0000 |
| Volume |
33,716 |
54,207 |
20,491 |
60.8% |
167,300 |
|
| Daily Pivots for day following 30-Sep-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0800 |
1.0747 |
1.0538 |
|
| R3 |
1.0693 |
1.0640 |
1.0508 |
|
| R2 |
1.0586 |
1.0586 |
1.0499 |
|
| R1 |
1.0533 |
1.0533 |
1.0489 |
1.0506 |
| PP |
1.0479 |
1.0479 |
1.0479 |
1.0466 |
| S1 |
1.0426 |
1.0426 |
1.0469 |
1.0399 |
| S2 |
1.0372 |
1.0372 |
1.0459 |
|
| S3 |
1.0265 |
1.0319 |
1.0450 |
|
| S4 |
1.0158 |
1.0212 |
1.0420 |
|
|
| Weekly Pivots for week ending 26-Sep-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1140 |
1.1018 |
1.0622 |
|
| R3 |
1.0952 |
1.0830 |
1.0571 |
|
| R2 |
1.0764 |
1.0764 |
1.0553 |
|
| R1 |
1.0642 |
1.0642 |
1.0536 |
1.0609 |
| PP |
1.0576 |
1.0576 |
1.0576 |
1.0560 |
| S1 |
1.0454 |
1.0454 |
1.0502 |
1.0421 |
| S2 |
1.0388 |
1.0388 |
1.0485 |
|
| S3 |
1.0200 |
1.0266 |
1.0467 |
|
| S4 |
1.0012 |
1.0078 |
1.0416 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0658 |
1.0426 |
0.0232 |
2.2% |
0.0074 |
0.7% |
23% |
False |
True |
38,437 |
| 10 |
1.0735 |
1.0426 |
0.0309 |
2.9% |
0.0079 |
0.8% |
17% |
False |
True |
39,816 |
| 20 |
1.0909 |
1.0426 |
0.0483 |
4.6% |
0.0074 |
0.7% |
11% |
False |
True |
31,050 |
| 40 |
1.1090 |
1.0426 |
0.0664 |
6.3% |
0.0058 |
0.6% |
8% |
False |
True |
15,745 |
| 60 |
1.1243 |
1.0426 |
0.0817 |
7.8% |
0.0046 |
0.4% |
6% |
False |
True |
10,507 |
| 80 |
1.1305 |
1.0426 |
0.0879 |
8.4% |
0.0038 |
0.4% |
6% |
False |
True |
7,884 |
| 100 |
1.1305 |
1.0426 |
0.0879 |
8.4% |
0.0032 |
0.3% |
6% |
False |
True |
6,307 |
| 120 |
1.1468 |
1.0426 |
0.1042 |
9.9% |
0.0026 |
0.3% |
5% |
False |
True |
5,257 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0988 |
|
2.618 |
1.0813 |
|
1.618 |
1.0706 |
|
1.000 |
1.0640 |
|
0.618 |
1.0599 |
|
HIGH |
1.0533 |
|
0.618 |
1.0492 |
|
0.500 |
1.0480 |
|
0.382 |
1.0467 |
|
LOW |
1.0426 |
|
0.618 |
1.0360 |
|
1.000 |
1.0319 |
|
1.618 |
1.0253 |
|
2.618 |
1.0146 |
|
4.250 |
0.9971 |
|
|
| Fisher Pivots for day following 30-Sep-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1.0480 |
1.0502 |
| PP |
1.0479 |
1.0494 |
| S1 |
1.0479 |
1.0487 |
|