CME Swiss Franc Future March 2015
| Trading Metrics calculated at close of trading on 05-Sep-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Sep-2014 |
05-Sep-2014 |
Change |
Change % |
Previous Week |
| Open |
1.0915 |
1.0760 |
-0.0155 |
-1.4% |
1.0902 |
| High |
1.0915 |
1.0771 |
-0.0144 |
-1.3% |
1.0919 |
| Low |
1.0750 |
1.0760 |
0.0010 |
0.1% |
1.0750 |
| Close |
1.0750 |
1.0771 |
0.0021 |
0.2% |
1.0771 |
| Range |
0.0165 |
0.0011 |
-0.0154 |
-93.3% |
0.0169 |
| ATR |
0.0034 |
0.0033 |
-0.0001 |
-2.8% |
0.0000 |
| Volume |
1 |
1 |
0 |
0.0% |
4 |
|
| Daily Pivots for day following 05-Sep-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0800 |
1.0797 |
1.0777 |
|
| R3 |
1.0789 |
1.0786 |
1.0774 |
|
| R2 |
1.0778 |
1.0778 |
1.0773 |
|
| R1 |
1.0775 |
1.0775 |
1.0772 |
1.0777 |
| PP |
1.0767 |
1.0767 |
1.0767 |
1.0768 |
| S1 |
1.0764 |
1.0764 |
1.0770 |
1.0766 |
| S2 |
1.0756 |
1.0756 |
1.0769 |
|
| S3 |
1.0745 |
1.0753 |
1.0768 |
|
| S4 |
1.0734 |
1.0742 |
1.0765 |
|
|
| Weekly Pivots for week ending 05-Sep-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1320 |
1.1215 |
1.0864 |
|
| R3 |
1.1151 |
1.1046 |
1.0817 |
|
| R2 |
1.0982 |
1.0982 |
1.0802 |
|
| R1 |
1.0877 |
1.0877 |
1.0786 |
1.0845 |
| PP |
1.0813 |
1.0813 |
1.0813 |
1.0798 |
| S1 |
1.0708 |
1.0708 |
1.0756 |
1.0676 |
| S2 |
1.0644 |
1.0644 |
1.0740 |
|
| S3 |
1.0475 |
1.0539 |
1.0725 |
|
| S4 |
1.0306 |
1.0370 |
1.0678 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0919 |
1.0750 |
0.0169 |
1.6% |
0.0035 |
0.3% |
12% |
False |
False |
2 |
| 10 |
1.0963 |
1.0750 |
0.0213 |
2.0% |
0.0018 |
0.2% |
10% |
False |
False |
1 |
| 20 |
1.1100 |
1.0750 |
0.0350 |
3.2% |
0.0010 |
0.1% |
6% |
False |
False |
1 |
| 40 |
1.1239 |
1.0750 |
0.0489 |
4.5% |
0.0005 |
0.0% |
4% |
False |
False |
4 |
| 60 |
1.1309 |
1.0750 |
0.0559 |
5.2% |
0.0004 |
0.0% |
4% |
False |
False |
4 |
| 80 |
1.1309 |
1.0750 |
0.0559 |
5.2% |
0.0004 |
0.0% |
4% |
False |
False |
3 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0818 |
|
2.618 |
1.0800 |
|
1.618 |
1.0789 |
|
1.000 |
1.0782 |
|
0.618 |
1.0778 |
|
HIGH |
1.0771 |
|
0.618 |
1.0767 |
|
0.500 |
1.0766 |
|
0.382 |
1.0764 |
|
LOW |
1.0760 |
|
0.618 |
1.0753 |
|
1.000 |
1.0749 |
|
1.618 |
1.0742 |
|
2.618 |
1.0731 |
|
4.250 |
1.0713 |
|
|
| Fisher Pivots for day following 05-Sep-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1.0769 |
1.0835 |
| PP |
1.0767 |
1.0813 |
| S1 |
1.0766 |
1.0792 |
|