CME Swiss Franc Future March 2015
| Trading Metrics calculated at close of trading on 09-Sep-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Sep-2014 |
09-Sep-2014 |
Change |
Change % |
Previous Week |
| Open |
1.0728 |
1.0701 |
-0.0027 |
-0.3% |
1.0902 |
| High |
1.0728 |
1.0733 |
0.0005 |
0.0% |
1.0919 |
| Low |
1.0728 |
1.0701 |
-0.0027 |
-0.3% |
1.0750 |
| Close |
1.0728 |
1.0733 |
0.0005 |
0.0% |
1.0771 |
| Range |
0.0000 |
0.0032 |
0.0032 |
|
0.0169 |
| ATR |
0.0034 |
0.0034 |
0.0000 |
-0.4% |
0.0000 |
| Volume |
74 |
74 |
0 |
0.0% |
4 |
|
| Daily Pivots for day following 09-Sep-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0818 |
1.0808 |
1.0751 |
|
| R3 |
1.0786 |
1.0776 |
1.0742 |
|
| R2 |
1.0754 |
1.0754 |
1.0739 |
|
| R1 |
1.0744 |
1.0744 |
1.0736 |
1.0749 |
| PP |
1.0722 |
1.0722 |
1.0722 |
1.0725 |
| S1 |
1.0712 |
1.0712 |
1.0730 |
1.0717 |
| S2 |
1.0690 |
1.0690 |
1.0727 |
|
| S3 |
1.0658 |
1.0680 |
1.0724 |
|
| S4 |
1.0626 |
1.0648 |
1.0715 |
|
|
| 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 |
1.0701 |
0.0218 |
2.0% |
0.0042 |
0.4% |
15% |
False |
True |
30 |
| 10 |
1.0961 |
1.0701 |
0.0260 |
2.4% |
0.0021 |
0.2% |
12% |
False |
True |
16 |
| 20 |
1.1100 |
1.0701 |
0.0399 |
3.7% |
0.0012 |
0.1% |
8% |
False |
True |
8 |
| 40 |
1.1190 |
1.0701 |
0.0489 |
4.6% |
0.0006 |
0.1% |
7% |
False |
True |
7 |
| 60 |
1.1309 |
1.0701 |
0.0608 |
5.7% |
0.0005 |
0.0% |
5% |
False |
True |
7 |
| 80 |
1.1309 |
1.0701 |
0.0608 |
5.7% |
0.0004 |
0.0% |
5% |
False |
True |
5 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0869 |
|
2.618 |
1.0817 |
|
1.618 |
1.0785 |
|
1.000 |
1.0765 |
|
0.618 |
1.0753 |
|
HIGH |
1.0733 |
|
0.618 |
1.0721 |
|
0.500 |
1.0717 |
|
0.382 |
1.0713 |
|
LOW |
1.0701 |
|
0.618 |
1.0681 |
|
1.000 |
1.0669 |
|
1.618 |
1.0649 |
|
2.618 |
1.0617 |
|
4.250 |
1.0565 |
|
|
| Fisher Pivots for day following 09-Sep-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1.0728 |
1.0736 |
| PP |
1.0722 |
1.0735 |
| S1 |
1.0717 |
1.0734 |
|