CME Swiss Franc Future March 2015
| Trading Metrics calculated at close of trading on 15-Sep-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Sep-2014 |
15-Sep-2014 |
Change |
Change % |
Previous Week |
| Open |
1.0737 |
1.0755 |
0.0018 |
0.2% |
1.0728 |
| High |
1.0737 |
1.0755 |
0.0018 |
0.2% |
1.0737 |
| Low |
1.0705 |
1.0705 |
0.0000 |
0.0% |
1.0683 |
| Close |
1.0733 |
1.0715 |
-0.0018 |
-0.2% |
1.0733 |
| Range |
0.0032 |
0.0050 |
0.0018 |
56.3% |
0.0054 |
| ATR |
0.0034 |
0.0035 |
0.0001 |
3.4% |
0.0000 |
| Volume |
1 |
2 |
1 |
100.0% |
162 |
|
| Daily Pivots for day following 15-Sep-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0875 |
1.0845 |
1.0743 |
|
| R3 |
1.0825 |
1.0795 |
1.0729 |
|
| R2 |
1.0775 |
1.0775 |
1.0724 |
|
| R1 |
1.0745 |
1.0745 |
1.0720 |
1.0735 |
| PP |
1.0725 |
1.0725 |
1.0725 |
1.0720 |
| S1 |
1.0695 |
1.0695 |
1.0710 |
1.0685 |
| S2 |
1.0675 |
1.0675 |
1.0706 |
|
| S3 |
1.0625 |
1.0645 |
1.0701 |
|
| S4 |
1.0575 |
1.0595 |
1.0688 |
|
|
| Weekly Pivots for week ending 12-Sep-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0880 |
1.0860 |
1.0763 |
|
| R3 |
1.0826 |
1.0806 |
1.0748 |
|
| R2 |
1.0772 |
1.0772 |
1.0743 |
|
| R1 |
1.0752 |
1.0752 |
1.0738 |
1.0762 |
| PP |
1.0718 |
1.0718 |
1.0718 |
1.0723 |
| S1 |
1.0698 |
1.0698 |
1.0728 |
1.0708 |
| S2 |
1.0664 |
1.0664 |
1.0723 |
|
| S3 |
1.0610 |
1.0644 |
1.0718 |
|
| S4 |
1.0556 |
1.0590 |
1.0703 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0755 |
1.0683 |
0.0072 |
0.7% |
0.0032 |
0.3% |
44% |
True |
False |
18 |
| 10 |
1.0919 |
1.0683 |
0.0236 |
2.2% |
0.0034 |
0.3% |
14% |
False |
False |
16 |
| 20 |
1.1053 |
1.0683 |
0.0370 |
3.5% |
0.0017 |
0.2% |
9% |
False |
False |
9 |
| 40 |
1.1162 |
1.0683 |
0.0479 |
4.5% |
0.0009 |
0.1% |
7% |
False |
False |
5 |
| 60 |
1.1309 |
1.0683 |
0.0626 |
5.8% |
0.0007 |
0.1% |
5% |
False |
False |
7 |
| 80 |
1.1309 |
1.0683 |
0.0626 |
5.8% |
0.0006 |
0.1% |
5% |
False |
False |
5 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0968 |
|
2.618 |
1.0886 |
|
1.618 |
1.0836 |
|
1.000 |
1.0805 |
|
0.618 |
1.0786 |
|
HIGH |
1.0755 |
|
0.618 |
1.0736 |
|
0.500 |
1.0730 |
|
0.382 |
1.0724 |
|
LOW |
1.0705 |
|
0.618 |
1.0674 |
|
1.000 |
1.0655 |
|
1.618 |
1.0624 |
|
2.618 |
1.0574 |
|
4.250 |
1.0493 |
|
|
| Fisher Pivots for day following 15-Sep-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1.0730 |
1.0730 |
| PP |
1.0725 |
1.0725 |
| S1 |
1.0720 |
1.0720 |
|