CME Swiss Franc Future March 2015
| Trading Metrics calculated at close of trading on 29-Sep-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Sep-2014 |
29-Sep-2014 |
Change |
Change % |
Previous Week |
| Open |
1.0556 |
1.0542 |
-0.0014 |
-0.1% |
1.0648 |
| High |
1.0562 |
1.0557 |
-0.0005 |
0.0% |
1.0668 |
| Low |
1.0530 |
1.0535 |
0.0005 |
0.0% |
1.0530 |
| Close |
1.0531 |
1.0536 |
0.0005 |
0.0% |
1.0531 |
| Range |
0.0032 |
0.0022 |
-0.0010 |
-31.3% |
0.0138 |
| ATR |
0.0041 |
0.0040 |
-0.0001 |
-2.6% |
0.0000 |
| Volume |
7 |
7 |
0 |
0.0% |
35 |
|
| Daily Pivots for day following 29-Sep-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0609 |
1.0594 |
1.0548 |
|
| R3 |
1.0587 |
1.0572 |
1.0542 |
|
| R2 |
1.0565 |
1.0565 |
1.0540 |
|
| R1 |
1.0550 |
1.0550 |
1.0538 |
1.0547 |
| PP |
1.0543 |
1.0543 |
1.0543 |
1.0541 |
| S1 |
1.0528 |
1.0528 |
1.0534 |
1.0525 |
| S2 |
1.0521 |
1.0521 |
1.0532 |
|
| S3 |
1.0499 |
1.0506 |
1.0530 |
|
| S4 |
1.0477 |
1.0484 |
1.0524 |
|
|
| Weekly Pivots for week ending 26-Sep-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0990 |
1.0899 |
1.0607 |
|
| R3 |
1.0852 |
1.0761 |
1.0569 |
|
| R2 |
1.0714 |
1.0714 |
1.0556 |
|
| R1 |
1.0623 |
1.0623 |
1.0544 |
1.0600 |
| PP |
1.0576 |
1.0576 |
1.0576 |
1.0565 |
| S1 |
1.0485 |
1.0485 |
1.0518 |
1.0462 |
| S2 |
1.0438 |
1.0438 |
1.0506 |
|
| S3 |
1.0300 |
1.0347 |
1.0493 |
|
| S4 |
1.0162 |
1.0209 |
1.0455 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0668 |
1.0530 |
0.0138 |
1.3% |
0.0011 |
0.1% |
4% |
False |
False |
7 |
| 10 |
1.0765 |
1.0530 |
0.0235 |
2.2% |
0.0023 |
0.2% |
3% |
False |
False |
12 |
| 20 |
1.0919 |
1.0530 |
0.0389 |
3.7% |
0.0028 |
0.3% |
2% |
False |
False |
14 |
| 40 |
1.1100 |
1.0530 |
0.0570 |
5.4% |
0.0015 |
0.1% |
1% |
False |
False |
7 |
| 60 |
1.1255 |
1.0530 |
0.0725 |
6.9% |
0.0010 |
0.1% |
1% |
False |
False |
9 |
| 80 |
1.1309 |
1.0530 |
0.0779 |
7.4% |
0.0008 |
0.1% |
1% |
False |
False |
7 |
| 100 |
1.1409 |
1.0530 |
0.0879 |
8.3% |
0.0007 |
0.1% |
1% |
False |
False |
5 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0651 |
|
2.618 |
1.0615 |
|
1.618 |
1.0593 |
|
1.000 |
1.0579 |
|
0.618 |
1.0571 |
|
HIGH |
1.0557 |
|
0.618 |
1.0549 |
|
0.500 |
1.0546 |
|
0.382 |
1.0543 |
|
LOW |
1.0535 |
|
0.618 |
1.0521 |
|
1.000 |
1.0513 |
|
1.618 |
1.0499 |
|
2.618 |
1.0477 |
|
4.250 |
1.0442 |
|
|
| Fisher Pivots for day following 29-Sep-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1.0546 |
1.0556 |
| PP |
1.0543 |
1.0549 |
| S1 |
1.0539 |
1.0543 |
|