CME Swiss Franc Future March 2015


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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 1.0542 1.0443 -0.0099 -0.9% 1.0648
High 1.0557 1.0492 -0.0065 -0.6% 1.0668
Low 1.0535 1.0443 -0.0092 -0.9% 1.0530
Close 1.0536 1.0492 -0.0044 -0.4% 1.0531
Range 0.0022 0.0049 0.0027 122.7% 0.0138
ATR 0.0040 0.0043 0.0004 9.7% 0.0000
Volume 7 31 24 342.9% 35
Daily Pivots for day following 30-Sep-2014
Classic Woodie Camarilla DeMark
R4 1.0623 1.0606 1.0519
R3 1.0574 1.0557 1.0505
R2 1.0525 1.0525 1.0501
R1 1.0508 1.0508 1.0496 1.0517
PP 1.0476 1.0476 1.0476 1.0480
S1 1.0459 1.0459 1.0488 1.0468
S2 1.0427 1.0427 1.0483
S3 1.0378 1.0410 1.0479
S4 1.0329 1.0361 1.0465
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 1.0599 1.0443 0.0156 1.5% 0.0021 0.2% 31% False True 11
10 1.0726 1.0443 0.0283 2.7% 0.0026 0.2% 17% False True 13
20 1.0919 1.0443 0.0476 4.5% 0.0031 0.3% 10% False True 16
40 1.1100 1.0443 0.0657 6.3% 0.0016 0.2% 7% False True 8
60 1.1255 1.0443 0.0812 7.7% 0.0011 0.1% 6% False True 9
80 1.1309 1.0443 0.0866 8.3% 0.0009 0.1% 6% False True 7
100 1.1309 1.0443 0.0866 8.3% 0.0007 0.1% 6% False True 6
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0004
Widest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 1.0700
2.618 1.0620
1.618 1.0571
1.000 1.0541
0.618 1.0522
HIGH 1.0492
0.618 1.0473
0.500 1.0468
0.382 1.0462
LOW 1.0443
0.618 1.0413
1.000 1.0394
1.618 1.0364
2.618 1.0315
4.250 1.0235
Fisher Pivots for day following 30-Sep-2014
Pivot 1 day 3 day
R1 1.0484 1.0503
PP 1.0476 1.0499
S1 1.0468 1.0496

These figures are updated between 7pm and 10pm EST after a trading day.

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