CME Swiss Franc Future September 2014
| 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 |
1.0742 |
1.0693 |
-0.0049 |
-0.5% |
1.0886 |
| High |
1.0745 |
1.0735 |
-0.0010 |
-0.1% |
1.0899 |
| Low |
1.0686 |
1.0662 |
-0.0024 |
-0.2% |
1.0712 |
| Close |
1.0701 |
1.0707 |
0.0006 |
0.1% |
1.0743 |
| Range |
0.0059 |
0.0073 |
0.0014 |
23.7% |
0.0187 |
| ATR |
0.0057 |
0.0058 |
0.0001 |
2.0% |
0.0000 |
| Volume |
47,642 |
59,057 |
11,415 |
24.0% |
230,186 |
|
| Daily Pivots for day following 09-Sep-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0920 |
1.0887 |
1.0747 |
|
| R3 |
1.0847 |
1.0814 |
1.0727 |
|
| R2 |
1.0774 |
1.0774 |
1.0720 |
|
| R1 |
1.0741 |
1.0741 |
1.0714 |
1.0758 |
| PP |
1.0701 |
1.0701 |
1.0701 |
1.0710 |
| S1 |
1.0668 |
1.0668 |
1.0700 |
1.0685 |
| S2 |
1.0628 |
1.0628 |
1.0694 |
|
| S3 |
1.0555 |
1.0595 |
1.0687 |
|
| S4 |
1.0482 |
1.0522 |
1.0667 |
|
|
| Weekly Pivots for week ending 05-Sep-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1346 |
1.1231 |
1.0846 |
|
| R3 |
1.1159 |
1.1044 |
1.0794 |
|
| R2 |
1.0972 |
1.0972 |
1.0777 |
|
| R1 |
1.0857 |
1.0857 |
1.0760 |
1.0821 |
| PP |
1.0785 |
1.0785 |
1.0785 |
1.0767 |
| S1 |
1.0670 |
1.0670 |
1.0726 |
1.0634 |
| S2 |
1.0598 |
1.0598 |
1.0709 |
|
| S3 |
1.0411 |
1.0483 |
1.0692 |
|
| S4 |
1.0224 |
1.0296 |
1.0640 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0899 |
1.0662 |
0.0237 |
2.2% |
0.0080 |
0.7% |
19% |
False |
True |
56,205 |
| 10 |
1.0958 |
1.0662 |
0.0296 |
2.8% |
0.0064 |
0.6% |
15% |
False |
True |
51,381 |
| 20 |
1.1084 |
1.0662 |
0.0422 |
3.9% |
0.0059 |
0.5% |
11% |
False |
True |
41,445 |
| 40 |
1.1227 |
1.0662 |
0.0565 |
5.3% |
0.0051 |
0.5% |
8% |
False |
True |
38,817 |
| 60 |
1.1298 |
1.0662 |
0.0636 |
5.9% |
0.0050 |
0.5% |
7% |
False |
True |
35,821 |
| 80 |
1.1298 |
1.0662 |
0.0636 |
5.9% |
0.0049 |
0.5% |
7% |
False |
True |
28,119 |
| 100 |
1.1503 |
1.0662 |
0.0841 |
7.9% |
0.0049 |
0.5% |
5% |
False |
True |
22,507 |
| 120 |
1.1503 |
1.0662 |
0.0841 |
7.9% |
0.0048 |
0.5% |
5% |
False |
True |
18,762 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1045 |
|
2.618 |
1.0926 |
|
1.618 |
1.0853 |
|
1.000 |
1.0808 |
|
0.618 |
1.0780 |
|
HIGH |
1.0735 |
|
0.618 |
1.0707 |
|
0.500 |
1.0699 |
|
0.382 |
1.0690 |
|
LOW |
1.0662 |
|
0.618 |
1.0617 |
|
1.000 |
1.0589 |
|
1.618 |
1.0544 |
|
2.618 |
1.0471 |
|
4.250 |
1.0352 |
|
|
| Fisher Pivots for day following 09-Sep-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1.0704 |
1.0716 |
| PP |
1.0701 |
1.0713 |
| S1 |
1.0699 |
1.0710 |
|