CME Swiss Franc Future December 2014
| Trading Metrics calculated at close of trading on 05-Sep-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Sep-2014 |
05-Sep-2014 |
Change |
Change % |
Previous Week |
| Open |
1.0908 |
1.0733 |
-0.0175 |
-1.6% |
1.0890 |
| High |
1.0908 |
1.0780 |
-0.0128 |
-1.2% |
1.0909 |
| Low |
1.0731 |
1.0724 |
-0.0007 |
-0.1% |
1.0724 |
| Close |
1.0734 |
1.0754 |
0.0020 |
0.2% |
1.0754 |
| Range |
0.0177 |
0.0056 |
-0.0121 |
-68.4% |
0.0185 |
| ATR |
0.0049 |
0.0050 |
0.0000 |
0.9% |
0.0000 |
| Volume |
7,893 |
5,711 |
-2,182 |
-27.6% |
15,756 |
|
| Daily Pivots for day following 05-Sep-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0921 |
1.0893 |
1.0785 |
|
| R3 |
1.0865 |
1.0837 |
1.0769 |
|
| R2 |
1.0809 |
1.0809 |
1.0764 |
|
| R1 |
1.0781 |
1.0781 |
1.0759 |
1.0795 |
| PP |
1.0753 |
1.0753 |
1.0753 |
1.0760 |
| S1 |
1.0725 |
1.0725 |
1.0749 |
1.0739 |
| S2 |
1.0697 |
1.0697 |
1.0744 |
|
| S3 |
1.0641 |
1.0669 |
1.0739 |
|
| S4 |
1.0585 |
1.0613 |
1.0723 |
|
|
| Weekly Pivots for week ending 05-Sep-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1351 |
1.1237 |
1.0856 |
|
| R3 |
1.1166 |
1.1052 |
1.0805 |
|
| R2 |
1.0981 |
1.0981 |
1.0788 |
|
| R1 |
1.0867 |
1.0867 |
1.0771 |
1.0832 |
| PP |
1.0796 |
1.0796 |
1.0796 |
1.0778 |
| S1 |
1.0682 |
1.0682 |
1.0737 |
1.0647 |
| S2 |
1.0611 |
1.0611 |
1.0720 |
|
| S3 |
1.0426 |
1.0497 |
1.0703 |
|
| S4 |
1.0241 |
1.0312 |
1.0652 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0953 |
1.0724 |
0.0229 |
2.1% |
0.0071 |
0.7% |
13% |
False |
True |
3,582 |
| 10 |
1.0989 |
1.0724 |
0.0265 |
2.5% |
0.0056 |
0.5% |
11% |
False |
True |
2,282 |
| 20 |
1.1090 |
1.0724 |
0.0366 |
3.4% |
0.0049 |
0.5% |
8% |
False |
True |
1,174 |
| 40 |
1.1227 |
1.0724 |
0.0503 |
4.7% |
0.0037 |
0.3% |
6% |
False |
True |
601 |
| 60 |
1.1305 |
1.0724 |
0.0581 |
5.4% |
0.0030 |
0.3% |
5% |
False |
True |
406 |
| 80 |
1.1305 |
1.0724 |
0.0581 |
5.4% |
0.0024 |
0.2% |
5% |
False |
True |
305 |
| 100 |
1.1468 |
1.0724 |
0.0744 |
6.9% |
0.0020 |
0.2% |
4% |
False |
True |
245 |
| 120 |
1.1476 |
1.0724 |
0.0752 |
7.0% |
0.0017 |
0.2% |
4% |
False |
True |
211 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1018 |
|
2.618 |
1.0927 |
|
1.618 |
1.0871 |
|
1.000 |
1.0836 |
|
0.618 |
1.0815 |
|
HIGH |
1.0780 |
|
0.618 |
1.0759 |
|
0.500 |
1.0752 |
|
0.382 |
1.0745 |
|
LOW |
1.0724 |
|
0.618 |
1.0689 |
|
1.000 |
1.0668 |
|
1.618 |
1.0633 |
|
2.618 |
1.0577 |
|
4.250 |
1.0486 |
|
|
| Fisher Pivots for day following 05-Sep-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1.0753 |
1.0817 |
| PP |
1.0753 |
1.0796 |
| S1 |
1.0752 |
1.0775 |
|