CME Swiss Franc Future December 2014
| Trading Metrics calculated at close of trading on 08-Sep-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Sep-2014 |
08-Sep-2014 |
Change |
Change % |
Previous Week |
| Open |
1.0733 |
1.0750 |
0.0017 |
0.2% |
1.0890 |
| High |
1.0780 |
1.0756 |
-0.0024 |
-0.2% |
1.0909 |
| Low |
1.0724 |
1.0697 |
-0.0027 |
-0.3% |
1.0724 |
| Close |
1.0754 |
1.0712 |
-0.0042 |
-0.4% |
1.0754 |
| Range |
0.0056 |
0.0059 |
0.0003 |
5.4% |
0.0185 |
| ATR |
0.0050 |
0.0051 |
0.0001 |
1.3% |
0.0000 |
| Volume |
5,711 |
10,789 |
5,078 |
88.9% |
15,756 |
|
| Daily Pivots for day following 08-Sep-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0899 |
1.0864 |
1.0744 |
|
| R3 |
1.0840 |
1.0805 |
1.0728 |
|
| R2 |
1.0781 |
1.0781 |
1.0723 |
|
| R1 |
1.0746 |
1.0746 |
1.0717 |
1.0734 |
| PP |
1.0722 |
1.0722 |
1.0722 |
1.0716 |
| S1 |
1.0687 |
1.0687 |
1.0707 |
1.0675 |
| S2 |
1.0663 |
1.0663 |
1.0701 |
|
| S3 |
1.0604 |
1.0628 |
1.0696 |
|
| S4 |
1.0545 |
1.0569 |
1.0680 |
|
|
| 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 |
1.0909 |
1.0697 |
0.0212 |
2.0% |
0.0072 |
0.7% |
7% |
False |
True |
5,309 |
| 10 |
1.0966 |
1.0697 |
0.0269 |
2.5% |
0.0057 |
0.5% |
6% |
False |
True |
3,350 |
| 20 |
1.1090 |
1.0697 |
0.0393 |
3.7% |
0.0048 |
0.5% |
4% |
False |
True |
1,712 |
| 40 |
1.1227 |
1.0697 |
0.0530 |
4.9% |
0.0038 |
0.4% |
3% |
False |
True |
871 |
| 60 |
1.1305 |
1.0697 |
0.0608 |
5.7% |
0.0031 |
0.3% |
2% |
False |
True |
586 |
| 80 |
1.1305 |
1.0697 |
0.0608 |
5.7% |
0.0025 |
0.2% |
2% |
False |
True |
440 |
| 100 |
1.1468 |
1.0697 |
0.0771 |
7.2% |
0.0020 |
0.2% |
2% |
False |
True |
353 |
| 120 |
1.1468 |
1.0697 |
0.0771 |
7.2% |
0.0017 |
0.2% |
2% |
False |
True |
299 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1007 |
|
2.618 |
1.0910 |
|
1.618 |
1.0851 |
|
1.000 |
1.0815 |
|
0.618 |
1.0792 |
|
HIGH |
1.0756 |
|
0.618 |
1.0733 |
|
0.500 |
1.0727 |
|
0.382 |
1.0720 |
|
LOW |
1.0697 |
|
0.618 |
1.0661 |
|
1.000 |
1.0638 |
|
1.618 |
1.0602 |
|
2.618 |
1.0543 |
|
4.250 |
1.0446 |
|
|
| Fisher Pivots for day following 08-Sep-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1.0727 |
1.0803 |
| PP |
1.0722 |
1.0772 |
| S1 |
1.0717 |
1.0742 |
|