CME Swiss Franc Future December 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 |
1.0750 |
1.0705 |
-0.0045 |
-0.4% |
1.0890 |
| High |
1.0756 |
1.0746 |
-0.0010 |
-0.1% |
1.0909 |
| Low |
1.0697 |
1.0673 |
-0.0024 |
-0.2% |
1.0724 |
| Close |
1.0712 |
1.0717 |
0.0005 |
0.0% |
1.0754 |
| Range |
0.0059 |
0.0073 |
0.0014 |
23.7% |
0.0185 |
| ATR |
0.0051 |
0.0052 |
0.0002 |
3.2% |
0.0000 |
| Volume |
10,789 |
17,361 |
6,572 |
60.9% |
15,756 |
|
| Daily Pivots for day following 09-Sep-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0931 |
1.0897 |
1.0757 |
|
| R3 |
1.0858 |
1.0824 |
1.0737 |
|
| R2 |
1.0785 |
1.0785 |
1.0730 |
|
| R1 |
1.0751 |
1.0751 |
1.0724 |
1.0768 |
| PP |
1.0712 |
1.0712 |
1.0712 |
1.0721 |
| S1 |
1.0678 |
1.0678 |
1.0710 |
1.0695 |
| S2 |
1.0639 |
1.0639 |
1.0704 |
|
| S3 |
1.0566 |
1.0605 |
1.0697 |
|
| S4 |
1.0493 |
1.0532 |
1.0677 |
|
|
| 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 |
1.0673 |
0.0236 |
2.2% |
0.0079 |
0.7% |
19% |
False |
True |
8,569 |
| 10 |
1.0966 |
1.0673 |
0.0293 |
2.7% |
0.0061 |
0.6% |
15% |
False |
True |
5,077 |
| 20 |
1.1090 |
1.0673 |
0.0417 |
3.9% |
0.0052 |
0.5% |
11% |
False |
True |
2,577 |
| 40 |
1.1217 |
1.0673 |
0.0544 |
5.1% |
0.0040 |
0.4% |
8% |
False |
True |
1,304 |
| 60 |
1.1305 |
1.0673 |
0.0632 |
5.9% |
0.0032 |
0.3% |
7% |
False |
True |
875 |
| 80 |
1.1305 |
1.0673 |
0.0632 |
5.9% |
0.0026 |
0.2% |
7% |
False |
True |
657 |
| 100 |
1.1468 |
1.0673 |
0.0795 |
7.4% |
0.0021 |
0.2% |
6% |
False |
True |
526 |
| 120 |
1.1468 |
1.0673 |
0.0795 |
7.4% |
0.0018 |
0.2% |
6% |
False |
True |
443 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1056 |
|
2.618 |
1.0937 |
|
1.618 |
1.0864 |
|
1.000 |
1.0819 |
|
0.618 |
1.0791 |
|
HIGH |
1.0746 |
|
0.618 |
1.0718 |
|
0.500 |
1.0710 |
|
0.382 |
1.0701 |
|
LOW |
1.0673 |
|
0.618 |
1.0628 |
|
1.000 |
1.0600 |
|
1.618 |
1.0555 |
|
2.618 |
1.0482 |
|
4.250 |
1.0363 |
|
|
| Fisher Pivots for day following 09-Sep-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1.0715 |
1.0727 |
| PP |
1.0712 |
1.0723 |
| S1 |
1.0710 |
1.0720 |
|