CME Swiss Franc Future December 2014
| Trading Metrics calculated at close of trading on 10-Sep-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Sep-2014 |
10-Sep-2014 |
Change |
Change % |
Previous Week |
| Open |
1.0705 |
1.0734 |
0.0029 |
0.3% |
1.0890 |
| High |
1.0746 |
1.0741 |
-0.0005 |
0.0% |
1.0909 |
| Low |
1.0673 |
1.0654 |
-0.0019 |
-0.2% |
1.0724 |
| Close |
1.0717 |
1.0679 |
-0.0038 |
-0.4% |
1.0754 |
| Range |
0.0073 |
0.0087 |
0.0014 |
19.2% |
0.0185 |
| ATR |
0.0052 |
0.0055 |
0.0002 |
4.8% |
0.0000 |
| Volume |
17,361 |
40,440 |
23,079 |
132.9% |
15,756 |
|
| Daily Pivots for day following 10-Sep-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0952 |
1.0903 |
1.0727 |
|
| R3 |
1.0865 |
1.0816 |
1.0703 |
|
| R2 |
1.0778 |
1.0778 |
1.0695 |
|
| R1 |
1.0729 |
1.0729 |
1.0687 |
1.0710 |
| PP |
1.0691 |
1.0691 |
1.0691 |
1.0682 |
| S1 |
1.0642 |
1.0642 |
1.0671 |
1.0623 |
| S2 |
1.0604 |
1.0604 |
1.0663 |
|
| S3 |
1.0517 |
1.0555 |
1.0655 |
|
| S4 |
1.0430 |
1.0468 |
1.0631 |
|
|
| 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 |
1.0908 |
1.0654 |
0.0254 |
2.4% |
0.0090 |
0.8% |
10% |
False |
True |
16,438 |
| 10 |
1.0966 |
1.0654 |
0.0312 |
2.9% |
0.0066 |
0.6% |
8% |
False |
True |
8,724 |
| 20 |
1.1090 |
1.0654 |
0.0436 |
4.1% |
0.0054 |
0.5% |
6% |
False |
True |
4,599 |
| 40 |
1.1160 |
1.0654 |
0.0506 |
4.7% |
0.0041 |
0.4% |
5% |
False |
True |
2,315 |
| 60 |
1.1305 |
1.0654 |
0.0651 |
6.1% |
0.0033 |
0.3% |
4% |
False |
True |
1,549 |
| 80 |
1.1305 |
1.0654 |
0.0651 |
6.1% |
0.0027 |
0.3% |
4% |
False |
True |
1,163 |
| 100 |
1.1468 |
1.0654 |
0.0814 |
7.6% |
0.0022 |
0.2% |
3% |
False |
True |
931 |
| 120 |
1.1468 |
1.0654 |
0.0814 |
7.6% |
0.0019 |
0.2% |
3% |
False |
True |
778 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1111 |
|
2.618 |
1.0969 |
|
1.618 |
1.0882 |
|
1.000 |
1.0828 |
|
0.618 |
1.0795 |
|
HIGH |
1.0741 |
|
0.618 |
1.0708 |
|
0.500 |
1.0698 |
|
0.382 |
1.0687 |
|
LOW |
1.0654 |
|
0.618 |
1.0600 |
|
1.000 |
1.0567 |
|
1.618 |
1.0513 |
|
2.618 |
1.0426 |
|
4.250 |
1.0284 |
|
|
| Fisher Pivots for day following 10-Sep-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1.0698 |
1.0705 |
| PP |
1.0691 |
1.0696 |
| S1 |
1.0685 |
1.0688 |
|