CME Swiss Franc Future December 2014
| Trading Metrics calculated at close of trading on 11-Sep-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Sep-2014 |
11-Sep-2014 |
Change |
Change % |
Previous Week |
| Open |
1.0734 |
1.0684 |
-0.0050 |
-0.5% |
1.0890 |
| High |
1.0741 |
1.0720 |
-0.0021 |
-0.2% |
1.0909 |
| Low |
1.0654 |
1.0676 |
0.0022 |
0.2% |
1.0724 |
| Close |
1.0679 |
1.0697 |
0.0018 |
0.2% |
1.0754 |
| Range |
0.0087 |
0.0044 |
-0.0043 |
-49.4% |
0.0185 |
| ATR |
0.0055 |
0.0054 |
-0.0001 |
-1.4% |
0.0000 |
| Volume |
40,440 |
20,639 |
-19,801 |
-49.0% |
15,756 |
|
| Daily Pivots for day following 11-Sep-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0830 |
1.0807 |
1.0721 |
|
| R3 |
1.0786 |
1.0763 |
1.0709 |
|
| R2 |
1.0742 |
1.0742 |
1.0705 |
|
| R1 |
1.0719 |
1.0719 |
1.0701 |
1.0731 |
| PP |
1.0698 |
1.0698 |
1.0698 |
1.0703 |
| S1 |
1.0675 |
1.0675 |
1.0693 |
1.0687 |
| S2 |
1.0654 |
1.0654 |
1.0689 |
|
| S3 |
1.0610 |
1.0631 |
1.0685 |
|
| S4 |
1.0566 |
1.0587 |
1.0673 |
|
|
| 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 |
1.0780 |
1.0654 |
0.0126 |
1.2% |
0.0064 |
0.6% |
34% |
False |
False |
18,988 |
| 10 |
1.0966 |
1.0654 |
0.0312 |
2.9% |
0.0065 |
0.6% |
14% |
False |
False |
10,755 |
| 20 |
1.1090 |
1.0654 |
0.0436 |
4.1% |
0.0053 |
0.5% |
10% |
False |
False |
5,630 |
| 40 |
1.1157 |
1.0654 |
0.0503 |
4.7% |
0.0041 |
0.4% |
9% |
False |
False |
2,830 |
| 60 |
1.1305 |
1.0654 |
0.0651 |
6.1% |
0.0034 |
0.3% |
7% |
False |
False |
1,893 |
| 80 |
1.1305 |
1.0654 |
0.0651 |
6.1% |
0.0027 |
0.3% |
7% |
False |
False |
1,421 |
| 100 |
1.1468 |
1.0654 |
0.0814 |
7.6% |
0.0022 |
0.2% |
5% |
False |
False |
1,137 |
| 120 |
1.1468 |
1.0654 |
0.0814 |
7.6% |
0.0019 |
0.2% |
5% |
False |
False |
949 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0907 |
|
2.618 |
1.0835 |
|
1.618 |
1.0791 |
|
1.000 |
1.0764 |
|
0.618 |
1.0747 |
|
HIGH |
1.0720 |
|
0.618 |
1.0703 |
|
0.500 |
1.0698 |
|
0.382 |
1.0693 |
|
LOW |
1.0676 |
|
0.618 |
1.0649 |
|
1.000 |
1.0632 |
|
1.618 |
1.0605 |
|
2.618 |
1.0561 |
|
4.250 |
1.0489 |
|
|
| Fisher Pivots for day following 11-Sep-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1.0698 |
1.0700 |
| PP |
1.0698 |
1.0699 |
| S1 |
1.0697 |
1.0698 |
|