CME Swiss Franc Future December 2014
| Trading Metrics calculated at close of trading on 12-Sep-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Sep-2014 |
12-Sep-2014 |
Change |
Change % |
Previous Week |
| Open |
1.0684 |
1.0691 |
0.0007 |
0.1% |
1.0750 |
| High |
1.0720 |
1.0740 |
0.0020 |
0.2% |
1.0756 |
| Low |
1.0676 |
1.0684 |
0.0008 |
0.1% |
1.0654 |
| Close |
1.0697 |
1.0717 |
0.0020 |
0.2% |
1.0717 |
| Range |
0.0044 |
0.0056 |
0.0012 |
27.3% |
0.0102 |
| ATR |
0.0054 |
0.0054 |
0.0000 |
0.3% |
0.0000 |
| Volume |
20,639 |
53,708 |
33,069 |
160.2% |
142,937 |
|
| Daily Pivots for day following 12-Sep-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0882 |
1.0855 |
1.0748 |
|
| R3 |
1.0826 |
1.0799 |
1.0732 |
|
| R2 |
1.0770 |
1.0770 |
1.0727 |
|
| R1 |
1.0743 |
1.0743 |
1.0722 |
1.0757 |
| PP |
1.0714 |
1.0714 |
1.0714 |
1.0720 |
| S1 |
1.0687 |
1.0687 |
1.0712 |
1.0701 |
| S2 |
1.0658 |
1.0658 |
1.0707 |
|
| S3 |
1.0602 |
1.0631 |
1.0702 |
|
| S4 |
1.0546 |
1.0575 |
1.0686 |
|
|
| Weekly Pivots for week ending 12-Sep-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1015 |
1.0968 |
1.0773 |
|
| R3 |
1.0913 |
1.0866 |
1.0745 |
|
| R2 |
1.0811 |
1.0811 |
1.0736 |
|
| R1 |
1.0764 |
1.0764 |
1.0726 |
1.0737 |
| PP |
1.0709 |
1.0709 |
1.0709 |
1.0695 |
| S1 |
1.0662 |
1.0662 |
1.0708 |
1.0635 |
| S2 |
1.0607 |
1.0607 |
1.0698 |
|
| S3 |
1.0505 |
1.0560 |
1.0689 |
|
| S4 |
1.0403 |
1.0458 |
1.0661 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0756 |
1.0654 |
0.0102 |
1.0% |
0.0064 |
0.6% |
62% |
False |
False |
28,587 |
| 10 |
1.0953 |
1.0654 |
0.0299 |
2.8% |
0.0067 |
0.6% |
21% |
False |
False |
16,085 |
| 20 |
1.1090 |
1.0654 |
0.0436 |
4.1% |
0.0055 |
0.5% |
14% |
False |
False |
8,314 |
| 40 |
1.1155 |
1.0654 |
0.0501 |
4.7% |
0.0043 |
0.4% |
13% |
False |
False |
4,171 |
| 60 |
1.1305 |
1.0654 |
0.0651 |
6.1% |
0.0034 |
0.3% |
10% |
False |
False |
2,788 |
| 80 |
1.1305 |
1.0654 |
0.0651 |
6.1% |
0.0028 |
0.3% |
10% |
False |
False |
2,092 |
| 100 |
1.1468 |
1.0654 |
0.0814 |
7.6% |
0.0023 |
0.2% |
8% |
False |
False |
1,674 |
| 120 |
1.1468 |
1.0654 |
0.0814 |
7.6% |
0.0019 |
0.2% |
8% |
False |
False |
1,395 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0978 |
|
2.618 |
1.0887 |
|
1.618 |
1.0831 |
|
1.000 |
1.0796 |
|
0.618 |
1.0775 |
|
HIGH |
1.0740 |
|
0.618 |
1.0719 |
|
0.500 |
1.0712 |
|
0.382 |
1.0705 |
|
LOW |
1.0684 |
|
0.618 |
1.0649 |
|
1.000 |
1.0628 |
|
1.618 |
1.0593 |
|
2.618 |
1.0537 |
|
4.250 |
1.0446 |
|
|
| Fisher Pivots for day following 12-Sep-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1.0715 |
1.0711 |
| PP |
1.0714 |
1.0704 |
| S1 |
1.0712 |
1.0698 |
|