CME Swiss Franc Future December 2014
Trading Metrics calculated at close of trading on 18-Sep-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Sep-2014 |
18-Sep-2014 |
Change |
Change % |
Previous Week |
Open |
1.0729 |
1.0624 |
-0.0105 |
-1.0% |
1.0750 |
High |
1.0735 |
1.0723 |
-0.0012 |
-0.1% |
1.0756 |
Low |
1.0622 |
1.0610 |
-0.0012 |
-0.1% |
1.0654 |
Close |
1.0672 |
1.0710 |
0.0038 |
0.4% |
1.0717 |
Range |
0.0113 |
0.0113 |
0.0000 |
0.0% |
0.0102 |
ATR |
0.0059 |
0.0063 |
0.0004 |
6.5% |
0.0000 |
Volume |
59,600 |
51,851 |
-7,749 |
-13.0% |
142,937 |
|
Daily Pivots for day following 18-Sep-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.1020 |
1.0978 |
1.0772 |
|
R3 |
1.0907 |
1.0865 |
1.0741 |
|
R2 |
1.0794 |
1.0794 |
1.0731 |
|
R1 |
1.0752 |
1.0752 |
1.0720 |
1.0773 |
PP |
1.0681 |
1.0681 |
1.0681 |
1.0692 |
S1 |
1.0639 |
1.0639 |
1.0700 |
1.0660 |
S2 |
1.0568 |
1.0568 |
1.0689 |
|
S3 |
1.0455 |
1.0526 |
1.0679 |
|
S4 |
1.0342 |
1.0413 |
1.0648 |
|
|
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 |
1.0761 |
1.0610 |
0.0151 |
1.4% |
0.0080 |
0.8% |
66% |
False |
True |
46,074 |
10 |
1.0780 |
1.0610 |
0.0170 |
1.6% |
0.0072 |
0.7% |
59% |
False |
True |
32,531 |
20 |
1.0989 |
1.0610 |
0.0379 |
3.5% |
0.0063 |
0.6% |
26% |
False |
True |
17,129 |
40 |
1.1106 |
1.0610 |
0.0496 |
4.6% |
0.0049 |
0.5% |
20% |
False |
True |
8,585 |
60 |
1.1305 |
1.0610 |
0.0695 |
6.5% |
0.0039 |
0.4% |
14% |
False |
True |
5,732 |
80 |
1.1305 |
1.0610 |
0.0695 |
6.5% |
0.0032 |
0.3% |
14% |
False |
True |
4,300 |
100 |
1.1468 |
1.0610 |
0.0858 |
8.0% |
0.0026 |
0.2% |
12% |
False |
True |
3,441 |
120 |
1.1468 |
1.0610 |
0.0858 |
8.0% |
0.0022 |
0.2% |
12% |
False |
True |
2,868 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.1203 |
2.618 |
1.1019 |
1.618 |
1.0906 |
1.000 |
1.0836 |
0.618 |
1.0793 |
HIGH |
1.0723 |
0.618 |
1.0680 |
0.500 |
1.0667 |
0.382 |
1.0653 |
LOW |
1.0610 |
0.618 |
1.0540 |
1.000 |
1.0497 |
1.618 |
1.0427 |
2.618 |
1.0314 |
4.250 |
1.0130 |
|
|
Fisher Pivots for day following 18-Sep-2014 |
Pivot |
1 day |
3 day |
R1 |
1.0696 |
1.0702 |
PP |
1.0681 |
1.0694 |
S1 |
1.0667 |
1.0686 |
|