CME Swiss Franc Future December 2014
| Trading Metrics calculated at close of trading on 19-Sep-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Sep-2014 |
19-Sep-2014 |
Change |
Change % |
Previous Week |
| Open |
1.0624 |
1.0711 |
0.0087 |
0.8% |
1.0725 |
| High |
1.0723 |
1.0721 |
-0.0002 |
0.0% |
1.0761 |
| Low |
1.0610 |
1.0634 |
0.0024 |
0.2% |
1.0610 |
| Close |
1.0710 |
1.0640 |
-0.0070 |
-0.7% |
1.0640 |
| Range |
0.0113 |
0.0087 |
-0.0026 |
-23.0% |
0.0151 |
| ATR |
0.0063 |
0.0065 |
0.0002 |
2.7% |
0.0000 |
| Volume |
51,851 |
31,487 |
-20,364 |
-39.3% |
208,149 |
|
| Daily Pivots for day following 19-Sep-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0926 |
1.0870 |
1.0688 |
|
| R3 |
1.0839 |
1.0783 |
1.0664 |
|
| R2 |
1.0752 |
1.0752 |
1.0656 |
|
| R1 |
1.0696 |
1.0696 |
1.0648 |
1.0681 |
| PP |
1.0665 |
1.0665 |
1.0665 |
1.0657 |
| S1 |
1.0609 |
1.0609 |
1.0632 |
1.0594 |
| S2 |
1.0578 |
1.0578 |
1.0624 |
|
| S3 |
1.0491 |
1.0522 |
1.0616 |
|
| S4 |
1.0404 |
1.0435 |
1.0592 |
|
|
| Weekly Pivots for week ending 19-Sep-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1123 |
1.1033 |
1.0723 |
|
| R3 |
1.0972 |
1.0882 |
1.0682 |
|
| R2 |
1.0821 |
1.0821 |
1.0668 |
|
| R1 |
1.0731 |
1.0731 |
1.0654 |
1.0701 |
| PP |
1.0670 |
1.0670 |
1.0670 |
1.0655 |
| S1 |
1.0580 |
1.0580 |
1.0626 |
1.0550 |
| S2 |
1.0519 |
1.0519 |
1.0612 |
|
| S3 |
1.0368 |
1.0429 |
1.0598 |
|
| S4 |
1.0217 |
1.0278 |
1.0557 |
|
|
| 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% |
0.0087 |
0.8% |
20% |
False |
False |
41,629 |
| 10 |
1.0761 |
1.0610 |
0.0151 |
1.4% |
0.0075 |
0.7% |
20% |
False |
False |
35,108 |
| 20 |
1.0989 |
1.0610 |
0.0379 |
3.6% |
0.0065 |
0.6% |
8% |
False |
False |
18,695 |
| 40 |
1.1097 |
1.0610 |
0.0487 |
4.6% |
0.0051 |
0.5% |
6% |
False |
False |
9,371 |
| 60 |
1.1305 |
1.0610 |
0.0695 |
6.5% |
0.0040 |
0.4% |
4% |
False |
False |
6,257 |
| 80 |
1.1305 |
1.0610 |
0.0695 |
6.5% |
0.0033 |
0.3% |
4% |
False |
False |
4,694 |
| 100 |
1.1468 |
1.0610 |
0.0858 |
8.1% |
0.0027 |
0.3% |
3% |
False |
False |
3,755 |
| 120 |
1.1468 |
1.0610 |
0.0858 |
8.1% |
0.0023 |
0.2% |
3% |
False |
False |
3,130 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1091 |
|
2.618 |
1.0949 |
|
1.618 |
1.0862 |
|
1.000 |
1.0808 |
|
0.618 |
1.0775 |
|
HIGH |
1.0721 |
|
0.618 |
1.0688 |
|
0.500 |
1.0678 |
|
0.382 |
1.0667 |
|
LOW |
1.0634 |
|
0.618 |
1.0580 |
|
1.000 |
1.0547 |
|
1.618 |
1.0493 |
|
2.618 |
1.0406 |
|
4.250 |
1.0264 |
|
|
| Fisher Pivots for day following 19-Sep-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1.0678 |
1.0673 |
| PP |
1.0665 |
1.0662 |
| S1 |
1.0653 |
1.0651 |
|