CME Swiss Franc Future December 2014
| Trading Metrics calculated at close of trading on 22-Sep-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Sep-2014 |
22-Sep-2014 |
Change |
Change % |
Previous Week |
| Open |
1.0711 |
1.0631 |
-0.0080 |
-0.7% |
1.0725 |
| High |
1.0721 |
1.0671 |
-0.0050 |
-0.5% |
1.0761 |
| Low |
1.0634 |
1.0622 |
-0.0012 |
-0.1% |
1.0610 |
| Close |
1.0640 |
1.0636 |
-0.0004 |
0.0% |
1.0640 |
| Range |
0.0087 |
0.0049 |
-0.0038 |
-43.7% |
0.0151 |
| ATR |
0.0065 |
0.0064 |
-0.0001 |
-1.7% |
0.0000 |
| Volume |
31,487 |
33,279 |
1,792 |
5.7% |
208,149 |
|
| Daily Pivots for day following 22-Sep-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0790 |
1.0762 |
1.0663 |
|
| R3 |
1.0741 |
1.0713 |
1.0649 |
|
| R2 |
1.0692 |
1.0692 |
1.0645 |
|
| R1 |
1.0664 |
1.0664 |
1.0640 |
1.0678 |
| PP |
1.0643 |
1.0643 |
1.0643 |
1.0650 |
| S1 |
1.0615 |
1.0615 |
1.0632 |
1.0629 |
| S2 |
1.0594 |
1.0594 |
1.0627 |
|
| S3 |
1.0545 |
1.0566 |
1.0623 |
|
| S4 |
1.0496 |
1.0517 |
1.0609 |
|
|
| 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% |
17% |
False |
False |
41,951 |
| 10 |
1.0761 |
1.0610 |
0.0151 |
1.4% |
0.0074 |
0.7% |
17% |
False |
False |
37,357 |
| 20 |
1.0966 |
1.0610 |
0.0356 |
3.3% |
0.0065 |
0.6% |
7% |
False |
False |
20,354 |
| 40 |
1.1090 |
1.0610 |
0.0480 |
4.5% |
0.0051 |
0.5% |
5% |
False |
False |
10,202 |
| 60 |
1.1305 |
1.0610 |
0.0695 |
6.5% |
0.0041 |
0.4% |
4% |
False |
False |
6,811 |
| 80 |
1.1305 |
1.0610 |
0.0695 |
6.5% |
0.0034 |
0.3% |
4% |
False |
False |
5,110 |
| 100 |
1.1468 |
1.0610 |
0.0858 |
8.1% |
0.0027 |
0.3% |
3% |
False |
False |
4,088 |
| 120 |
1.1468 |
1.0610 |
0.0858 |
8.1% |
0.0023 |
0.2% |
3% |
False |
False |
3,407 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0879 |
|
2.618 |
1.0799 |
|
1.618 |
1.0750 |
|
1.000 |
1.0720 |
|
0.618 |
1.0701 |
|
HIGH |
1.0671 |
|
0.618 |
1.0652 |
|
0.500 |
1.0647 |
|
0.382 |
1.0641 |
|
LOW |
1.0622 |
|
0.618 |
1.0592 |
|
1.000 |
1.0573 |
|
1.618 |
1.0543 |
|
2.618 |
1.0494 |
|
4.250 |
1.0414 |
|
|
| Fisher Pivots for day following 22-Sep-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1.0647 |
1.0667 |
| PP |
1.0643 |
1.0656 |
| S1 |
1.0640 |
1.0646 |
|