CME Swiss Franc Future December 2014
| Trading Metrics calculated at close of trading on 23-Sep-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Sep-2014 |
23-Sep-2014 |
Change |
Change % |
Previous Week |
| Open |
1.0631 |
1.0642 |
0.0011 |
0.1% |
1.0725 |
| High |
1.0671 |
1.0699 |
0.0028 |
0.3% |
1.0761 |
| Low |
1.0622 |
1.0642 |
0.0020 |
0.2% |
1.0610 |
| Close |
1.0636 |
1.0656 |
0.0020 |
0.2% |
1.0640 |
| Range |
0.0049 |
0.0057 |
0.0008 |
16.3% |
0.0151 |
| ATR |
0.0064 |
0.0063 |
0.0000 |
-0.1% |
0.0000 |
| Volume |
33,279 |
29,759 |
-3,520 |
-10.6% |
208,149 |
|
| Daily Pivots for day following 23-Sep-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0837 |
1.0803 |
1.0687 |
|
| R3 |
1.0780 |
1.0746 |
1.0672 |
|
| R2 |
1.0723 |
1.0723 |
1.0666 |
|
| R1 |
1.0689 |
1.0689 |
1.0661 |
1.0706 |
| PP |
1.0666 |
1.0666 |
1.0666 |
1.0674 |
| S1 |
1.0632 |
1.0632 |
1.0651 |
1.0649 |
| S2 |
1.0609 |
1.0609 |
1.0646 |
|
| S3 |
1.0552 |
1.0575 |
1.0640 |
|
| S4 |
1.0495 |
1.0518 |
1.0625 |
|
|
| 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 |
1.0735 |
1.0610 |
0.0125 |
1.2% |
0.0084 |
0.8% |
37% |
False |
False |
41,195 |
| 10 |
1.0761 |
1.0610 |
0.0151 |
1.4% |
0.0073 |
0.7% |
30% |
False |
False |
38,597 |
| 20 |
1.0966 |
1.0610 |
0.0356 |
3.3% |
0.0067 |
0.6% |
13% |
False |
False |
21,837 |
| 40 |
1.1090 |
1.0610 |
0.0480 |
4.5% |
0.0052 |
0.5% |
10% |
False |
False |
10,945 |
| 60 |
1.1305 |
1.0610 |
0.0695 |
6.5% |
0.0042 |
0.4% |
7% |
False |
False |
7,307 |
| 80 |
1.1305 |
1.0610 |
0.0695 |
6.5% |
0.0034 |
0.3% |
7% |
False |
False |
5,482 |
| 100 |
1.1468 |
1.0610 |
0.0858 |
8.1% |
0.0028 |
0.3% |
5% |
False |
False |
4,386 |
| 120 |
1.1468 |
1.0610 |
0.0858 |
8.1% |
0.0024 |
0.2% |
5% |
False |
False |
3,655 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0941 |
|
2.618 |
1.0848 |
|
1.618 |
1.0791 |
|
1.000 |
1.0756 |
|
0.618 |
1.0734 |
|
HIGH |
1.0699 |
|
0.618 |
1.0677 |
|
0.500 |
1.0671 |
|
0.382 |
1.0664 |
|
LOW |
1.0642 |
|
0.618 |
1.0607 |
|
1.000 |
1.0585 |
|
1.618 |
1.0550 |
|
2.618 |
1.0493 |
|
4.250 |
1.0400 |
|
|
| Fisher Pivots for day following 23-Sep-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1.0671 |
1.0672 |
| PP |
1.0666 |
1.0666 |
| S1 |
1.0661 |
1.0661 |
|