CME Swiss Franc Future December 2014
| Trading Metrics calculated at close of trading on 25-Sep-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Sep-2014 |
25-Sep-2014 |
Change |
Change % |
Previous Week |
| Open |
1.0646 |
1.0582 |
-0.0064 |
-0.6% |
1.0725 |
| High |
1.0658 |
1.0586 |
-0.0072 |
-0.7% |
1.0761 |
| Low |
1.0579 |
1.0516 |
-0.0063 |
-0.6% |
1.0610 |
| Close |
1.0587 |
1.0569 |
-0.0018 |
-0.2% |
1.0640 |
| Range |
0.0079 |
0.0070 |
-0.0009 |
-11.4% |
0.0151 |
| ATR |
0.0065 |
0.0065 |
0.0000 |
0.7% |
0.0000 |
| Volume |
32,593 |
40,770 |
8,177 |
25.1% |
208,149 |
|
| Daily Pivots for day following 25-Sep-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0767 |
1.0738 |
1.0608 |
|
| R3 |
1.0697 |
1.0668 |
1.0588 |
|
| R2 |
1.0627 |
1.0627 |
1.0582 |
|
| R1 |
1.0598 |
1.0598 |
1.0575 |
1.0578 |
| PP |
1.0557 |
1.0557 |
1.0557 |
1.0547 |
| S1 |
1.0528 |
1.0528 |
1.0563 |
1.0508 |
| S2 |
1.0487 |
1.0487 |
1.0556 |
|
| S3 |
1.0417 |
1.0458 |
1.0550 |
|
| S4 |
1.0347 |
1.0388 |
1.0531 |
|
|
| 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 |
1.0721 |
1.0516 |
0.0205 |
1.9% |
0.0068 |
0.6% |
26% |
False |
True |
33,577 |
| 10 |
1.0761 |
1.0516 |
0.0245 |
2.3% |
0.0074 |
0.7% |
22% |
False |
True |
39,825 |
| 20 |
1.0966 |
1.0516 |
0.0450 |
4.3% |
0.0070 |
0.7% |
12% |
False |
True |
25,290 |
| 40 |
1.1090 |
1.0516 |
0.0574 |
5.4% |
0.0055 |
0.5% |
9% |
False |
True |
12,776 |
| 60 |
1.1264 |
1.0516 |
0.0748 |
7.1% |
0.0043 |
0.4% |
7% |
False |
True |
8,527 |
| 80 |
1.1305 |
1.0516 |
0.0789 |
7.5% |
0.0035 |
0.3% |
7% |
False |
True |
6,398 |
| 100 |
1.1468 |
1.0516 |
0.0952 |
9.0% |
0.0029 |
0.3% |
6% |
False |
True |
5,119 |
| 120 |
1.1468 |
1.0516 |
0.0952 |
9.0% |
0.0025 |
0.2% |
6% |
False |
True |
4,267 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0884 |
|
2.618 |
1.0769 |
|
1.618 |
1.0699 |
|
1.000 |
1.0656 |
|
0.618 |
1.0629 |
|
HIGH |
1.0586 |
|
0.618 |
1.0559 |
|
0.500 |
1.0551 |
|
0.382 |
1.0543 |
|
LOW |
1.0516 |
|
0.618 |
1.0473 |
|
1.000 |
1.0446 |
|
1.618 |
1.0403 |
|
2.618 |
1.0333 |
|
4.250 |
1.0219 |
|
|
| Fisher Pivots for day following 25-Sep-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1.0563 |
1.0608 |
| PP |
1.0557 |
1.0595 |
| S1 |
1.0551 |
1.0582 |
|