CME Swiss Franc Future December 2014
| Trading Metrics calculated at close of trading on 26-Sep-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Sep-2014 |
26-Sep-2014 |
Change |
Change % |
Previous Week |
| Open |
1.0582 |
1.0567 |
-0.0015 |
-0.1% |
1.0631 |
| High |
1.0586 |
1.0577 |
-0.0009 |
-0.1% |
1.0699 |
| Low |
1.0516 |
1.0511 |
-0.0005 |
0.0% |
1.0511 |
| Close |
1.0569 |
1.0519 |
-0.0050 |
-0.5% |
1.0519 |
| Range |
0.0070 |
0.0066 |
-0.0004 |
-5.7% |
0.0188 |
| ATR |
0.0065 |
0.0065 |
0.0000 |
0.1% |
0.0000 |
| Volume |
40,770 |
30,899 |
-9,871 |
-24.2% |
167,300 |
|
| Daily Pivots for day following 26-Sep-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0734 |
1.0692 |
1.0555 |
|
| R3 |
1.0668 |
1.0626 |
1.0537 |
|
| R2 |
1.0602 |
1.0602 |
1.0531 |
|
| R1 |
1.0560 |
1.0560 |
1.0525 |
1.0548 |
| PP |
1.0536 |
1.0536 |
1.0536 |
1.0530 |
| S1 |
1.0494 |
1.0494 |
1.0513 |
1.0482 |
| S2 |
1.0470 |
1.0470 |
1.0507 |
|
| S3 |
1.0404 |
1.0428 |
1.0501 |
|
| S4 |
1.0338 |
1.0362 |
1.0483 |
|
|
| Weekly Pivots for week ending 26-Sep-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1140 |
1.1018 |
1.0622 |
|
| R3 |
1.0952 |
1.0830 |
1.0571 |
|
| R2 |
1.0764 |
1.0764 |
1.0553 |
|
| R1 |
1.0642 |
1.0642 |
1.0536 |
1.0609 |
| PP |
1.0576 |
1.0576 |
1.0576 |
1.0560 |
| S1 |
1.0454 |
1.0454 |
1.0502 |
1.0421 |
| S2 |
1.0388 |
1.0388 |
1.0485 |
|
| S3 |
1.0200 |
1.0266 |
1.0467 |
|
| S4 |
1.0012 |
1.0078 |
1.0416 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0699 |
1.0511 |
0.0188 |
1.8% |
0.0064 |
0.6% |
4% |
False |
True |
33,460 |
| 10 |
1.0761 |
1.0511 |
0.0250 |
2.4% |
0.0075 |
0.7% |
3% |
False |
True |
37,544 |
| 20 |
1.0953 |
1.0511 |
0.0442 |
4.2% |
0.0071 |
0.7% |
2% |
False |
True |
26,814 |
| 40 |
1.1090 |
1.0511 |
0.0579 |
5.5% |
0.0055 |
0.5% |
1% |
False |
True |
13,549 |
| 60 |
1.1257 |
1.0511 |
0.0746 |
7.1% |
0.0044 |
0.4% |
1% |
False |
True |
9,041 |
| 80 |
1.1305 |
1.0511 |
0.0794 |
7.5% |
0.0036 |
0.3% |
1% |
False |
True |
6,785 |
| 100 |
1.1440 |
1.0511 |
0.0929 |
8.8% |
0.0030 |
0.3% |
1% |
False |
True |
5,428 |
| 120 |
1.1468 |
1.0511 |
0.0957 |
9.1% |
0.0025 |
0.2% |
1% |
False |
True |
4,524 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0858 |
|
2.618 |
1.0750 |
|
1.618 |
1.0684 |
|
1.000 |
1.0643 |
|
0.618 |
1.0618 |
|
HIGH |
1.0577 |
|
0.618 |
1.0552 |
|
0.500 |
1.0544 |
|
0.382 |
1.0536 |
|
LOW |
1.0511 |
|
0.618 |
1.0470 |
|
1.000 |
1.0445 |
|
1.618 |
1.0404 |
|
2.618 |
1.0338 |
|
4.250 |
1.0231 |
|
|
| Fisher Pivots for day following 26-Sep-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1.0544 |
1.0585 |
| PP |
1.0536 |
1.0563 |
| S1 |
1.0527 |
1.0541 |
|