CME Swiss Franc Future December 2014
| Trading Metrics calculated at close of trading on 29-Sep-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Sep-2014 |
29-Sep-2014 |
Change |
Change % |
Previous Week |
| Open |
1.0567 |
1.0513 |
-0.0054 |
-0.5% |
1.0631 |
| High |
1.0577 |
1.0546 |
-0.0031 |
-0.3% |
1.0699 |
| Low |
1.0511 |
1.0499 |
-0.0012 |
-0.1% |
1.0511 |
| Close |
1.0519 |
1.0524 |
0.0005 |
0.0% |
1.0519 |
| Range |
0.0066 |
0.0047 |
-0.0019 |
-28.8% |
0.0188 |
| ATR |
0.0065 |
0.0064 |
-0.0001 |
-2.0% |
0.0000 |
| Volume |
30,899 |
33,716 |
2,817 |
9.1% |
167,300 |
|
| Daily Pivots for day following 29-Sep-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0664 |
1.0641 |
1.0550 |
|
| R3 |
1.0617 |
1.0594 |
1.0537 |
|
| R2 |
1.0570 |
1.0570 |
1.0533 |
|
| R1 |
1.0547 |
1.0547 |
1.0528 |
1.0559 |
| PP |
1.0523 |
1.0523 |
1.0523 |
1.0529 |
| S1 |
1.0500 |
1.0500 |
1.0520 |
1.0512 |
| S2 |
1.0476 |
1.0476 |
1.0515 |
|
| S3 |
1.0429 |
1.0453 |
1.0511 |
|
| S4 |
1.0382 |
1.0406 |
1.0498 |
|
|
| 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 |
1.0499 |
0.0200 |
1.9% |
0.0064 |
0.6% |
13% |
False |
True |
33,547 |
| 10 |
1.0761 |
1.0499 |
0.0262 |
2.5% |
0.0075 |
0.7% |
10% |
False |
True |
37,749 |
| 20 |
1.0909 |
1.0499 |
0.0410 |
3.9% |
0.0071 |
0.7% |
6% |
False |
True |
28,392 |
| 40 |
1.1090 |
1.0499 |
0.0591 |
5.6% |
0.0055 |
0.5% |
4% |
False |
True |
14,391 |
| 60 |
1.1243 |
1.0499 |
0.0744 |
7.1% |
0.0044 |
0.4% |
3% |
False |
True |
9,603 |
| 80 |
1.1305 |
1.0499 |
0.0806 |
7.7% |
0.0036 |
0.3% |
3% |
False |
True |
7,206 |
| 100 |
1.1396 |
1.0499 |
0.0897 |
8.5% |
0.0031 |
0.3% |
3% |
False |
True |
5,765 |
| 120 |
1.1468 |
1.0499 |
0.0969 |
9.2% |
0.0026 |
0.2% |
3% |
False |
True |
4,805 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0746 |
|
2.618 |
1.0669 |
|
1.618 |
1.0622 |
|
1.000 |
1.0593 |
|
0.618 |
1.0575 |
|
HIGH |
1.0546 |
|
0.618 |
1.0528 |
|
0.500 |
1.0523 |
|
0.382 |
1.0517 |
|
LOW |
1.0499 |
|
0.618 |
1.0470 |
|
1.000 |
1.0452 |
|
1.618 |
1.0423 |
|
2.618 |
1.0376 |
|
4.250 |
1.0299 |
|
|
| Fisher Pivots for day following 29-Sep-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1.0524 |
1.0543 |
| PP |
1.0523 |
1.0536 |
| S1 |
1.0523 |
1.0530 |
|