CME Swiss Franc Future March 2015
Trading Metrics calculated at close of trading on 04-Sep-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Sep-2014 |
04-Sep-2014 |
Change |
Change % |
Previous Week |
Open |
1.0919 |
1.0915 |
-0.0004 |
0.0% |
1.0947 |
High |
1.0919 |
1.0915 |
-0.0004 |
0.0% |
1.0961 |
Low |
1.0919 |
1.0750 |
-0.0169 |
-1.5% |
1.0917 |
Close |
1.0919 |
1.0750 |
-0.0169 |
-1.5% |
1.0917 |
Range |
0.0000 |
0.0165 |
0.0165 |
|
0.0044 |
ATR |
0.0024 |
0.0034 |
0.0010 |
43.0% |
0.0000 |
Volume |
1 |
1 |
0 |
0.0% |
11 |
|
Daily Pivots for day following 04-Sep-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.1300 |
1.1190 |
1.0841 |
|
R3 |
1.1135 |
1.1025 |
1.0795 |
|
R2 |
1.0970 |
1.0970 |
1.0780 |
|
R1 |
1.0860 |
1.0860 |
1.0765 |
1.0833 |
PP |
1.0805 |
1.0805 |
1.0805 |
1.0791 |
S1 |
1.0695 |
1.0695 |
1.0735 |
1.0668 |
S2 |
1.0640 |
1.0640 |
1.0720 |
|
S3 |
1.0475 |
1.0530 |
1.0705 |
|
S4 |
1.0310 |
1.0365 |
1.0659 |
|
|
Weekly Pivots for week ending 29-Aug-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.1064 |
1.1034 |
1.0941 |
|
R3 |
1.1020 |
1.0990 |
1.0929 |
|
R2 |
1.0976 |
1.0976 |
1.0925 |
|
R1 |
1.0946 |
1.0946 |
1.0921 |
1.0939 |
PP |
1.0932 |
1.0932 |
1.0932 |
1.0928 |
S1 |
1.0902 |
1.0902 |
1.0913 |
1.0895 |
S2 |
1.0888 |
1.0888 |
1.0909 |
|
S3 |
1.0844 |
1.0858 |
1.0905 |
|
S4 |
1.0800 |
1.0814 |
1.0893 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1.0961 |
1.0750 |
0.0211 |
2.0% |
0.0034 |
0.3% |
0% |
False |
True |
2 |
10 |
1.0994 |
1.0750 |
0.0244 |
2.3% |
0.0017 |
0.2% |
0% |
False |
True |
1 |
20 |
1.1100 |
1.0750 |
0.0350 |
3.3% |
0.0009 |
0.1% |
0% |
False |
True |
1 |
40 |
1.1239 |
1.0750 |
0.0489 |
4.5% |
0.0005 |
0.0% |
0% |
False |
True |
5 |
60 |
1.1309 |
1.0750 |
0.0559 |
5.2% |
0.0004 |
0.0% |
0% |
False |
True |
4 |
80 |
1.1309 |
1.0750 |
0.0559 |
5.2% |
0.0004 |
0.0% |
0% |
False |
True |
3 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.1616 |
2.618 |
1.1347 |
1.618 |
1.1182 |
1.000 |
1.1080 |
0.618 |
1.1017 |
HIGH |
1.0915 |
0.618 |
1.0852 |
0.500 |
1.0833 |
0.382 |
1.0813 |
LOW |
1.0750 |
0.618 |
1.0648 |
1.000 |
1.0585 |
1.618 |
1.0483 |
2.618 |
1.0318 |
4.250 |
1.0049 |
|
|
Fisher Pivots for day following 04-Sep-2014 |
Pivot |
1 day |
3 day |
R1 |
1.0833 |
1.0835 |
PP |
1.0805 |
1.0806 |
S1 |
1.0778 |
1.0778 |
|