CME Swiss Franc Future March 2015
Trading Metrics calculated at close of trading on 08-Sep-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Sep-2014 |
08-Sep-2014 |
Change |
Change % |
Previous Week |
Open |
1.0760 |
1.0728 |
-0.0032 |
-0.3% |
1.0902 |
High |
1.0771 |
1.0728 |
-0.0043 |
-0.4% |
1.0919 |
Low |
1.0760 |
1.0728 |
-0.0032 |
-0.3% |
1.0750 |
Close |
1.0771 |
1.0728 |
-0.0043 |
-0.4% |
1.0771 |
Range |
0.0011 |
0.0000 |
-0.0011 |
-100.0% |
0.0169 |
ATR |
0.0033 |
0.0034 |
0.0001 |
2.0% |
0.0000 |
Volume |
1 |
74 |
73 |
7,300.0% |
4 |
|
Daily Pivots for day following 08-Sep-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.0728 |
1.0728 |
1.0728 |
|
R3 |
1.0728 |
1.0728 |
1.0728 |
|
R2 |
1.0728 |
1.0728 |
1.0728 |
|
R1 |
1.0728 |
1.0728 |
1.0728 |
1.0728 |
PP |
1.0728 |
1.0728 |
1.0728 |
1.0728 |
S1 |
1.0728 |
1.0728 |
1.0728 |
1.0728 |
S2 |
1.0728 |
1.0728 |
1.0728 |
|
S3 |
1.0728 |
1.0728 |
1.0728 |
|
S4 |
1.0728 |
1.0728 |
1.0728 |
|
|
Weekly Pivots for week ending 05-Sep-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.1320 |
1.1215 |
1.0864 |
|
R3 |
1.1151 |
1.1046 |
1.0817 |
|
R2 |
1.0982 |
1.0982 |
1.0802 |
|
R1 |
1.0877 |
1.0877 |
1.0786 |
1.0845 |
PP |
1.0813 |
1.0813 |
1.0813 |
1.0798 |
S1 |
1.0708 |
1.0708 |
1.0756 |
1.0676 |
S2 |
1.0644 |
1.0644 |
1.0740 |
|
S3 |
1.0475 |
1.0539 |
1.0725 |
|
S4 |
1.0306 |
1.0370 |
1.0678 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1.0919 |
1.0728 |
0.0191 |
1.8% |
0.0035 |
0.3% |
0% |
False |
True |
15 |
10 |
1.0961 |
1.0728 |
0.0233 |
2.2% |
0.0018 |
0.2% |
0% |
False |
True |
8 |
20 |
1.1100 |
1.0728 |
0.0372 |
3.5% |
0.0010 |
0.1% |
0% |
False |
True |
4 |
40 |
1.1239 |
1.0728 |
0.0511 |
4.8% |
0.0005 |
0.1% |
0% |
False |
True |
5 |
60 |
1.1309 |
1.0728 |
0.0581 |
5.4% |
0.0004 |
0.0% |
0% |
False |
True |
5 |
80 |
1.1309 |
1.0728 |
0.0581 |
5.4% |
0.0004 |
0.0% |
0% |
False |
True |
4 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.0728 |
2.618 |
1.0728 |
1.618 |
1.0728 |
1.000 |
1.0728 |
0.618 |
1.0728 |
HIGH |
1.0728 |
0.618 |
1.0728 |
0.500 |
1.0728 |
0.382 |
1.0728 |
LOW |
1.0728 |
0.618 |
1.0728 |
1.000 |
1.0728 |
1.618 |
1.0728 |
2.618 |
1.0728 |
4.250 |
1.0728 |
|
|
Fisher Pivots for day following 08-Sep-2014 |
Pivot |
1 day |
3 day |
R1 |
1.0728 |
1.0822 |
PP |
1.0728 |
1.0790 |
S1 |
1.0728 |
1.0759 |
|