CME Swiss Franc Future March 2015
| Trading Metrics calculated at close of trading on 10-Sep-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Sep-2014 |
10-Sep-2014 |
Change |
Change % |
Previous Week |
| Open |
1.0701 |
1.0730 |
0.0029 |
0.3% |
1.0902 |
| High |
1.0733 |
1.0730 |
-0.0003 |
0.0% |
1.0919 |
| Low |
1.0701 |
1.0683 |
-0.0018 |
-0.2% |
1.0750 |
| Close |
1.0733 |
1.0696 |
-0.0037 |
-0.3% |
1.0771 |
| Range |
0.0032 |
0.0047 |
0.0015 |
46.9% |
0.0169 |
| ATR |
0.0034 |
0.0035 |
0.0001 |
3.4% |
0.0000 |
| Volume |
74 |
1 |
-73 |
-98.6% |
4 |
|
| Daily Pivots for day following 10-Sep-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0844 |
1.0817 |
1.0722 |
|
| R3 |
1.0797 |
1.0770 |
1.0709 |
|
| R2 |
1.0750 |
1.0750 |
1.0705 |
|
| R1 |
1.0723 |
1.0723 |
1.0700 |
1.0713 |
| PP |
1.0703 |
1.0703 |
1.0703 |
1.0698 |
| S1 |
1.0676 |
1.0676 |
1.0692 |
1.0666 |
| S2 |
1.0656 |
1.0656 |
1.0687 |
|
| S3 |
1.0609 |
1.0629 |
1.0683 |
|
| S4 |
1.0562 |
1.0582 |
1.0670 |
|
|
| 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 |
1.0915 |
1.0683 |
0.0232 |
2.2% |
0.0051 |
0.5% |
6% |
False |
True |
30 |
| 10 |
1.0961 |
1.0683 |
0.0278 |
2.6% |
0.0026 |
0.2% |
5% |
False |
True |
16 |
| 20 |
1.1100 |
1.0683 |
0.0417 |
3.9% |
0.0014 |
0.1% |
3% |
False |
True |
8 |
| 40 |
1.1167 |
1.0683 |
0.0484 |
4.5% |
0.0007 |
0.1% |
3% |
False |
True |
6 |
| 60 |
1.1309 |
1.0683 |
0.0626 |
5.9% |
0.0006 |
0.1% |
2% |
False |
True |
7 |
| 80 |
1.1309 |
1.0683 |
0.0626 |
5.9% |
0.0005 |
0.0% |
2% |
False |
True |
5 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0930 |
|
2.618 |
1.0853 |
|
1.618 |
1.0806 |
|
1.000 |
1.0777 |
|
0.618 |
1.0759 |
|
HIGH |
1.0730 |
|
0.618 |
1.0712 |
|
0.500 |
1.0707 |
|
0.382 |
1.0701 |
|
LOW |
1.0683 |
|
0.618 |
1.0654 |
|
1.000 |
1.0636 |
|
1.618 |
1.0607 |
|
2.618 |
1.0560 |
|
4.250 |
1.0483 |
|
|
| Fisher Pivots for day following 10-Sep-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1.0707 |
1.0708 |
| PP |
1.0703 |
1.0704 |
| S1 |
1.0700 |
1.0700 |
|