CME Swiss Franc Future March 2015
Trading Metrics calculated at close of trading on 11-Sep-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Sep-2014 |
11-Sep-2014 |
Change |
Change % |
Previous Week |
Open |
1.0730 |
1.0715 |
-0.0015 |
-0.1% |
1.0902 |
High |
1.0730 |
1.0715 |
-0.0015 |
-0.1% |
1.0919 |
Low |
1.0683 |
1.0714 |
0.0031 |
0.3% |
1.0750 |
Close |
1.0696 |
1.0714 |
0.0018 |
0.2% |
1.0771 |
Range |
0.0047 |
0.0001 |
-0.0046 |
-97.9% |
0.0169 |
ATR |
0.0035 |
0.0034 |
-0.0001 |
-3.3% |
0.0000 |
Volume |
1 |
12 |
11 |
1,100.0% |
4 |
|
Daily Pivots for day following 11-Sep-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.0717 |
1.0717 |
1.0715 |
|
R3 |
1.0716 |
1.0716 |
1.0714 |
|
R2 |
1.0715 |
1.0715 |
1.0714 |
|
R1 |
1.0715 |
1.0715 |
1.0714 |
1.0715 |
PP |
1.0714 |
1.0714 |
1.0714 |
1.0714 |
S1 |
1.0714 |
1.0714 |
1.0714 |
1.0714 |
S2 |
1.0713 |
1.0713 |
1.0714 |
|
S3 |
1.0712 |
1.0713 |
1.0714 |
|
S4 |
1.0711 |
1.0712 |
1.0713 |
|
|
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 |
1.0771 |
1.0683 |
0.0088 |
0.8% |
0.0018 |
0.2% |
35% |
False |
False |
32 |
10 |
1.0961 |
1.0683 |
0.0278 |
2.6% |
0.0026 |
0.2% |
11% |
False |
False |
17 |
20 |
1.1100 |
1.0683 |
0.0417 |
3.9% |
0.0014 |
0.1% |
7% |
False |
False |
9 |
40 |
1.1167 |
1.0683 |
0.0484 |
4.5% |
0.0007 |
0.1% |
6% |
False |
False |
6 |
60 |
1.1309 |
1.0683 |
0.0626 |
5.8% |
0.0006 |
0.1% |
5% |
False |
False |
7 |
80 |
1.1309 |
1.0683 |
0.0626 |
5.8% |
0.0005 |
0.0% |
5% |
False |
False |
5 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.0719 |
2.618 |
1.0718 |
1.618 |
1.0717 |
1.000 |
1.0716 |
0.618 |
1.0716 |
HIGH |
1.0715 |
0.618 |
1.0715 |
0.500 |
1.0715 |
0.382 |
1.0714 |
LOW |
1.0714 |
0.618 |
1.0713 |
1.000 |
1.0713 |
1.618 |
1.0712 |
2.618 |
1.0711 |
4.250 |
1.0710 |
|
|
Fisher Pivots for day following 11-Sep-2014 |
Pivot |
1 day |
3 day |
R1 |
1.0715 |
1.0712 |
PP |
1.0714 |
1.0710 |
S1 |
1.0714 |
1.0708 |
|