CME Swiss Franc Future March 2015
| Trading Metrics calculated at close of trading on 12-Sep-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Sep-2014 |
12-Sep-2014 |
Change |
Change % |
Previous Week |
| Open |
1.0715 |
1.0737 |
0.0022 |
0.2% |
1.0728 |
| High |
1.0715 |
1.0737 |
0.0022 |
0.2% |
1.0737 |
| Low |
1.0714 |
1.0705 |
-0.0009 |
-0.1% |
1.0683 |
| Close |
1.0714 |
1.0733 |
0.0019 |
0.2% |
1.0733 |
| Range |
0.0001 |
0.0032 |
0.0031 |
3,100.0% |
0.0054 |
| ATR |
0.0034 |
0.0034 |
0.0000 |
-0.4% |
0.0000 |
| Volume |
12 |
1 |
-11 |
-91.7% |
162 |
|
| Daily Pivots for day following 12-Sep-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0821 |
1.0809 |
1.0751 |
|
| R3 |
1.0789 |
1.0777 |
1.0742 |
|
| R2 |
1.0757 |
1.0757 |
1.0739 |
|
| R1 |
1.0745 |
1.0745 |
1.0736 |
1.0735 |
| PP |
1.0725 |
1.0725 |
1.0725 |
1.0720 |
| S1 |
1.0713 |
1.0713 |
1.0730 |
1.0703 |
| S2 |
1.0693 |
1.0693 |
1.0727 |
|
| S3 |
1.0661 |
1.0681 |
1.0724 |
|
| S4 |
1.0629 |
1.0649 |
1.0715 |
|
|
| Weekly Pivots for week ending 12-Sep-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0880 |
1.0860 |
1.0763 |
|
| R3 |
1.0826 |
1.0806 |
1.0748 |
|
| R2 |
1.0772 |
1.0772 |
1.0743 |
|
| R1 |
1.0752 |
1.0752 |
1.0738 |
1.0762 |
| PP |
1.0718 |
1.0718 |
1.0718 |
1.0723 |
| S1 |
1.0698 |
1.0698 |
1.0728 |
1.0708 |
| S2 |
1.0664 |
1.0664 |
1.0723 |
|
| S3 |
1.0610 |
1.0644 |
1.0718 |
|
| S4 |
1.0556 |
1.0590 |
1.0703 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0737 |
1.0683 |
0.0054 |
0.5% |
0.0022 |
0.2% |
93% |
True |
False |
32 |
| 10 |
1.0919 |
1.0683 |
0.0236 |
2.2% |
0.0029 |
0.3% |
21% |
False |
False |
17 |
| 20 |
1.1100 |
1.0683 |
0.0417 |
3.9% |
0.0015 |
0.1% |
12% |
False |
False |
9 |
| 40 |
1.1163 |
1.0683 |
0.0480 |
4.5% |
0.0008 |
0.1% |
10% |
False |
False |
6 |
| 60 |
1.1309 |
1.0683 |
0.0626 |
5.8% |
0.0006 |
0.1% |
8% |
False |
False |
7 |
| 80 |
1.1309 |
1.0683 |
0.0626 |
5.8% |
0.0005 |
0.0% |
8% |
False |
False |
5 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0873 |
|
2.618 |
1.0821 |
|
1.618 |
1.0789 |
|
1.000 |
1.0769 |
|
0.618 |
1.0757 |
|
HIGH |
1.0737 |
|
0.618 |
1.0725 |
|
0.500 |
1.0721 |
|
0.382 |
1.0717 |
|
LOW |
1.0705 |
|
0.618 |
1.0685 |
|
1.000 |
1.0673 |
|
1.618 |
1.0653 |
|
2.618 |
1.0621 |
|
4.250 |
1.0569 |
|
|
| Fisher Pivots for day following 12-Sep-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1.0729 |
1.0725 |
| PP |
1.0725 |
1.0718 |
| S1 |
1.0721 |
1.0710 |
|