CME Swiss Franc Future March 2015
| Trading Metrics calculated at close of trading on 17-Sep-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Sep-2014 |
17-Sep-2014 |
Change |
Change % |
Previous Week |
| Open |
1.0765 |
1.0726 |
-0.0039 |
-0.4% |
1.0728 |
| High |
1.0765 |
1.0726 |
-0.0039 |
-0.4% |
1.0737 |
| Low |
1.0746 |
1.0642 |
-0.0104 |
-1.0% |
1.0683 |
| Close |
1.0746 |
1.0688 |
-0.0058 |
-0.5% |
1.0733 |
| Range |
0.0019 |
0.0084 |
0.0065 |
342.1% |
0.0054 |
| ATR |
0.0036 |
0.0041 |
0.0005 |
13.5% |
0.0000 |
| Volume |
14 |
2 |
-12 |
-85.7% |
162 |
|
| Daily Pivots for day following 17-Sep-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0937 |
1.0897 |
1.0734 |
|
| R3 |
1.0853 |
1.0813 |
1.0711 |
|
| R2 |
1.0769 |
1.0769 |
1.0703 |
|
| R1 |
1.0729 |
1.0729 |
1.0696 |
1.0707 |
| PP |
1.0685 |
1.0685 |
1.0685 |
1.0675 |
| S1 |
1.0645 |
1.0645 |
1.0680 |
1.0623 |
| S2 |
1.0601 |
1.0601 |
1.0673 |
|
| S3 |
1.0517 |
1.0561 |
1.0665 |
|
| S4 |
1.0433 |
1.0477 |
1.0642 |
|
|
| 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 |
1.0765 |
1.0642 |
0.0123 |
1.2% |
0.0037 |
0.3% |
37% |
False |
True |
6 |
| 10 |
1.0915 |
1.0642 |
0.0273 |
2.6% |
0.0044 |
0.4% |
17% |
False |
True |
18 |
| 20 |
1.0994 |
1.0642 |
0.0352 |
3.3% |
0.0022 |
0.2% |
13% |
False |
True |
9 |
| 40 |
1.1103 |
1.0642 |
0.0461 |
4.3% |
0.0012 |
0.1% |
10% |
False |
True |
5 |
| 60 |
1.1309 |
1.0642 |
0.0667 |
6.2% |
0.0009 |
0.1% |
7% |
False |
True |
7 |
| 80 |
1.1309 |
1.0642 |
0.0667 |
6.2% |
0.0007 |
0.1% |
7% |
False |
True |
5 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1083 |
|
2.618 |
1.0946 |
|
1.618 |
1.0862 |
|
1.000 |
1.0810 |
|
0.618 |
1.0778 |
|
HIGH |
1.0726 |
|
0.618 |
1.0694 |
|
0.500 |
1.0684 |
|
0.382 |
1.0674 |
|
LOW |
1.0642 |
|
0.618 |
1.0590 |
|
1.000 |
1.0558 |
|
1.618 |
1.0506 |
|
2.618 |
1.0422 |
|
4.250 |
1.0285 |
|
|
| Fisher Pivots for day following 17-Sep-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1.0687 |
1.0704 |
| PP |
1.0685 |
1.0698 |
| S1 |
1.0684 |
1.0693 |
|