CME Swiss Franc Future March 2015
| Trading Metrics calculated at close of trading on 18-Sep-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Sep-2014 |
18-Sep-2014 |
Change |
Change % |
Previous Week |
| Open |
1.0726 |
1.0696 |
-0.0030 |
-0.3% |
1.0728 |
| High |
1.0726 |
1.0723 |
-0.0003 |
0.0% |
1.0737 |
| Low |
1.0642 |
1.0674 |
0.0032 |
0.3% |
1.0683 |
| Close |
1.0688 |
1.0723 |
0.0035 |
0.3% |
1.0733 |
| Range |
0.0084 |
0.0049 |
-0.0035 |
-41.7% |
0.0054 |
| ATR |
0.0041 |
0.0041 |
0.0001 |
1.4% |
0.0000 |
| Volume |
2 |
11 |
9 |
450.0% |
162 |
|
| Daily Pivots for day following 18-Sep-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0854 |
1.0837 |
1.0750 |
|
| R3 |
1.0805 |
1.0788 |
1.0736 |
|
| R2 |
1.0756 |
1.0756 |
1.0732 |
|
| R1 |
1.0739 |
1.0739 |
1.0727 |
1.0748 |
| PP |
1.0707 |
1.0707 |
1.0707 |
1.0711 |
| S1 |
1.0690 |
1.0690 |
1.0719 |
1.0699 |
| S2 |
1.0658 |
1.0658 |
1.0714 |
|
| S3 |
1.0609 |
1.0641 |
1.0710 |
|
| S4 |
1.0560 |
1.0592 |
1.0696 |
|
|
| 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 |
1.1% |
0.0047 |
0.4% |
66% |
False |
False |
6 |
| 10 |
1.0771 |
1.0642 |
0.0129 |
1.2% |
0.0033 |
0.3% |
63% |
False |
False |
19 |
| 20 |
1.0994 |
1.0642 |
0.0352 |
3.3% |
0.0025 |
0.2% |
23% |
False |
False |
10 |
| 40 |
1.1101 |
1.0642 |
0.0459 |
4.3% |
0.0013 |
0.1% |
18% |
False |
False |
5 |
| 60 |
1.1309 |
1.0642 |
0.0667 |
6.2% |
0.0010 |
0.1% |
12% |
False |
False |
7 |
| 80 |
1.1309 |
1.0642 |
0.0667 |
6.2% |
0.0007 |
0.1% |
12% |
False |
False |
6 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0931 |
|
2.618 |
1.0851 |
|
1.618 |
1.0802 |
|
1.000 |
1.0772 |
|
0.618 |
1.0753 |
|
HIGH |
1.0723 |
|
0.618 |
1.0704 |
|
0.500 |
1.0699 |
|
0.382 |
1.0693 |
|
LOW |
1.0674 |
|
0.618 |
1.0644 |
|
1.000 |
1.0625 |
|
1.618 |
1.0595 |
|
2.618 |
1.0546 |
|
4.250 |
1.0466 |
|
|
| Fisher Pivots for day following 18-Sep-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1.0715 |
1.0717 |
| PP |
1.0707 |
1.0710 |
| S1 |
1.0699 |
1.0704 |
|