CME Swiss Franc Future March 2015
| Trading Metrics calculated at close of trading on 19-Sep-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Sep-2014 |
19-Sep-2014 |
Change |
Change % |
Previous Week |
| Open |
1.0696 |
1.0675 |
-0.0021 |
-0.2% |
1.0755 |
| High |
1.0723 |
1.0675 |
-0.0048 |
-0.4% |
1.0765 |
| Low |
1.0674 |
1.0653 |
-0.0021 |
-0.2% |
1.0642 |
| Close |
1.0723 |
1.0653 |
-0.0070 |
-0.7% |
1.0653 |
| Range |
0.0049 |
0.0022 |
-0.0027 |
-55.1% |
0.0123 |
| ATR |
0.0041 |
0.0044 |
0.0002 |
4.9% |
0.0000 |
| Volume |
11 |
53 |
42 |
381.8% |
82 |
|
| Daily Pivots for day following 19-Sep-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0726 |
1.0712 |
1.0665 |
|
| R3 |
1.0704 |
1.0690 |
1.0659 |
|
| R2 |
1.0682 |
1.0682 |
1.0657 |
|
| R1 |
1.0668 |
1.0668 |
1.0655 |
1.0664 |
| PP |
1.0660 |
1.0660 |
1.0660 |
1.0659 |
| S1 |
1.0646 |
1.0646 |
1.0651 |
1.0642 |
| S2 |
1.0638 |
1.0638 |
1.0649 |
|
| S3 |
1.0616 |
1.0624 |
1.0647 |
|
| S4 |
1.0594 |
1.0602 |
1.0641 |
|
|
| Weekly Pivots for week ending 19-Sep-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1056 |
1.0977 |
1.0721 |
|
| R3 |
1.0933 |
1.0854 |
1.0687 |
|
| R2 |
1.0810 |
1.0810 |
1.0676 |
|
| R1 |
1.0731 |
1.0731 |
1.0664 |
1.0709 |
| PP |
1.0687 |
1.0687 |
1.0687 |
1.0676 |
| S1 |
1.0608 |
1.0608 |
1.0642 |
1.0586 |
| S2 |
1.0564 |
1.0564 |
1.0630 |
|
| S3 |
1.0441 |
1.0485 |
1.0619 |
|
| S4 |
1.0318 |
1.0362 |
1.0585 |
|
|
| 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% |
0.0045 |
0.4% |
9% |
False |
False |
16 |
| 10 |
1.0765 |
1.0642 |
0.0123 |
1.2% |
0.0034 |
0.3% |
9% |
False |
False |
24 |
| 20 |
1.0963 |
1.0642 |
0.0321 |
3.0% |
0.0026 |
0.2% |
3% |
False |
False |
13 |
| 40 |
1.1100 |
1.0642 |
0.0458 |
4.3% |
0.0014 |
0.1% |
2% |
False |
False |
7 |
| 60 |
1.1309 |
1.0642 |
0.0667 |
6.3% |
0.0010 |
0.1% |
2% |
False |
False |
8 |
| 80 |
1.1309 |
1.0642 |
0.0667 |
6.3% |
0.0008 |
0.1% |
2% |
False |
False |
6 |
| 100 |
1.1481 |
1.0642 |
0.0839 |
7.9% |
0.0006 |
0.1% |
1% |
False |
False |
5 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0769 |
|
2.618 |
1.0733 |
|
1.618 |
1.0711 |
|
1.000 |
1.0697 |
|
0.618 |
1.0689 |
|
HIGH |
1.0675 |
|
0.618 |
1.0667 |
|
0.500 |
1.0664 |
|
0.382 |
1.0661 |
|
LOW |
1.0653 |
|
0.618 |
1.0639 |
|
1.000 |
1.0631 |
|
1.618 |
1.0617 |
|
2.618 |
1.0595 |
|
4.250 |
1.0560 |
|
|
| Fisher Pivots for day following 19-Sep-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1.0664 |
1.0684 |
| PP |
1.0660 |
1.0674 |
| S1 |
1.0657 |
1.0663 |
|