CME Swiss Franc Future March 2015
Trading Metrics calculated at close of trading on 24-Sep-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Sep-2014 |
24-Sep-2014 |
Change |
Change % |
Previous Week |
Open |
1.0668 |
1.0599 |
-0.0069 |
-0.6% |
1.0755 |
High |
1.0668 |
1.0599 |
-0.0069 |
-0.6% |
1.0765 |
Low |
1.0668 |
1.0599 |
-0.0069 |
-0.6% |
1.0642 |
Close |
1.0668 |
1.0599 |
-0.0069 |
-0.6% |
1.0653 |
Range |
|
|
|
|
|
ATR |
0.0039 |
0.0041 |
0.0002 |
5.4% |
0.0000 |
Volume |
7 |
7 |
0 |
0.0% |
82 |
|
Daily Pivots for day following 24-Sep-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.0599 |
1.0599 |
1.0599 |
|
R3 |
1.0599 |
1.0599 |
1.0599 |
|
R2 |
1.0599 |
1.0599 |
1.0599 |
|
R1 |
1.0599 |
1.0599 |
1.0599 |
1.0599 |
PP |
1.0599 |
1.0599 |
1.0599 |
1.0599 |
S1 |
1.0599 |
1.0599 |
1.0599 |
1.0599 |
S2 |
1.0599 |
1.0599 |
1.0599 |
|
S3 |
1.0599 |
1.0599 |
1.0599 |
|
S4 |
1.0599 |
1.0599 |
1.0599 |
|
|
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 |
1.0723 |
1.0599 |
0.0124 |
1.2% |
0.0014 |
0.1% |
0% |
False |
True |
17 |
10 |
1.0765 |
1.0599 |
0.0166 |
1.6% |
0.0026 |
0.2% |
0% |
False |
True |
11 |
20 |
1.0961 |
1.0599 |
0.0362 |
3.4% |
0.0026 |
0.2% |
0% |
False |
True |
13 |
40 |
1.1100 |
1.0599 |
0.0501 |
4.7% |
0.0013 |
0.1% |
0% |
False |
True |
7 |
60 |
1.1299 |
1.0599 |
0.0700 |
6.6% |
0.0010 |
0.1% |
0% |
False |
True |
8 |
80 |
1.1309 |
1.0599 |
0.0710 |
6.7% |
0.0008 |
0.1% |
0% |
False |
True |
6 |
100 |
1.1481 |
1.0599 |
0.0882 |
8.3% |
0.0006 |
0.1% |
0% |
False |
True |
5 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.0599 |
2.618 |
1.0599 |
1.618 |
1.0599 |
1.000 |
1.0599 |
0.618 |
1.0599 |
HIGH |
1.0599 |
0.618 |
1.0599 |
0.500 |
1.0599 |
0.382 |
1.0599 |
LOW |
1.0599 |
0.618 |
1.0599 |
1.000 |
1.0599 |
1.618 |
1.0599 |
2.618 |
1.0599 |
4.250 |
1.0599 |
|
|
Fisher Pivots for day following 24-Sep-2014 |
Pivot |
1 day |
3 day |
R1 |
1.0599 |
1.0634 |
PP |
1.0599 |
1.0622 |
S1 |
1.0599 |
1.0611 |
|