CME Swiss Franc Future March 2015
| Trading Metrics calculated at close of trading on 30-Sep-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Sep-2014 |
30-Sep-2014 |
Change |
Change % |
Previous Week |
| Open |
1.0542 |
1.0443 |
-0.0099 |
-0.9% |
1.0648 |
| High |
1.0557 |
1.0492 |
-0.0065 |
-0.6% |
1.0668 |
| Low |
1.0535 |
1.0443 |
-0.0092 |
-0.9% |
1.0530 |
| Close |
1.0536 |
1.0492 |
-0.0044 |
-0.4% |
1.0531 |
| Range |
0.0022 |
0.0049 |
0.0027 |
122.7% |
0.0138 |
| ATR |
0.0040 |
0.0043 |
0.0004 |
9.7% |
0.0000 |
| Volume |
7 |
31 |
24 |
342.9% |
35 |
|
| Daily Pivots for day following 30-Sep-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0623 |
1.0606 |
1.0519 |
|
| R3 |
1.0574 |
1.0557 |
1.0505 |
|
| R2 |
1.0525 |
1.0525 |
1.0501 |
|
| R1 |
1.0508 |
1.0508 |
1.0496 |
1.0517 |
| PP |
1.0476 |
1.0476 |
1.0476 |
1.0480 |
| S1 |
1.0459 |
1.0459 |
1.0488 |
1.0468 |
| S2 |
1.0427 |
1.0427 |
1.0483 |
|
| S3 |
1.0378 |
1.0410 |
1.0479 |
|
| S4 |
1.0329 |
1.0361 |
1.0465 |
|
|
| Weekly Pivots for week ending 26-Sep-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0990 |
1.0899 |
1.0607 |
|
| R3 |
1.0852 |
1.0761 |
1.0569 |
|
| R2 |
1.0714 |
1.0714 |
1.0556 |
|
| R1 |
1.0623 |
1.0623 |
1.0544 |
1.0600 |
| PP |
1.0576 |
1.0576 |
1.0576 |
1.0565 |
| S1 |
1.0485 |
1.0485 |
1.0518 |
1.0462 |
| S2 |
1.0438 |
1.0438 |
1.0506 |
|
| S3 |
1.0300 |
1.0347 |
1.0493 |
|
| S4 |
1.0162 |
1.0209 |
1.0455 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0599 |
1.0443 |
0.0156 |
1.5% |
0.0021 |
0.2% |
31% |
False |
True |
11 |
| 10 |
1.0726 |
1.0443 |
0.0283 |
2.7% |
0.0026 |
0.2% |
17% |
False |
True |
13 |
| 20 |
1.0919 |
1.0443 |
0.0476 |
4.5% |
0.0031 |
0.3% |
10% |
False |
True |
16 |
| 40 |
1.1100 |
1.0443 |
0.0657 |
6.3% |
0.0016 |
0.2% |
7% |
False |
True |
8 |
| 60 |
1.1255 |
1.0443 |
0.0812 |
7.7% |
0.0011 |
0.1% |
6% |
False |
True |
9 |
| 80 |
1.1309 |
1.0443 |
0.0866 |
8.3% |
0.0009 |
0.1% |
6% |
False |
True |
7 |
| 100 |
1.1309 |
1.0443 |
0.0866 |
8.3% |
0.0007 |
0.1% |
6% |
False |
True |
6 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0700 |
|
2.618 |
1.0620 |
|
1.618 |
1.0571 |
|
1.000 |
1.0541 |
|
0.618 |
1.0522 |
|
HIGH |
1.0492 |
|
0.618 |
1.0473 |
|
0.500 |
1.0468 |
|
0.382 |
1.0462 |
|
LOW |
1.0443 |
|
0.618 |
1.0413 |
|
1.000 |
1.0394 |
|
1.618 |
1.0364 |
|
2.618 |
1.0315 |
|
4.250 |
1.0235 |
|
|
| Fisher Pivots for day following 30-Sep-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1.0484 |
1.0503 |
| PP |
1.0476 |
1.0499 |
| S1 |
1.0468 |
1.0496 |
|