CME Swiss Franc Future September 2014
| Trading Metrics calculated at close of trading on 04-Aug-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Aug-2014 |
04-Aug-2014 |
Change |
Change % |
Previous Week |
| Open |
1.1006 |
1.1044 |
0.0038 |
0.3% |
1.1057 |
| High |
1.1064 |
1.1046 |
-0.0018 |
-0.2% |
1.1071 |
| Low |
1.0996 |
1.1025 |
0.0029 |
0.3% |
1.0981 |
| Close |
1.1043 |
1.1031 |
-0.0012 |
-0.1% |
1.1043 |
| Range |
0.0068 |
0.0021 |
-0.0047 |
-69.1% |
0.0090 |
| ATR |
0.0044 |
0.0042 |
-0.0002 |
-3.7% |
0.0000 |
| Volume |
52,211 |
30,010 |
-22,201 |
-42.5% |
206,822 |
|
| Daily Pivots for day following 04-Aug-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1097 |
1.1085 |
1.1043 |
|
| R3 |
1.1076 |
1.1064 |
1.1037 |
|
| R2 |
1.1055 |
1.1055 |
1.1035 |
|
| R1 |
1.1043 |
1.1043 |
1.1033 |
1.1039 |
| PP |
1.1034 |
1.1034 |
1.1034 |
1.1032 |
| S1 |
1.1022 |
1.1022 |
1.1029 |
1.1018 |
| S2 |
1.1013 |
1.1013 |
1.1027 |
|
| S3 |
1.0992 |
1.1001 |
1.1025 |
|
| S4 |
1.0971 |
1.0980 |
1.1019 |
|
|
| Weekly Pivots for week ending 01-Aug-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1302 |
1.1262 |
1.1093 |
|
| R3 |
1.1212 |
1.1172 |
1.1068 |
|
| R2 |
1.1122 |
1.1122 |
1.1060 |
|
| R1 |
1.1082 |
1.1082 |
1.1051 |
1.1057 |
| PP |
1.1032 |
1.1032 |
1.1032 |
1.1019 |
| S1 |
1.0992 |
1.0992 |
1.1035 |
1.0967 |
| S2 |
1.0942 |
1.0942 |
1.1027 |
|
| S3 |
1.0852 |
1.0902 |
1.1018 |
|
| S4 |
1.0762 |
1.0812 |
1.0994 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1070 |
1.0981 |
0.0089 |
0.8% |
0.0044 |
0.4% |
56% |
False |
False |
42,886 |
| 10 |
1.1142 |
1.0981 |
0.0161 |
1.5% |
0.0040 |
0.4% |
31% |
False |
False |
37,888 |
| 20 |
1.1245 |
1.0981 |
0.0264 |
2.4% |
0.0039 |
0.4% |
19% |
False |
False |
33,961 |
| 40 |
1.1298 |
1.0981 |
0.0317 |
2.9% |
0.0046 |
0.4% |
16% |
False |
False |
30,757 |
| 60 |
1.1354 |
1.0981 |
0.0373 |
3.4% |
0.0046 |
0.4% |
13% |
False |
False |
20,747 |
| 80 |
1.1503 |
1.0981 |
0.0522 |
4.7% |
0.0046 |
0.4% |
10% |
False |
False |
15,572 |
| 100 |
1.1513 |
1.0981 |
0.0532 |
4.8% |
0.0045 |
0.4% |
9% |
False |
False |
12,464 |
| 120 |
1.1513 |
1.0981 |
0.0532 |
4.8% |
0.0040 |
0.4% |
9% |
False |
False |
10,396 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1135 |
|
2.618 |
1.1101 |
|
1.618 |
1.1080 |
|
1.000 |
1.1067 |
|
0.618 |
1.1059 |
|
HIGH |
1.1046 |
|
0.618 |
1.1038 |
|
0.500 |
1.1036 |
|
0.382 |
1.1033 |
|
LOW |
1.1025 |
|
0.618 |
1.1012 |
|
1.000 |
1.1004 |
|
1.618 |
1.0991 |
|
2.618 |
1.0970 |
|
4.250 |
1.0936 |
|
|
| Fisher Pivots for day following 04-Aug-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1.1036 |
1.1029 |
| PP |
1.1034 |
1.1027 |
| S1 |
1.1033 |
1.1026 |
|