CME Swiss Franc Future September 2014
| Trading Metrics calculated at close of trading on 06-Aug-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Aug-2014 |
06-Aug-2014 |
Change |
Change % |
Previous Week |
| Open |
1.1030 |
1.0998 |
-0.0032 |
-0.3% |
1.1057 |
| High |
1.1035 |
1.1027 |
-0.0008 |
-0.1% |
1.1071 |
| Low |
1.0978 |
1.0974 |
-0.0004 |
0.0% |
1.0981 |
| Close |
1.0998 |
1.1017 |
0.0019 |
0.2% |
1.1043 |
| Range |
0.0057 |
0.0053 |
-0.0004 |
-7.0% |
0.0090 |
| ATR |
0.0043 |
0.0044 |
0.0001 |
1.6% |
0.0000 |
| Volume |
36,824 |
39,927 |
3,103 |
8.4% |
206,822 |
|
| Daily Pivots for day following 06-Aug-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1165 |
1.1144 |
1.1046 |
|
| R3 |
1.1112 |
1.1091 |
1.1032 |
|
| R2 |
1.1059 |
1.1059 |
1.1027 |
|
| R1 |
1.1038 |
1.1038 |
1.1022 |
1.1049 |
| PP |
1.1006 |
1.1006 |
1.1006 |
1.1011 |
| S1 |
1.0985 |
1.0985 |
1.1012 |
1.0996 |
| S2 |
1.0953 |
1.0953 |
1.1007 |
|
| S3 |
1.0900 |
1.0932 |
1.1002 |
|
| S4 |
1.0847 |
1.0879 |
1.0988 |
|
|
| 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 |
1.1064 |
1.0974 |
0.0090 |
0.8% |
0.0047 |
0.4% |
48% |
False |
True |
41,105 |
| 10 |
1.1104 |
1.0974 |
0.0130 |
1.2% |
0.0043 |
0.4% |
33% |
False |
True |
38,026 |
| 20 |
1.1245 |
1.0974 |
0.0271 |
2.5% |
0.0041 |
0.4% |
16% |
False |
True |
35,056 |
| 40 |
1.1298 |
1.0974 |
0.0324 |
2.9% |
0.0046 |
0.4% |
13% |
False |
True |
32,093 |
| 60 |
1.1298 |
1.0974 |
0.0324 |
2.9% |
0.0046 |
0.4% |
13% |
False |
True |
22,023 |
| 80 |
1.1503 |
1.0974 |
0.0529 |
4.8% |
0.0046 |
0.4% |
8% |
False |
True |
16,530 |
| 100 |
1.1503 |
1.0974 |
0.0529 |
4.8% |
0.0045 |
0.4% |
8% |
False |
True |
13,231 |
| 120 |
1.1513 |
1.0974 |
0.0539 |
4.9% |
0.0041 |
0.4% |
8% |
False |
True |
11,031 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1252 |
|
2.618 |
1.1166 |
|
1.618 |
1.1113 |
|
1.000 |
1.1080 |
|
0.618 |
1.1060 |
|
HIGH |
1.1027 |
|
0.618 |
1.1007 |
|
0.500 |
1.1001 |
|
0.382 |
1.0994 |
|
LOW |
1.0974 |
|
0.618 |
1.0941 |
|
1.000 |
1.0921 |
|
1.618 |
1.0888 |
|
2.618 |
1.0835 |
|
4.250 |
1.0749 |
|
|
| Fisher Pivots for day following 06-Aug-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1.1012 |
1.1015 |
| PP |
1.1006 |
1.1012 |
| S1 |
1.1001 |
1.1010 |
|