CME Swiss Franc Future September 2014
| Trading Metrics calculated at close of trading on 08-Aug-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Aug-2014 |
08-Aug-2014 |
Change |
Change % |
Previous Week |
| Open |
1.1021 |
1.1003 |
-0.0018 |
-0.2% |
1.1044 |
| High |
1.1032 |
1.1074 |
0.0042 |
0.4% |
1.1074 |
| Low |
1.0985 |
1.0993 |
0.0008 |
0.1% |
1.0974 |
| Close |
1.1005 |
1.1048 |
0.0043 |
0.4% |
1.1048 |
| Range |
0.0047 |
0.0081 |
0.0034 |
72.3% |
0.0100 |
| ATR |
0.0044 |
0.0047 |
0.0003 |
6.0% |
0.0000 |
| Volume |
33,588 |
45,206 |
11,618 |
34.6% |
185,555 |
|
| Daily Pivots for day following 08-Aug-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1281 |
1.1246 |
1.1093 |
|
| R3 |
1.1200 |
1.1165 |
1.1070 |
|
| R2 |
1.1119 |
1.1119 |
1.1063 |
|
| R1 |
1.1084 |
1.1084 |
1.1055 |
1.1102 |
| PP |
1.1038 |
1.1038 |
1.1038 |
1.1047 |
| S1 |
1.1003 |
1.1003 |
1.1041 |
1.1021 |
| S2 |
1.0957 |
1.0957 |
1.1033 |
|
| S3 |
1.0876 |
1.0922 |
1.1026 |
|
| S4 |
1.0795 |
1.0841 |
1.1003 |
|
|
| Weekly Pivots for week ending 08-Aug-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1332 |
1.1290 |
1.1103 |
|
| R3 |
1.1232 |
1.1190 |
1.1076 |
|
| R2 |
1.1132 |
1.1132 |
1.1066 |
|
| R1 |
1.1090 |
1.1090 |
1.1057 |
1.1111 |
| PP |
1.1032 |
1.1032 |
1.1032 |
1.1043 |
| S1 |
1.0990 |
1.0990 |
1.1039 |
1.1011 |
| S2 |
1.0932 |
1.0932 |
1.1030 |
|
| S3 |
1.0832 |
1.0890 |
1.1021 |
|
| S4 |
1.0732 |
1.0790 |
1.0993 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1074 |
1.0974 |
0.0100 |
0.9% |
0.0052 |
0.5% |
74% |
True |
False |
37,111 |
| 10 |
1.1074 |
1.0974 |
0.0100 |
0.9% |
0.0048 |
0.4% |
74% |
True |
False |
39,237 |
| 20 |
1.1245 |
1.0974 |
0.0271 |
2.5% |
0.0044 |
0.4% |
27% |
False |
False |
36,696 |
| 40 |
1.1298 |
1.0974 |
0.0324 |
2.9% |
0.0047 |
0.4% |
23% |
False |
False |
33,310 |
| 60 |
1.1298 |
1.0974 |
0.0324 |
2.9% |
0.0047 |
0.4% |
23% |
False |
False |
23,334 |
| 80 |
1.1503 |
1.0974 |
0.0529 |
4.8% |
0.0047 |
0.4% |
14% |
False |
False |
17,514 |
| 100 |
1.1503 |
1.0974 |
0.0529 |
4.8% |
0.0046 |
0.4% |
14% |
False |
False |
14,018 |
| 120 |
1.1513 |
1.0974 |
0.0539 |
4.9% |
0.0042 |
0.4% |
14% |
False |
False |
11,683 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1418 |
|
2.618 |
1.1286 |
|
1.618 |
1.1205 |
|
1.000 |
1.1155 |
|
0.618 |
1.1124 |
|
HIGH |
1.1074 |
|
0.618 |
1.1043 |
|
0.500 |
1.1034 |
|
0.382 |
1.1024 |
|
LOW |
1.0993 |
|
0.618 |
1.0943 |
|
1.000 |
1.0912 |
|
1.618 |
1.0862 |
|
2.618 |
1.0781 |
|
4.250 |
1.0649 |
|
|
| Fisher Pivots for day following 08-Aug-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1.1043 |
1.1040 |
| PP |
1.1038 |
1.1032 |
| S1 |
1.1034 |
1.1024 |
|