CME Swiss Franc Future September 2014
| Trading Metrics calculated at close of trading on 11-Aug-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Aug-2014 |
11-Aug-2014 |
Change |
Change % |
Previous Week |
| Open |
1.1003 |
1.1046 |
0.0043 |
0.4% |
1.1044 |
| High |
1.1074 |
1.1048 |
-0.0026 |
-0.2% |
1.1074 |
| Low |
1.0993 |
1.1030 |
0.0037 |
0.3% |
1.0974 |
| Close |
1.1048 |
1.1033 |
-0.0015 |
-0.1% |
1.1048 |
| Range |
0.0081 |
0.0018 |
-0.0063 |
-77.8% |
0.0100 |
| ATR |
0.0047 |
0.0045 |
-0.0002 |
-4.4% |
0.0000 |
| Volume |
45,206 |
20,747 |
-24,459 |
-54.1% |
185,555 |
|
| Daily Pivots for day following 11-Aug-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1091 |
1.1080 |
1.1043 |
|
| R3 |
1.1073 |
1.1062 |
1.1038 |
|
| R2 |
1.1055 |
1.1055 |
1.1036 |
|
| R1 |
1.1044 |
1.1044 |
1.1035 |
1.1041 |
| PP |
1.1037 |
1.1037 |
1.1037 |
1.1035 |
| S1 |
1.1026 |
1.1026 |
1.1031 |
1.1023 |
| S2 |
1.1019 |
1.1019 |
1.1030 |
|
| S3 |
1.1001 |
1.1008 |
1.1028 |
|
| S4 |
1.0983 |
1.0990 |
1.1023 |
|
|
| 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% |
0.0051 |
0.5% |
59% |
False |
False |
35,258 |
| 10 |
1.1074 |
1.0974 |
0.0100 |
0.9% |
0.0048 |
0.4% |
59% |
False |
False |
39,072 |
| 20 |
1.1227 |
1.0974 |
0.0253 |
2.3% |
0.0042 |
0.4% |
23% |
False |
False |
36,190 |
| 40 |
1.1298 |
1.0974 |
0.0324 |
2.9% |
0.0046 |
0.4% |
18% |
False |
False |
33,010 |
| 60 |
1.1298 |
1.0974 |
0.0324 |
2.9% |
0.0046 |
0.4% |
18% |
False |
False |
23,678 |
| 80 |
1.1503 |
1.0974 |
0.0529 |
4.8% |
0.0046 |
0.4% |
11% |
False |
False |
17,772 |
| 100 |
1.1503 |
1.0974 |
0.0529 |
4.8% |
0.0046 |
0.4% |
11% |
False |
False |
14,226 |
| 120 |
1.1513 |
1.0974 |
0.0539 |
4.9% |
0.0042 |
0.4% |
11% |
False |
False |
11,856 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1125 |
|
2.618 |
1.1095 |
|
1.618 |
1.1077 |
|
1.000 |
1.1066 |
|
0.618 |
1.1059 |
|
HIGH |
1.1048 |
|
0.618 |
1.1041 |
|
0.500 |
1.1039 |
|
0.382 |
1.1037 |
|
LOW |
1.1030 |
|
0.618 |
1.1019 |
|
1.000 |
1.1012 |
|
1.618 |
1.1001 |
|
2.618 |
1.0983 |
|
4.250 |
1.0954 |
|
|
| Fisher Pivots for day following 11-Aug-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1.1039 |
1.1032 |
| PP |
1.1037 |
1.1031 |
| S1 |
1.1035 |
1.1030 |
|