CME Swiss Franc Future September 2014
| Trading Metrics calculated at close of trading on 12-Aug-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Aug-2014 |
12-Aug-2014 |
Change |
Change % |
Previous Week |
| Open |
1.1046 |
1.1031 |
-0.0015 |
-0.1% |
1.1044 |
| High |
1.1048 |
1.1034 |
-0.0014 |
-0.1% |
1.1074 |
| Low |
1.1030 |
1.0987 |
-0.0043 |
-0.4% |
1.0974 |
| Close |
1.1033 |
1.1020 |
-0.0013 |
-0.1% |
1.1048 |
| Range |
0.0018 |
0.0047 |
0.0029 |
161.1% |
0.0100 |
| ATR |
0.0045 |
0.0045 |
0.0000 |
0.4% |
0.0000 |
| Volume |
20,747 |
28,607 |
7,860 |
37.9% |
185,555 |
|
| Daily Pivots for day following 12-Aug-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1155 |
1.1134 |
1.1046 |
|
| R3 |
1.1108 |
1.1087 |
1.1033 |
|
| R2 |
1.1061 |
1.1061 |
1.1029 |
|
| R1 |
1.1040 |
1.1040 |
1.1024 |
1.1027 |
| PP |
1.1014 |
1.1014 |
1.1014 |
1.1007 |
| S1 |
1.0993 |
1.0993 |
1.1016 |
1.0980 |
| S2 |
1.0967 |
1.0967 |
1.1011 |
|
| S3 |
1.0920 |
1.0946 |
1.1007 |
|
| S4 |
1.0873 |
1.0899 |
1.0994 |
|
|
| 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% |
0.0049 |
0.4% |
46% |
False |
False |
33,615 |
| 10 |
1.1074 |
1.0974 |
0.0100 |
0.9% |
0.0048 |
0.4% |
46% |
False |
False |
38,272 |
| 20 |
1.1171 |
1.0974 |
0.0197 |
1.8% |
0.0042 |
0.4% |
23% |
False |
False |
35,295 |
| 40 |
1.1298 |
1.0974 |
0.0324 |
2.9% |
0.0045 |
0.4% |
14% |
False |
False |
33,011 |
| 60 |
1.1298 |
1.0974 |
0.0324 |
2.9% |
0.0047 |
0.4% |
14% |
False |
False |
24,152 |
| 80 |
1.1503 |
1.0974 |
0.0529 |
4.8% |
0.0046 |
0.4% |
9% |
False |
False |
18,128 |
| 100 |
1.1503 |
1.0974 |
0.0529 |
4.8% |
0.0046 |
0.4% |
9% |
False |
False |
14,512 |
| 120 |
1.1513 |
1.0974 |
0.0539 |
4.9% |
0.0042 |
0.4% |
9% |
False |
False |
12,094 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1234 |
|
2.618 |
1.1157 |
|
1.618 |
1.1110 |
|
1.000 |
1.1081 |
|
0.618 |
1.1063 |
|
HIGH |
1.1034 |
|
0.618 |
1.1016 |
|
0.500 |
1.1011 |
|
0.382 |
1.1005 |
|
LOW |
1.0987 |
|
0.618 |
1.0958 |
|
1.000 |
1.0940 |
|
1.618 |
1.0911 |
|
2.618 |
1.0864 |
|
4.250 |
1.0787 |
|
|
| Fisher Pivots for day following 12-Aug-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1.1017 |
1.1031 |
| PP |
1.1014 |
1.1027 |
| S1 |
1.1011 |
1.1024 |
|