CME Swiss Franc Future September 2014
| Trading Metrics calculated at close of trading on 14-Aug-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Aug-2014 |
14-Aug-2014 |
Change |
Change % |
Previous Week |
| Open |
1.1020 |
1.1022 |
0.0002 |
0.0% |
1.1044 |
| High |
1.1062 |
1.1070 |
0.0008 |
0.1% |
1.1074 |
| Low |
1.0993 |
1.1009 |
0.0016 |
0.1% |
1.0974 |
| Close |
1.1025 |
1.1036 |
0.0011 |
0.1% |
1.1048 |
| Range |
0.0069 |
0.0061 |
-0.0008 |
-11.6% |
0.0100 |
| ATR |
0.0047 |
0.0048 |
0.0001 |
2.2% |
0.0000 |
| Volume |
35,445 |
32,278 |
-3,167 |
-8.9% |
185,555 |
|
| Daily Pivots for day following 14-Aug-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1221 |
1.1190 |
1.1070 |
|
| R3 |
1.1160 |
1.1129 |
1.1053 |
|
| R2 |
1.1099 |
1.1099 |
1.1047 |
|
| R1 |
1.1068 |
1.1068 |
1.1042 |
1.1084 |
| PP |
1.1038 |
1.1038 |
1.1038 |
1.1046 |
| S1 |
1.1007 |
1.1007 |
1.1030 |
1.1023 |
| S2 |
1.0977 |
1.0977 |
1.1025 |
|
| S3 |
1.0916 |
1.0946 |
1.1019 |
|
| S4 |
1.0855 |
1.0885 |
1.1002 |
|
|
| 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 |
1.0987 |
0.0087 |
0.8% |
0.0055 |
0.5% |
56% |
False |
False |
32,456 |
| 10 |
1.1074 |
1.0974 |
0.0100 |
0.9% |
0.0052 |
0.5% |
62% |
False |
False |
35,484 |
| 20 |
1.1153 |
1.0974 |
0.0179 |
1.6% |
0.0045 |
0.4% |
35% |
False |
False |
35,500 |
| 40 |
1.1298 |
1.0974 |
0.0324 |
2.9% |
0.0046 |
0.4% |
19% |
False |
False |
33,235 |
| 60 |
1.1298 |
1.0974 |
0.0324 |
2.9% |
0.0048 |
0.4% |
19% |
False |
False |
25,278 |
| 80 |
1.1503 |
1.0974 |
0.0529 |
4.8% |
0.0047 |
0.4% |
12% |
False |
False |
18,973 |
| 100 |
1.1503 |
1.0974 |
0.0529 |
4.8% |
0.0047 |
0.4% |
12% |
False |
False |
15,189 |
| 120 |
1.1513 |
1.0974 |
0.0539 |
4.9% |
0.0043 |
0.4% |
12% |
False |
False |
12,658 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1329 |
|
2.618 |
1.1230 |
|
1.618 |
1.1169 |
|
1.000 |
1.1131 |
|
0.618 |
1.1108 |
|
HIGH |
1.1070 |
|
0.618 |
1.1047 |
|
0.500 |
1.1040 |
|
0.382 |
1.1032 |
|
LOW |
1.1009 |
|
0.618 |
1.0971 |
|
1.000 |
1.0948 |
|
1.618 |
1.0910 |
|
2.618 |
1.0849 |
|
4.250 |
1.0750 |
|
|
| Fisher Pivots for day following 14-Aug-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1.1040 |
1.1034 |
| PP |
1.1038 |
1.1031 |
| S1 |
1.1037 |
1.1029 |
|