CME Swiss Franc Future September 2014
| Trading Metrics calculated at close of trading on 15-Aug-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Aug-2014 |
15-Aug-2014 |
Change |
Change % |
Previous Week |
| Open |
1.1022 |
1.1032 |
0.0010 |
0.1% |
1.1046 |
| High |
1.1070 |
1.1084 |
0.0014 |
0.1% |
1.1084 |
| Low |
1.1009 |
1.1027 |
0.0018 |
0.2% |
1.0987 |
| Close |
1.1036 |
1.1080 |
0.0044 |
0.4% |
1.1080 |
| Range |
0.0061 |
0.0057 |
-0.0004 |
-6.6% |
0.0097 |
| ATR |
0.0048 |
0.0048 |
0.0001 |
1.4% |
0.0000 |
| Volume |
32,278 |
38,928 |
6,650 |
20.6% |
156,005 |
|
| Daily Pivots for day following 15-Aug-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1235 |
1.1214 |
1.1111 |
|
| R3 |
1.1178 |
1.1157 |
1.1096 |
|
| R2 |
1.1121 |
1.1121 |
1.1090 |
|
| R1 |
1.1100 |
1.1100 |
1.1085 |
1.1111 |
| PP |
1.1064 |
1.1064 |
1.1064 |
1.1069 |
| S1 |
1.1043 |
1.1043 |
1.1075 |
1.1054 |
| S2 |
1.1007 |
1.1007 |
1.1070 |
|
| S3 |
1.0950 |
1.0986 |
1.1064 |
|
| S4 |
1.0893 |
1.0929 |
1.1049 |
|
|
| Weekly Pivots for week ending 15-Aug-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1341 |
1.1308 |
1.1133 |
|
| R3 |
1.1244 |
1.1211 |
1.1107 |
|
| R2 |
1.1147 |
1.1147 |
1.1098 |
|
| R1 |
1.1114 |
1.1114 |
1.1089 |
1.1131 |
| PP |
1.1050 |
1.1050 |
1.1050 |
1.1059 |
| S1 |
1.1017 |
1.1017 |
1.1071 |
1.1034 |
| S2 |
1.0953 |
1.0953 |
1.1062 |
|
| S3 |
1.0856 |
1.0920 |
1.1053 |
|
| S4 |
1.0759 |
1.0823 |
1.1027 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1084 |
1.0987 |
0.0097 |
0.9% |
0.0050 |
0.5% |
96% |
True |
False |
31,201 |
| 10 |
1.1084 |
1.0974 |
0.0110 |
1.0% |
0.0051 |
0.5% |
96% |
True |
False |
34,156 |
| 20 |
1.1151 |
1.0974 |
0.0177 |
1.6% |
0.0046 |
0.4% |
60% |
False |
False |
35,622 |
| 40 |
1.1298 |
1.0974 |
0.0324 |
2.9% |
0.0045 |
0.4% |
33% |
False |
False |
32,960 |
| 60 |
1.1298 |
1.0974 |
0.0324 |
2.9% |
0.0048 |
0.4% |
33% |
False |
False |
25,927 |
| 80 |
1.1503 |
1.0974 |
0.0529 |
4.8% |
0.0047 |
0.4% |
20% |
False |
False |
19,459 |
| 100 |
1.1503 |
1.0974 |
0.0529 |
4.8% |
0.0047 |
0.4% |
20% |
False |
False |
15,577 |
| 120 |
1.1513 |
1.0974 |
0.0539 |
4.9% |
0.0044 |
0.4% |
20% |
False |
False |
12,983 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1326 |
|
2.618 |
1.1233 |
|
1.618 |
1.1176 |
|
1.000 |
1.1141 |
|
0.618 |
1.1119 |
|
HIGH |
1.1084 |
|
0.618 |
1.1062 |
|
0.500 |
1.1056 |
|
0.382 |
1.1049 |
|
LOW |
1.1027 |
|
0.618 |
1.0992 |
|
1.000 |
1.0970 |
|
1.618 |
1.0935 |
|
2.618 |
1.0878 |
|
4.250 |
1.0785 |
|
|
| Fisher Pivots for day following 15-Aug-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1.1072 |
1.1066 |
| PP |
1.1064 |
1.1052 |
| S1 |
1.1056 |
1.1039 |
|