CME Swiss Franc Future September 2014
| Trading Metrics calculated at close of trading on 18-Aug-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Aug-2014 |
18-Aug-2014 |
Change |
Change % |
Previous Week |
| Open |
1.1032 |
1.1072 |
0.0040 |
0.4% |
1.1046 |
| High |
1.1084 |
1.1081 |
-0.0003 |
0.0% |
1.1084 |
| Low |
1.1027 |
1.1028 |
0.0001 |
0.0% |
1.0987 |
| Close |
1.1080 |
1.1034 |
-0.0046 |
-0.4% |
1.1080 |
| Range |
0.0057 |
0.0053 |
-0.0004 |
-7.0% |
0.0097 |
| ATR |
0.0048 |
0.0049 |
0.0000 |
0.7% |
0.0000 |
| Volume |
38,928 |
23,903 |
-15,025 |
-38.6% |
156,005 |
|
| Daily Pivots for day following 18-Aug-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1207 |
1.1173 |
1.1063 |
|
| R3 |
1.1154 |
1.1120 |
1.1049 |
|
| R2 |
1.1101 |
1.1101 |
1.1044 |
|
| R1 |
1.1067 |
1.1067 |
1.1039 |
1.1058 |
| PP |
1.1048 |
1.1048 |
1.1048 |
1.1043 |
| S1 |
1.1014 |
1.1014 |
1.1029 |
1.1005 |
| S2 |
1.0995 |
1.0995 |
1.1024 |
|
| S3 |
1.0942 |
1.0961 |
1.1019 |
|
| S4 |
1.0889 |
1.0908 |
1.1005 |
|
|
| 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% |
0.0057 |
0.5% |
48% |
False |
False |
31,832 |
| 10 |
1.1084 |
1.0974 |
0.0110 |
1.0% |
0.0054 |
0.5% |
55% |
False |
False |
33,545 |
| 20 |
1.1142 |
1.0974 |
0.0168 |
1.5% |
0.0047 |
0.4% |
36% |
False |
False |
35,716 |
| 40 |
1.1298 |
1.0974 |
0.0324 |
2.9% |
0.0045 |
0.4% |
19% |
False |
False |
32,921 |
| 60 |
1.1298 |
1.0974 |
0.0324 |
2.9% |
0.0049 |
0.4% |
19% |
False |
False |
26,324 |
| 80 |
1.1503 |
1.0974 |
0.0529 |
4.8% |
0.0047 |
0.4% |
11% |
False |
False |
19,757 |
| 100 |
1.1503 |
1.0974 |
0.0529 |
4.8% |
0.0047 |
0.4% |
11% |
False |
False |
15,816 |
| 120 |
1.1513 |
1.0974 |
0.0539 |
4.9% |
0.0044 |
0.4% |
11% |
False |
False |
13,182 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1306 |
|
2.618 |
1.1220 |
|
1.618 |
1.1167 |
|
1.000 |
1.1134 |
|
0.618 |
1.1114 |
|
HIGH |
1.1081 |
|
0.618 |
1.1061 |
|
0.500 |
1.1055 |
|
0.382 |
1.1048 |
|
LOW |
1.1028 |
|
0.618 |
1.0995 |
|
1.000 |
1.0975 |
|
1.618 |
1.0942 |
|
2.618 |
1.0889 |
|
4.250 |
1.0803 |
|
|
| Fisher Pivots for day following 18-Aug-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1.1055 |
1.1047 |
| PP |
1.1048 |
1.1042 |
| S1 |
1.1041 |
1.1038 |
|