CME Swiss Franc Future September 2014
| Trading Metrics calculated at close of trading on 19-Aug-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Aug-2014 |
19-Aug-2014 |
Change |
Change % |
Previous Week |
| Open |
1.1072 |
1.1032 |
-0.0040 |
-0.4% |
1.1046 |
| High |
1.1081 |
1.1040 |
-0.0041 |
-0.4% |
1.1084 |
| Low |
1.1028 |
1.0997 |
-0.0031 |
-0.3% |
1.0987 |
| Close |
1.1034 |
1.1002 |
-0.0032 |
-0.3% |
1.1080 |
| Range |
0.0053 |
0.0043 |
-0.0010 |
-18.9% |
0.0097 |
| ATR |
0.0049 |
0.0048 |
0.0000 |
-0.8% |
0.0000 |
| Volume |
23,903 |
24,756 |
853 |
3.6% |
156,005 |
|
| Daily Pivots for day following 19-Aug-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1142 |
1.1115 |
1.1026 |
|
| R3 |
1.1099 |
1.1072 |
1.1014 |
|
| R2 |
1.1056 |
1.1056 |
1.1010 |
|
| R1 |
1.1029 |
1.1029 |
1.1006 |
1.1021 |
| PP |
1.1013 |
1.1013 |
1.1013 |
1.1009 |
| S1 |
1.0986 |
1.0986 |
1.0998 |
1.0978 |
| S2 |
1.0970 |
1.0970 |
1.0994 |
|
| S3 |
1.0927 |
1.0943 |
1.0990 |
|
| S4 |
1.0884 |
1.0900 |
1.0978 |
|
|
| 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 |
1.0993 |
0.0091 |
0.8% |
0.0057 |
0.5% |
10% |
False |
False |
31,062 |
| 10 |
1.1084 |
1.0974 |
0.0110 |
1.0% |
0.0053 |
0.5% |
25% |
False |
False |
32,338 |
| 20 |
1.1104 |
1.0974 |
0.0130 |
1.2% |
0.0046 |
0.4% |
22% |
False |
False |
34,665 |
| 40 |
1.1298 |
1.0974 |
0.0324 |
2.9% |
0.0045 |
0.4% |
9% |
False |
False |
33,060 |
| 60 |
1.1298 |
1.0974 |
0.0324 |
2.9% |
0.0049 |
0.4% |
9% |
False |
False |
26,735 |
| 80 |
1.1503 |
1.0974 |
0.0529 |
4.8% |
0.0048 |
0.4% |
5% |
False |
False |
20,066 |
| 100 |
1.1503 |
1.0974 |
0.0529 |
4.8% |
0.0047 |
0.4% |
5% |
False |
False |
16,063 |
| 120 |
1.1513 |
1.0974 |
0.0539 |
4.9% |
0.0045 |
0.4% |
5% |
False |
False |
13,388 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1223 |
|
2.618 |
1.1153 |
|
1.618 |
1.1110 |
|
1.000 |
1.1083 |
|
0.618 |
1.1067 |
|
HIGH |
1.1040 |
|
0.618 |
1.1024 |
|
0.500 |
1.1019 |
|
0.382 |
1.1013 |
|
LOW |
1.0997 |
|
0.618 |
1.0970 |
|
1.000 |
1.0954 |
|
1.618 |
1.0927 |
|
2.618 |
1.0884 |
|
4.250 |
1.0814 |
|
|
| Fisher Pivots for day following 19-Aug-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1.1019 |
1.1041 |
| PP |
1.1013 |
1.1028 |
| S1 |
1.1008 |
1.1015 |
|