CME Swiss Franc Future September 2014
| Trading Metrics calculated at close of trading on 20-Aug-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Aug-2014 |
20-Aug-2014 |
Change |
Change % |
Previous Week |
| Open |
1.1032 |
1.0998 |
-0.0034 |
-0.3% |
1.1046 |
| High |
1.1040 |
1.1003 |
-0.0037 |
-0.3% |
1.1084 |
| Low |
1.0997 |
1.0945 |
-0.0052 |
-0.5% |
1.0987 |
| Close |
1.1002 |
1.0954 |
-0.0048 |
-0.4% |
1.1080 |
| Range |
0.0043 |
0.0058 |
0.0015 |
34.9% |
0.0097 |
| ATR |
0.0048 |
0.0049 |
0.0001 |
1.4% |
0.0000 |
| Volume |
24,756 |
35,527 |
10,771 |
43.5% |
156,005 |
|
| Daily Pivots for day following 20-Aug-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1141 |
1.1106 |
1.0986 |
|
| R3 |
1.1083 |
1.1048 |
1.0970 |
|
| R2 |
1.1025 |
1.1025 |
1.0965 |
|
| R1 |
1.0990 |
1.0990 |
1.0959 |
1.0979 |
| PP |
1.0967 |
1.0967 |
1.0967 |
1.0962 |
| S1 |
1.0932 |
1.0932 |
1.0949 |
1.0921 |
| S2 |
1.0909 |
1.0909 |
1.0943 |
|
| S3 |
1.0851 |
1.0874 |
1.0938 |
|
| S4 |
1.0793 |
1.0816 |
1.0922 |
|
|
| 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 |
1.0945 |
0.0139 |
1.3% |
0.0054 |
0.5% |
6% |
False |
True |
31,078 |
| 10 |
1.1084 |
1.0945 |
0.0139 |
1.3% |
0.0053 |
0.5% |
6% |
False |
True |
31,898 |
| 20 |
1.1104 |
1.0945 |
0.0159 |
1.5% |
0.0048 |
0.4% |
6% |
False |
True |
34,962 |
| 40 |
1.1298 |
1.0945 |
0.0353 |
3.2% |
0.0045 |
0.4% |
3% |
False |
True |
33,197 |
| 60 |
1.1298 |
1.0945 |
0.0353 |
3.2% |
0.0049 |
0.4% |
3% |
False |
True |
27,326 |
| 80 |
1.1503 |
1.0945 |
0.0558 |
5.1% |
0.0048 |
0.4% |
2% |
False |
True |
20,510 |
| 100 |
1.1503 |
1.0945 |
0.0558 |
5.1% |
0.0048 |
0.4% |
2% |
False |
True |
16,418 |
| 120 |
1.1513 |
1.0945 |
0.0568 |
5.2% |
0.0045 |
0.4% |
2% |
False |
True |
13,684 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1250 |
|
2.618 |
1.1155 |
|
1.618 |
1.1097 |
|
1.000 |
1.1061 |
|
0.618 |
1.1039 |
|
HIGH |
1.1003 |
|
0.618 |
1.0981 |
|
0.500 |
1.0974 |
|
0.382 |
1.0967 |
|
LOW |
1.0945 |
|
0.618 |
1.0909 |
|
1.000 |
1.0887 |
|
1.618 |
1.0851 |
|
2.618 |
1.0793 |
|
4.250 |
1.0699 |
|
|
| Fisher Pivots for day following 20-Aug-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1.0974 |
1.1013 |
| PP |
1.0967 |
1.0993 |
| S1 |
1.0961 |
1.0974 |
|