CME Swiss Franc Future September 2014
| Trading Metrics calculated at close of trading on 21-Aug-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Aug-2014 |
21-Aug-2014 |
Change |
Change % |
Previous Week |
| Open |
1.0998 |
1.0947 |
-0.0051 |
-0.5% |
1.1046 |
| High |
1.1003 |
1.0977 |
-0.0026 |
-0.2% |
1.1084 |
| Low |
1.0945 |
1.0936 |
-0.0009 |
-0.1% |
1.0987 |
| Close |
1.0954 |
1.0974 |
0.0020 |
0.2% |
1.1080 |
| Range |
0.0058 |
0.0041 |
-0.0017 |
-29.3% |
0.0097 |
| ATR |
0.0049 |
0.0048 |
-0.0001 |
-1.2% |
0.0000 |
| Volume |
35,527 |
28,077 |
-7,450 |
-21.0% |
156,005 |
|
| Daily Pivots for day following 21-Aug-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1085 |
1.1071 |
1.0997 |
|
| R3 |
1.1044 |
1.1030 |
1.0985 |
|
| R2 |
1.1003 |
1.1003 |
1.0982 |
|
| R1 |
1.0989 |
1.0989 |
1.0978 |
1.0996 |
| PP |
1.0962 |
1.0962 |
1.0962 |
1.0966 |
| S1 |
1.0948 |
1.0948 |
1.0970 |
1.0955 |
| S2 |
1.0921 |
1.0921 |
1.0966 |
|
| S3 |
1.0880 |
1.0907 |
1.0963 |
|
| S4 |
1.0839 |
1.0866 |
1.0951 |
|
|
| 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 |
1.0936 |
0.0148 |
1.3% |
0.0050 |
0.5% |
26% |
False |
True |
30,238 |
| 10 |
1.1084 |
1.0936 |
0.0148 |
1.3% |
0.0053 |
0.5% |
26% |
False |
True |
31,347 |
| 20 |
1.1092 |
1.0936 |
0.0156 |
1.4% |
0.0048 |
0.4% |
24% |
False |
True |
34,717 |
| 40 |
1.1298 |
1.0936 |
0.0362 |
3.3% |
0.0045 |
0.4% |
10% |
False |
True |
33,137 |
| 60 |
1.1298 |
1.0936 |
0.0362 |
3.3% |
0.0049 |
0.4% |
10% |
False |
True |
27,792 |
| 80 |
1.1503 |
1.0936 |
0.0567 |
5.2% |
0.0048 |
0.4% |
7% |
False |
True |
20,860 |
| 100 |
1.1503 |
1.0936 |
0.0567 |
5.2% |
0.0047 |
0.4% |
7% |
False |
True |
16,699 |
| 120 |
1.1513 |
1.0936 |
0.0577 |
5.3% |
0.0045 |
0.4% |
7% |
False |
True |
13,918 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1151 |
|
2.618 |
1.1084 |
|
1.618 |
1.1043 |
|
1.000 |
1.1018 |
|
0.618 |
1.1002 |
|
HIGH |
1.0977 |
|
0.618 |
1.0961 |
|
0.500 |
1.0957 |
|
0.382 |
1.0952 |
|
LOW |
1.0936 |
|
0.618 |
1.0911 |
|
1.000 |
1.0895 |
|
1.618 |
1.0870 |
|
2.618 |
1.0829 |
|
4.250 |
1.0762 |
|
|
| Fisher Pivots for day following 21-Aug-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1.0968 |
1.0988 |
| PP |
1.0962 |
1.0983 |
| S1 |
1.0957 |
1.0979 |
|