CME Swiss Franc Future September 2014
| Trading Metrics calculated at close of trading on 25-Aug-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Aug-2014 |
25-Aug-2014 |
Change |
Change % |
Previous Week |
| Open |
1.0973 |
1.0917 |
-0.0056 |
-0.5% |
1.1072 |
| High |
1.0987 |
1.0943 |
-0.0044 |
-0.4% |
1.1081 |
| Low |
1.0926 |
1.0904 |
-0.0022 |
-0.2% |
1.0926 |
| Close |
1.0943 |
1.0927 |
-0.0016 |
-0.1% |
1.0943 |
| Range |
0.0061 |
0.0039 |
-0.0022 |
-36.1% |
0.0155 |
| ATR |
0.0049 |
0.0049 |
-0.0001 |
-1.5% |
0.0000 |
| Volume |
41,835 |
25,742 |
-16,093 |
-38.5% |
154,098 |
|
| Daily Pivots for day following 25-Aug-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1042 |
1.1023 |
1.0948 |
|
| R3 |
1.1003 |
1.0984 |
1.0938 |
|
| R2 |
1.0964 |
1.0964 |
1.0934 |
|
| R1 |
1.0945 |
1.0945 |
1.0931 |
1.0955 |
| PP |
1.0925 |
1.0925 |
1.0925 |
1.0929 |
| S1 |
1.0906 |
1.0906 |
1.0923 |
1.0916 |
| S2 |
1.0886 |
1.0886 |
1.0920 |
|
| S3 |
1.0847 |
1.0867 |
1.0916 |
|
| S4 |
1.0808 |
1.0828 |
1.0906 |
|
|
| Weekly Pivots for week ending 22-Aug-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1448 |
1.1351 |
1.1028 |
|
| R3 |
1.1293 |
1.1196 |
1.0986 |
|
| R2 |
1.1138 |
1.1138 |
1.0971 |
|
| R1 |
1.1041 |
1.1041 |
1.0957 |
1.1012 |
| PP |
1.0983 |
1.0983 |
1.0983 |
1.0969 |
| S1 |
1.0886 |
1.0886 |
1.0929 |
1.0857 |
| S2 |
1.0828 |
1.0828 |
1.0915 |
|
| S3 |
1.0673 |
1.0731 |
1.0900 |
|
| S4 |
1.0518 |
1.0576 |
1.0858 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1040 |
1.0904 |
0.0136 |
1.2% |
0.0048 |
0.4% |
17% |
False |
True |
31,187 |
| 10 |
1.1084 |
1.0904 |
0.0180 |
1.6% |
0.0053 |
0.5% |
13% |
False |
True |
31,509 |
| 20 |
1.1084 |
1.0904 |
0.0180 |
1.6% |
0.0050 |
0.5% |
13% |
False |
True |
35,291 |
| 40 |
1.1298 |
1.0904 |
0.0394 |
3.6% |
0.0046 |
0.4% |
6% |
False |
True |
33,333 |
| 60 |
1.1298 |
1.0904 |
0.0394 |
3.6% |
0.0050 |
0.5% |
6% |
False |
True |
28,855 |
| 80 |
1.1503 |
1.0904 |
0.0599 |
5.5% |
0.0048 |
0.4% |
4% |
False |
True |
21,705 |
| 100 |
1.1503 |
1.0904 |
0.0599 |
5.5% |
0.0047 |
0.4% |
4% |
False |
True |
17,373 |
| 120 |
1.1513 |
1.0904 |
0.0609 |
5.6% |
0.0045 |
0.4% |
4% |
False |
True |
14,481 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1109 |
|
2.618 |
1.1045 |
|
1.618 |
1.1006 |
|
1.000 |
1.0982 |
|
0.618 |
1.0967 |
|
HIGH |
1.0943 |
|
0.618 |
1.0928 |
|
0.500 |
1.0924 |
|
0.382 |
1.0919 |
|
LOW |
1.0904 |
|
0.618 |
1.0880 |
|
1.000 |
1.0865 |
|
1.618 |
1.0841 |
|
2.618 |
1.0802 |
|
4.250 |
1.0738 |
|
|
| Fisher Pivots for day following 25-Aug-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1.0926 |
1.0946 |
| PP |
1.0925 |
1.0939 |
| S1 |
1.0924 |
1.0933 |
|