CME Swiss Franc Future September 2014
| Trading Metrics calculated at close of trading on 26-Aug-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Aug-2014 |
26-Aug-2014 |
Change |
Change % |
Previous Week |
| Open |
1.0917 |
1.0922 |
0.0005 |
0.0% |
1.1072 |
| High |
1.0943 |
1.0945 |
0.0002 |
0.0% |
1.1081 |
| Low |
1.0904 |
1.0894 |
-0.0010 |
-0.1% |
1.0926 |
| Close |
1.0927 |
1.0903 |
-0.0024 |
-0.2% |
1.0943 |
| Range |
0.0039 |
0.0051 |
0.0012 |
30.8% |
0.0155 |
| ATR |
0.0049 |
0.0049 |
0.0000 |
0.4% |
0.0000 |
| Volume |
25,742 |
39,861 |
14,119 |
54.8% |
154,098 |
|
| Daily Pivots for day following 26-Aug-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1067 |
1.1036 |
1.0931 |
|
| R3 |
1.1016 |
1.0985 |
1.0917 |
|
| R2 |
1.0965 |
1.0965 |
1.0912 |
|
| R1 |
1.0934 |
1.0934 |
1.0908 |
1.0924 |
| PP |
1.0914 |
1.0914 |
1.0914 |
1.0909 |
| S1 |
1.0883 |
1.0883 |
1.0898 |
1.0873 |
| S2 |
1.0863 |
1.0863 |
1.0894 |
|
| S3 |
1.0812 |
1.0832 |
1.0889 |
|
| S4 |
1.0761 |
1.0781 |
1.0875 |
|
|
| 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 |
1.1003 |
1.0894 |
0.0109 |
1.0% |
0.0050 |
0.5% |
8% |
False |
True |
34,208 |
| 10 |
1.1084 |
1.0894 |
0.0190 |
1.7% |
0.0053 |
0.5% |
5% |
False |
True |
32,635 |
| 20 |
1.1084 |
1.0894 |
0.0190 |
1.7% |
0.0051 |
0.5% |
5% |
False |
True |
35,454 |
| 40 |
1.1298 |
1.0894 |
0.0404 |
3.7% |
0.0045 |
0.4% |
2% |
False |
True |
33,356 |
| 60 |
1.1298 |
1.0894 |
0.0404 |
3.7% |
0.0050 |
0.5% |
2% |
False |
True |
29,509 |
| 80 |
1.1503 |
1.0894 |
0.0609 |
5.6% |
0.0048 |
0.4% |
1% |
False |
True |
22,203 |
| 100 |
1.1503 |
1.0894 |
0.0609 |
5.6% |
0.0047 |
0.4% |
1% |
False |
True |
17,771 |
| 120 |
1.1513 |
1.0894 |
0.0619 |
5.7% |
0.0045 |
0.4% |
1% |
False |
True |
14,813 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1162 |
|
2.618 |
1.1079 |
|
1.618 |
1.1028 |
|
1.000 |
1.0996 |
|
0.618 |
1.0977 |
|
HIGH |
1.0945 |
|
0.618 |
1.0926 |
|
0.500 |
1.0920 |
|
0.382 |
1.0913 |
|
LOW |
1.0894 |
|
0.618 |
1.0862 |
|
1.000 |
1.0843 |
|
1.618 |
1.0811 |
|
2.618 |
1.0760 |
|
4.250 |
1.0677 |
|
|
| Fisher Pivots for day following 26-Aug-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1.0920 |
1.0941 |
| PP |
1.0914 |
1.0928 |
| S1 |
1.0909 |
1.0916 |
|