CME Swiss Franc Future September 2014
| Trading Metrics calculated at close of trading on 27-Aug-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Aug-2014 |
27-Aug-2014 |
Change |
Change % |
Previous Week |
| Open |
1.0922 |
1.0900 |
-0.0022 |
-0.2% |
1.1072 |
| High |
1.0945 |
1.0945 |
0.0000 |
0.0% |
1.1081 |
| Low |
1.0894 |
1.0889 |
-0.0005 |
0.0% |
1.0926 |
| Close |
1.0903 |
1.0934 |
0.0031 |
0.3% |
1.0943 |
| Range |
0.0051 |
0.0056 |
0.0005 |
9.8% |
0.0155 |
| ATR |
0.0049 |
0.0049 |
0.0001 |
1.1% |
0.0000 |
| Volume |
39,861 |
47,424 |
7,563 |
19.0% |
154,098 |
|
| Daily Pivots for day following 27-Aug-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1091 |
1.1068 |
1.0965 |
|
| R3 |
1.1035 |
1.1012 |
1.0949 |
|
| R2 |
1.0979 |
1.0979 |
1.0944 |
|
| R1 |
1.0956 |
1.0956 |
1.0939 |
1.0968 |
| PP |
1.0923 |
1.0923 |
1.0923 |
1.0928 |
| S1 |
1.0900 |
1.0900 |
1.0929 |
1.0912 |
| S2 |
1.0867 |
1.0867 |
1.0924 |
|
| S3 |
1.0811 |
1.0844 |
1.0919 |
|
| S4 |
1.0755 |
1.0788 |
1.0903 |
|
|
| 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 |
1.0987 |
1.0889 |
0.0098 |
0.9% |
0.0050 |
0.5% |
46% |
False |
True |
36,587 |
| 10 |
1.1084 |
1.0889 |
0.0195 |
1.8% |
0.0052 |
0.5% |
23% |
False |
True |
33,833 |
| 20 |
1.1084 |
1.0889 |
0.0195 |
1.8% |
0.0051 |
0.5% |
23% |
False |
True |
35,372 |
| 40 |
1.1277 |
1.0889 |
0.0388 |
3.5% |
0.0046 |
0.4% |
12% |
False |
True |
33,823 |
| 60 |
1.1298 |
1.0889 |
0.0409 |
3.7% |
0.0050 |
0.5% |
11% |
False |
True |
30,291 |
| 80 |
1.1503 |
1.0889 |
0.0614 |
5.6% |
0.0048 |
0.4% |
7% |
False |
True |
22,795 |
| 100 |
1.1503 |
1.0889 |
0.0614 |
5.6% |
0.0047 |
0.4% |
7% |
False |
True |
18,245 |
| 120 |
1.1513 |
1.0889 |
0.0624 |
5.7% |
0.0045 |
0.4% |
7% |
False |
True |
15,209 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1183 |
|
2.618 |
1.1092 |
|
1.618 |
1.1036 |
|
1.000 |
1.1001 |
|
0.618 |
1.0980 |
|
HIGH |
1.0945 |
|
0.618 |
1.0924 |
|
0.500 |
1.0917 |
|
0.382 |
1.0910 |
|
LOW |
1.0889 |
|
0.618 |
1.0854 |
|
1.000 |
1.0833 |
|
1.618 |
1.0798 |
|
2.618 |
1.0742 |
|
4.250 |
1.0651 |
|
|
| Fisher Pivots for day following 27-Aug-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1.0928 |
1.0928 |
| PP |
1.0923 |
1.0923 |
| S1 |
1.0917 |
1.0917 |
|