CME Swiss Franc Future September 2014
| Trading Metrics calculated at close of trading on 28-Aug-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Aug-2014 |
28-Aug-2014 |
Change |
Change % |
Previous Week |
| Open |
1.0900 |
1.0931 |
0.0031 |
0.3% |
1.1072 |
| High |
1.0945 |
1.0958 |
0.0013 |
0.1% |
1.1081 |
| Low |
1.0889 |
1.0917 |
0.0028 |
0.3% |
1.0926 |
| Close |
1.0934 |
1.0931 |
-0.0003 |
0.0% |
1.0943 |
| Range |
0.0056 |
0.0041 |
-0.0015 |
-26.8% |
0.0155 |
| ATR |
0.0049 |
0.0049 |
-0.0001 |
-1.2% |
0.0000 |
| Volume |
47,424 |
45,676 |
-1,748 |
-3.7% |
154,098 |
|
| Daily Pivots for day following 28-Aug-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1058 |
1.1036 |
1.0954 |
|
| R3 |
1.1017 |
1.0995 |
1.0942 |
|
| R2 |
1.0976 |
1.0976 |
1.0939 |
|
| R1 |
1.0954 |
1.0954 |
1.0935 |
1.0952 |
| PP |
1.0935 |
1.0935 |
1.0935 |
1.0934 |
| S1 |
1.0913 |
1.0913 |
1.0927 |
1.0911 |
| S2 |
1.0894 |
1.0894 |
1.0923 |
|
| S3 |
1.0853 |
1.0872 |
1.0920 |
|
| S4 |
1.0812 |
1.0831 |
1.0908 |
|
|
| 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% |
43% |
False |
False |
40,107 |
| 10 |
1.1084 |
1.0889 |
0.0195 |
1.8% |
0.0050 |
0.5% |
22% |
False |
False |
35,172 |
| 20 |
1.1084 |
1.0889 |
0.0195 |
1.8% |
0.0051 |
0.5% |
22% |
False |
False |
35,328 |
| 40 |
1.1260 |
1.0889 |
0.0371 |
3.4% |
0.0046 |
0.4% |
11% |
False |
False |
34,256 |
| 60 |
1.1298 |
1.0889 |
0.0409 |
3.7% |
0.0050 |
0.5% |
10% |
False |
False |
31,043 |
| 80 |
1.1503 |
1.0889 |
0.0614 |
5.6% |
0.0048 |
0.4% |
7% |
False |
False |
23,366 |
| 100 |
1.1503 |
1.0889 |
0.0614 |
5.6% |
0.0047 |
0.4% |
7% |
False |
False |
18,702 |
| 120 |
1.1513 |
1.0889 |
0.0624 |
5.7% |
0.0046 |
0.4% |
7% |
False |
False |
15,589 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1132 |
|
2.618 |
1.1065 |
|
1.618 |
1.1024 |
|
1.000 |
1.0999 |
|
0.618 |
1.0983 |
|
HIGH |
1.0958 |
|
0.618 |
1.0942 |
|
0.500 |
1.0938 |
|
0.382 |
1.0933 |
|
LOW |
1.0917 |
|
0.618 |
1.0892 |
|
1.000 |
1.0876 |
|
1.618 |
1.0851 |
|
2.618 |
1.0810 |
|
4.250 |
1.0743 |
|
|
| Fisher Pivots for day following 28-Aug-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1.0938 |
1.0929 |
| PP |
1.0935 |
1.0926 |
| S1 |
1.0933 |
1.0924 |
|