CME Swiss Franc Future September 2014
| Trading Metrics calculated at close of trading on 29-Aug-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Aug-2014 |
29-Aug-2014 |
Change |
Change % |
Previous Week |
| Open |
1.0931 |
1.0927 |
-0.0004 |
0.0% |
1.0917 |
| High |
1.0958 |
1.0943 |
-0.0015 |
-0.1% |
1.0958 |
| Low |
1.0917 |
1.0888 |
-0.0029 |
-0.3% |
1.0888 |
| Close |
1.0931 |
1.0889 |
-0.0042 |
-0.4% |
1.0889 |
| Range |
0.0041 |
0.0055 |
0.0014 |
34.1% |
0.0070 |
| ATR |
0.0049 |
0.0049 |
0.0000 |
0.9% |
0.0000 |
| Volume |
45,676 |
43,967 |
-1,709 |
-3.7% |
202,670 |
|
| Daily Pivots for day following 29-Aug-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1072 |
1.1035 |
1.0919 |
|
| R3 |
1.1017 |
1.0980 |
1.0904 |
|
| R2 |
1.0962 |
1.0962 |
1.0899 |
|
| R1 |
1.0925 |
1.0925 |
1.0894 |
1.0916 |
| PP |
1.0907 |
1.0907 |
1.0907 |
1.0902 |
| S1 |
1.0870 |
1.0870 |
1.0884 |
1.0861 |
| S2 |
1.0852 |
1.0852 |
1.0879 |
|
| S3 |
1.0797 |
1.0815 |
1.0874 |
|
| S4 |
1.0742 |
1.0760 |
1.0859 |
|
|
| Weekly Pivots for week ending 29-Aug-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1122 |
1.1075 |
1.0928 |
|
| R3 |
1.1052 |
1.1005 |
1.0908 |
|
| R2 |
1.0982 |
1.0982 |
1.0902 |
|
| R1 |
1.0935 |
1.0935 |
1.0895 |
1.0924 |
| PP |
1.0912 |
1.0912 |
1.0912 |
1.0906 |
| S1 |
1.0865 |
1.0865 |
1.0883 |
1.0854 |
| S2 |
1.0842 |
1.0842 |
1.0876 |
|
| S3 |
1.0772 |
1.0795 |
1.0870 |
|
| S4 |
1.0702 |
1.0725 |
1.0851 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0958 |
1.0888 |
0.0070 |
0.6% |
0.0048 |
0.4% |
1% |
False |
True |
40,534 |
| 10 |
1.1081 |
1.0888 |
0.0193 |
1.8% |
0.0050 |
0.5% |
1% |
False |
True |
35,676 |
| 20 |
1.1084 |
1.0888 |
0.0196 |
1.8% |
0.0050 |
0.5% |
1% |
False |
True |
34,916 |
| 40 |
1.1245 |
1.0888 |
0.0357 |
3.3% |
0.0045 |
0.4% |
0% |
False |
True |
34,445 |
| 60 |
1.1298 |
1.0888 |
0.0410 |
3.8% |
0.0048 |
0.4% |
0% |
False |
True |
31,722 |
| 80 |
1.1503 |
1.0888 |
0.0615 |
5.6% |
0.0048 |
0.4% |
0% |
False |
True |
23,915 |
| 100 |
1.1503 |
1.0888 |
0.0615 |
5.6% |
0.0047 |
0.4% |
0% |
False |
True |
19,142 |
| 120 |
1.1513 |
1.0888 |
0.0625 |
5.7% |
0.0046 |
0.4% |
0% |
False |
True |
15,956 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1177 |
|
2.618 |
1.1087 |
|
1.618 |
1.1032 |
|
1.000 |
1.0998 |
|
0.618 |
1.0977 |
|
HIGH |
1.0943 |
|
0.618 |
1.0922 |
|
0.500 |
1.0916 |
|
0.382 |
1.0909 |
|
LOW |
1.0888 |
|
0.618 |
1.0854 |
|
1.000 |
1.0833 |
|
1.618 |
1.0799 |
|
2.618 |
1.0744 |
|
4.250 |
1.0654 |
|
|
| Fisher Pivots for day following 29-Aug-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1.0916 |
1.0923 |
| PP |
1.0907 |
1.0912 |
| S1 |
1.0898 |
1.0900 |
|