CME Swiss Franc Future September 2014
| Trading Metrics calculated at close of trading on 02-Sep-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Aug-2014 |
02-Sep-2014 |
Change |
Change % |
Previous Week |
| Open |
1.0927 |
1.0886 |
-0.0041 |
-0.4% |
1.0917 |
| High |
1.0943 |
1.0898 |
-0.0045 |
-0.4% |
1.0958 |
| Low |
1.0888 |
1.0857 |
-0.0031 |
-0.3% |
1.0888 |
| Close |
1.0889 |
1.0877 |
-0.0012 |
-0.1% |
1.0889 |
| Range |
0.0055 |
0.0041 |
-0.0014 |
-25.5% |
0.0070 |
| ATR |
0.0049 |
0.0049 |
-0.0001 |
-1.2% |
0.0000 |
| Volume |
43,967 |
55,859 |
11,892 |
27.0% |
202,670 |
|
| Daily Pivots for day following 02-Sep-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1000 |
1.0980 |
1.0900 |
|
| R3 |
1.0959 |
1.0939 |
1.0888 |
|
| R2 |
1.0918 |
1.0918 |
1.0885 |
|
| R1 |
1.0898 |
1.0898 |
1.0881 |
1.0888 |
| PP |
1.0877 |
1.0877 |
1.0877 |
1.0872 |
| S1 |
1.0857 |
1.0857 |
1.0873 |
1.0847 |
| S2 |
1.0836 |
1.0836 |
1.0869 |
|
| S3 |
1.0795 |
1.0816 |
1.0866 |
|
| S4 |
1.0754 |
1.0775 |
1.0854 |
|
|
| 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 |
1.0857 |
0.0101 |
0.9% |
0.0049 |
0.4% |
20% |
False |
True |
46,557 |
| 10 |
1.1040 |
1.0857 |
0.0183 |
1.7% |
0.0049 |
0.4% |
11% |
False |
True |
38,872 |
| 20 |
1.1084 |
1.0857 |
0.0227 |
2.1% |
0.0051 |
0.5% |
9% |
False |
True |
36,208 |
| 40 |
1.1245 |
1.0857 |
0.0388 |
3.6% |
0.0045 |
0.4% |
5% |
False |
True |
35,085 |
| 60 |
1.1298 |
1.0857 |
0.0441 |
4.1% |
0.0048 |
0.4% |
5% |
False |
True |
32,574 |
| 80 |
1.1354 |
1.0857 |
0.0497 |
4.6% |
0.0047 |
0.4% |
4% |
False |
True |
24,613 |
| 100 |
1.1503 |
1.0857 |
0.0646 |
5.9% |
0.0047 |
0.4% |
3% |
False |
True |
19,699 |
| 120 |
1.1513 |
1.0857 |
0.0656 |
6.0% |
0.0046 |
0.4% |
3% |
False |
True |
16,421 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1072 |
|
2.618 |
1.1005 |
|
1.618 |
1.0964 |
|
1.000 |
1.0939 |
|
0.618 |
1.0923 |
|
HIGH |
1.0898 |
|
0.618 |
1.0882 |
|
0.500 |
1.0878 |
|
0.382 |
1.0873 |
|
LOW |
1.0857 |
|
0.618 |
1.0832 |
|
1.000 |
1.0816 |
|
1.618 |
1.0791 |
|
2.618 |
1.0750 |
|
4.250 |
1.0683 |
|
|
| Fisher Pivots for day following 02-Sep-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1.0878 |
1.0908 |
| PP |
1.0877 |
1.0897 |
| S1 |
1.0877 |
1.0887 |
|