CME Swiss Franc Future September 2014
| Trading Metrics calculated at close of trading on 03-Sep-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Sep-2014 |
03-Sep-2014 |
Change |
Change % |
Previous Week |
| Open |
1.0886 |
1.0878 |
-0.0008 |
-0.1% |
1.0917 |
| High |
1.0898 |
1.0899 |
0.0001 |
0.0% |
1.0958 |
| Low |
1.0857 |
1.0870 |
0.0013 |
0.1% |
1.0888 |
| Close |
1.0877 |
1.0895 |
0.0018 |
0.2% |
1.0889 |
| Range |
0.0041 |
0.0029 |
-0.0012 |
-29.3% |
0.0070 |
| ATR |
0.0049 |
0.0047 |
-0.0001 |
-2.9% |
0.0000 |
| Volume |
55,859 |
48,516 |
-7,343 |
-13.1% |
202,670 |
|
| Daily Pivots for day following 03-Sep-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0975 |
1.0964 |
1.0911 |
|
| R3 |
1.0946 |
1.0935 |
1.0903 |
|
| R2 |
1.0917 |
1.0917 |
1.0900 |
|
| R1 |
1.0906 |
1.0906 |
1.0898 |
1.0912 |
| PP |
1.0888 |
1.0888 |
1.0888 |
1.0891 |
| S1 |
1.0877 |
1.0877 |
1.0892 |
1.0883 |
| S2 |
1.0859 |
1.0859 |
1.0890 |
|
| S3 |
1.0830 |
1.0848 |
1.0887 |
|
| S4 |
1.0801 |
1.0819 |
1.0879 |
|
|
| 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% |
0.0044 |
0.4% |
38% |
False |
False |
48,288 |
| 10 |
1.1003 |
1.0857 |
0.0146 |
1.3% |
0.0047 |
0.4% |
26% |
False |
False |
41,248 |
| 20 |
1.1084 |
1.0857 |
0.0227 |
2.1% |
0.0050 |
0.5% |
17% |
False |
False |
36,793 |
| 40 |
1.1245 |
1.0857 |
0.0388 |
3.6% |
0.0045 |
0.4% |
10% |
False |
False |
35,682 |
| 60 |
1.1298 |
1.0857 |
0.0441 |
4.0% |
0.0047 |
0.4% |
9% |
False |
False |
33,280 |
| 80 |
1.1298 |
1.0857 |
0.0441 |
4.0% |
0.0047 |
0.4% |
9% |
False |
False |
25,217 |
| 100 |
1.1503 |
1.0857 |
0.0646 |
5.9% |
0.0047 |
0.4% |
6% |
False |
False |
20,184 |
| 120 |
1.1503 |
1.0857 |
0.0646 |
5.9% |
0.0046 |
0.4% |
6% |
False |
False |
16,825 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1022 |
|
2.618 |
1.0975 |
|
1.618 |
1.0946 |
|
1.000 |
1.0928 |
|
0.618 |
1.0917 |
|
HIGH |
1.0899 |
|
0.618 |
1.0888 |
|
0.500 |
1.0885 |
|
0.382 |
1.0881 |
|
LOW |
1.0870 |
|
0.618 |
1.0852 |
|
1.000 |
1.0841 |
|
1.618 |
1.0823 |
|
2.618 |
1.0794 |
|
4.250 |
1.0747 |
|
|
| Fisher Pivots for day following 03-Sep-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1.0892 |
1.0900 |
| PP |
1.0888 |
1.0898 |
| S1 |
1.0885 |
1.0897 |
|