CME Swiss Franc Future September 2014
| Trading Metrics calculated at close of trading on 04-Sep-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Sep-2014 |
04-Sep-2014 |
Change |
Change % |
Previous Week |
| Open |
1.0878 |
1.0896 |
0.0018 |
0.2% |
1.0917 |
| High |
1.0899 |
1.0899 |
0.0000 |
0.0% |
1.0958 |
| Low |
1.0870 |
1.0720 |
-0.0150 |
-1.4% |
1.0888 |
| Close |
1.0895 |
1.0723 |
-0.0172 |
-1.6% |
1.0889 |
| Range |
0.0029 |
0.0179 |
0.0150 |
517.2% |
0.0070 |
| ATR |
0.0047 |
0.0057 |
0.0009 |
20.0% |
0.0000 |
| Volume |
48,516 |
72,040 |
23,524 |
48.5% |
202,670 |
|
| Daily Pivots for day following 04-Sep-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1318 |
1.1199 |
1.0821 |
|
| R3 |
1.1139 |
1.1020 |
1.0772 |
|
| R2 |
1.0960 |
1.0960 |
1.0756 |
|
| R1 |
1.0841 |
1.0841 |
1.0739 |
1.0811 |
| PP |
1.0781 |
1.0781 |
1.0781 |
1.0766 |
| S1 |
1.0662 |
1.0662 |
1.0707 |
1.0632 |
| S2 |
1.0602 |
1.0602 |
1.0690 |
|
| S3 |
1.0423 |
1.0483 |
1.0674 |
|
| S4 |
1.0244 |
1.0304 |
1.0625 |
|
|
| 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 |
1.0720 |
0.0238 |
2.2% |
0.0069 |
0.6% |
1% |
False |
True |
53,211 |
| 10 |
1.0987 |
1.0720 |
0.0267 |
2.5% |
0.0059 |
0.6% |
1% |
False |
True |
44,899 |
| 20 |
1.1084 |
1.0720 |
0.0364 |
3.4% |
0.0056 |
0.5% |
1% |
False |
True |
38,399 |
| 40 |
1.1245 |
1.0720 |
0.0525 |
4.9% |
0.0048 |
0.5% |
1% |
False |
True |
36,727 |
| 60 |
1.1298 |
1.0720 |
0.0578 |
5.4% |
0.0049 |
0.5% |
1% |
False |
True |
34,195 |
| 80 |
1.1298 |
1.0720 |
0.0578 |
5.4% |
0.0049 |
0.5% |
1% |
False |
True |
26,117 |
| 100 |
1.1503 |
1.0720 |
0.0783 |
7.3% |
0.0048 |
0.4% |
0% |
False |
True |
20,904 |
| 120 |
1.1503 |
1.0720 |
0.0783 |
7.3% |
0.0047 |
0.4% |
0% |
False |
True |
17,425 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1660 |
|
2.618 |
1.1368 |
|
1.618 |
1.1189 |
|
1.000 |
1.1078 |
|
0.618 |
1.1010 |
|
HIGH |
1.0899 |
|
0.618 |
1.0831 |
|
0.500 |
1.0810 |
|
0.382 |
1.0788 |
|
LOW |
1.0720 |
|
0.618 |
1.0609 |
|
1.000 |
1.0541 |
|
1.618 |
1.0430 |
|
2.618 |
1.0251 |
|
4.250 |
0.9959 |
|
|
| Fisher Pivots for day following 04-Sep-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1.0810 |
1.0810 |
| PP |
1.0781 |
1.0781 |
| S1 |
1.0752 |
1.0752 |
|