CME Swiss Franc Future December 2014
| Trading Metrics calculated at close of trading on 05-Aug-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Aug-2014 |
05-Aug-2014 |
Change |
Change % |
Previous Week |
| Open |
1.1045 |
1.1005 |
-0.0040 |
-0.4% |
1.1065 |
| High |
1.1045 |
1.1011 |
-0.0034 |
-0.3% |
1.1076 |
| Low |
1.1039 |
1.0993 |
-0.0046 |
-0.4% |
1.1000 |
| Close |
1.1039 |
1.1006 |
-0.0033 |
-0.3% |
1.1051 |
| Range |
0.0006 |
0.0018 |
0.0012 |
200.0% |
0.0076 |
| ATR |
0.0028 |
0.0029 |
0.0001 |
4.6% |
0.0000 |
| Volume |
30 |
2 |
-28 |
-93.3% |
185 |
|
| Daily Pivots for day following 05-Aug-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1057 |
1.1050 |
1.1016 |
|
| R3 |
1.1039 |
1.1032 |
1.1011 |
|
| R2 |
1.1021 |
1.1021 |
1.1009 |
|
| R1 |
1.1014 |
1.1014 |
1.1008 |
1.1018 |
| PP |
1.1003 |
1.1003 |
1.1003 |
1.1005 |
| S1 |
1.0996 |
1.0996 |
1.1004 |
1.1000 |
| S2 |
1.0985 |
1.0985 |
1.1003 |
|
| S3 |
1.0967 |
1.0978 |
1.1001 |
|
| S4 |
1.0949 |
1.0960 |
1.0996 |
|
|
| Weekly Pivots for week ending 01-Aug-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1270 |
1.1237 |
1.1093 |
|
| R3 |
1.1194 |
1.1161 |
1.1072 |
|
| R2 |
1.1118 |
1.1118 |
1.1065 |
|
| R1 |
1.1085 |
1.1085 |
1.1058 |
1.1064 |
| PP |
1.1042 |
1.1042 |
1.1042 |
1.1032 |
| S1 |
1.1009 |
1.1009 |
1.1044 |
1.0988 |
| S2 |
1.0966 |
1.0966 |
1.1037 |
|
| S3 |
1.0890 |
1.0933 |
1.1030 |
|
| S4 |
1.0814 |
1.0857 |
1.1009 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1063 |
1.0993 |
0.0070 |
0.6% |
0.0028 |
0.3% |
19% |
False |
True |
26 |
| 10 |
1.1106 |
1.0993 |
0.0113 |
1.0% |
0.0024 |
0.2% |
12% |
False |
True |
37 |
| 20 |
1.1243 |
1.0993 |
0.0250 |
2.3% |
0.0022 |
0.2% |
5% |
False |
True |
29 |
| 40 |
1.1305 |
1.0993 |
0.0312 |
2.8% |
0.0018 |
0.2% |
4% |
False |
True |
22 |
| 60 |
1.1305 |
1.0993 |
0.0312 |
2.8% |
0.0014 |
0.1% |
4% |
False |
True |
15 |
| 80 |
1.1468 |
1.0993 |
0.0475 |
4.3% |
0.0011 |
0.1% |
3% |
False |
True |
12 |
| 100 |
1.1491 |
1.0993 |
0.0498 |
4.5% |
0.0009 |
0.1% |
3% |
False |
True |
21 |
| 120 |
1.1491 |
1.0993 |
0.0498 |
4.5% |
0.0008 |
0.1% |
3% |
False |
True |
28 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1088 |
|
2.618 |
1.1058 |
|
1.618 |
1.1040 |
|
1.000 |
1.1029 |
|
0.618 |
1.1022 |
|
HIGH |
1.1011 |
|
0.618 |
1.1004 |
|
0.500 |
1.1002 |
|
0.382 |
1.1000 |
|
LOW |
1.0993 |
|
0.618 |
1.0982 |
|
1.000 |
1.0975 |
|
1.618 |
1.0964 |
|
2.618 |
1.0946 |
|
4.250 |
1.0917 |
|
|
| Fisher Pivots for day following 05-Aug-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1.1005 |
1.1028 |
| PP |
1.1003 |
1.1021 |
| S1 |
1.1002 |
1.1013 |
|