CME Swiss Franc Future December 2014
| Trading Metrics calculated at close of trading on 07-Aug-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Aug-2014 |
07-Aug-2014 |
Change |
Change % |
Previous Week |
| Open |
1.0986 |
1.1027 |
0.0041 |
0.4% |
1.1065 |
| High |
1.1026 |
1.1037 |
0.0011 |
0.1% |
1.1076 |
| Low |
1.0986 |
1.1000 |
0.0014 |
0.1% |
1.1000 |
| Close |
1.1025 |
1.1013 |
-0.0012 |
-0.1% |
1.1051 |
| Range |
0.0040 |
0.0037 |
-0.0003 |
-7.5% |
0.0076 |
| ATR |
0.0030 |
0.0030 |
0.0001 |
1.7% |
0.0000 |
| Volume |
18 |
21 |
3 |
16.7% |
185 |
|
| Daily Pivots for day following 07-Aug-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1128 |
1.1107 |
1.1033 |
|
| R3 |
1.1091 |
1.1070 |
1.1023 |
|
| R2 |
1.1054 |
1.1054 |
1.1020 |
|
| R1 |
1.1033 |
1.1033 |
1.1016 |
1.1025 |
| PP |
1.1017 |
1.1017 |
1.1017 |
1.1013 |
| S1 |
1.0996 |
1.0996 |
1.1010 |
1.0988 |
| S2 |
1.0980 |
1.0980 |
1.1006 |
|
| S3 |
1.0943 |
1.0959 |
1.1003 |
|
| S4 |
1.0906 |
1.0922 |
1.0993 |
|
|
| 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 |
1.0986 |
0.0077 |
0.7% |
0.0032 |
0.3% |
35% |
False |
False |
19 |
| 10 |
1.1097 |
1.0986 |
0.0111 |
1.0% |
0.0029 |
0.3% |
24% |
False |
False |
29 |
| 20 |
1.1227 |
1.0986 |
0.0241 |
2.2% |
0.0024 |
0.2% |
11% |
False |
False |
29 |
| 40 |
1.1305 |
1.0986 |
0.0319 |
2.9% |
0.0020 |
0.2% |
8% |
False |
False |
23 |
| 60 |
1.1305 |
1.0986 |
0.0319 |
2.9% |
0.0016 |
0.1% |
8% |
False |
False |
16 |
| 80 |
1.1468 |
1.0986 |
0.0482 |
4.4% |
0.0012 |
0.1% |
6% |
False |
False |
13 |
| 100 |
1.1476 |
1.0986 |
0.0490 |
4.4% |
0.0010 |
0.1% |
6% |
False |
False |
18 |
| 120 |
1.1491 |
1.0986 |
0.0505 |
4.6% |
0.0009 |
0.1% |
5% |
False |
False |
28 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1194 |
|
2.618 |
1.1134 |
|
1.618 |
1.1097 |
|
1.000 |
1.1074 |
|
0.618 |
1.1060 |
|
HIGH |
1.1037 |
|
0.618 |
1.1023 |
|
0.500 |
1.1019 |
|
0.382 |
1.1014 |
|
LOW |
1.1000 |
|
0.618 |
1.0977 |
|
1.000 |
1.0963 |
|
1.618 |
1.0940 |
|
2.618 |
1.0903 |
|
4.250 |
1.0843 |
|
|
| Fisher Pivots for day following 07-Aug-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1.1019 |
1.1013 |
| PP |
1.1017 |
1.1012 |
| S1 |
1.1015 |
1.1012 |
|