CME Swiss Franc Future December 2014
| Trading Metrics calculated at close of trading on 11-Aug-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Aug-2014 |
11-Aug-2014 |
Change |
Change % |
Previous Week |
| Open |
1.1002 |
1.1050 |
0.0048 |
0.4% |
1.1045 |
| High |
1.1080 |
1.1050 |
-0.0030 |
-0.3% |
1.1080 |
| Low |
1.1002 |
1.1040 |
0.0038 |
0.3% |
1.0986 |
| Close |
1.1055 |
1.1041 |
-0.0014 |
-0.1% |
1.1055 |
| Range |
0.0078 |
0.0010 |
-0.0068 |
-87.2% |
0.0094 |
| ATR |
0.0034 |
0.0033 |
-0.0001 |
-4.0% |
0.0000 |
| Volume |
13 |
58 |
45 |
346.2% |
84 |
|
| Daily Pivots for day following 11-Aug-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1074 |
1.1067 |
1.1047 |
|
| R3 |
1.1064 |
1.1057 |
1.1044 |
|
| R2 |
1.1054 |
1.1054 |
1.1043 |
|
| R1 |
1.1047 |
1.1047 |
1.1042 |
1.1046 |
| PP |
1.1044 |
1.1044 |
1.1044 |
1.1043 |
| S1 |
1.1037 |
1.1037 |
1.1040 |
1.1036 |
| S2 |
1.1034 |
1.1034 |
1.1039 |
|
| S3 |
1.1024 |
1.1027 |
1.1038 |
|
| S4 |
1.1014 |
1.1017 |
1.1036 |
|
|
| Weekly Pivots for week ending 08-Aug-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1322 |
1.1283 |
1.1107 |
|
| R3 |
1.1228 |
1.1189 |
1.1081 |
|
| R2 |
1.1134 |
1.1134 |
1.1072 |
|
| R1 |
1.1095 |
1.1095 |
1.1064 |
1.1115 |
| PP |
1.1040 |
1.1040 |
1.1040 |
1.1050 |
| S1 |
1.1001 |
1.1001 |
1.1046 |
1.1021 |
| S2 |
1.0946 |
1.0946 |
1.1038 |
|
| S3 |
1.0852 |
1.0907 |
1.1029 |
|
| S4 |
1.0758 |
1.0813 |
1.1003 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1080 |
1.0986 |
0.0094 |
0.9% |
0.0037 |
0.3% |
59% |
False |
False |
22 |
| 10 |
1.1080 |
1.0986 |
0.0094 |
0.9% |
0.0034 |
0.3% |
59% |
False |
False |
26 |
| 20 |
1.1217 |
1.0986 |
0.0231 |
2.1% |
0.0028 |
0.2% |
24% |
False |
False |
31 |
| 40 |
1.1305 |
1.0986 |
0.0319 |
2.9% |
0.0022 |
0.2% |
17% |
False |
False |
24 |
| 60 |
1.1305 |
1.0986 |
0.0319 |
2.9% |
0.0017 |
0.2% |
17% |
False |
False |
17 |
| 80 |
1.1468 |
1.0986 |
0.0482 |
4.4% |
0.0013 |
0.1% |
11% |
False |
False |
14 |
| 100 |
1.1468 |
1.0986 |
0.0482 |
4.4% |
0.0011 |
0.1% |
11% |
False |
False |
16 |
| 120 |
1.1491 |
1.0986 |
0.0505 |
4.6% |
0.0009 |
0.1% |
11% |
False |
False |
29 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1093 |
|
2.618 |
1.1076 |
|
1.618 |
1.1066 |
|
1.000 |
1.1060 |
|
0.618 |
1.1056 |
|
HIGH |
1.1050 |
|
0.618 |
1.1046 |
|
0.500 |
1.1045 |
|
0.382 |
1.1044 |
|
LOW |
1.1040 |
|
0.618 |
1.1034 |
|
1.000 |
1.1030 |
|
1.618 |
1.1024 |
|
2.618 |
1.1014 |
|
4.250 |
1.0998 |
|
|
| Fisher Pivots for day following 11-Aug-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1.1045 |
1.1041 |
| PP |
1.1044 |
1.1040 |
| S1 |
1.1042 |
1.1040 |
|