CME Swiss Franc Future December 2014
| Trading Metrics calculated at close of trading on 15-Aug-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Aug-2014 |
15-Aug-2014 |
Change |
Change % |
Previous Week |
| Open |
1.1040 |
1.1041 |
0.0001 |
0.0% |
1.1050 |
| High |
1.1070 |
1.1090 |
0.0020 |
0.2% |
1.1090 |
| Low |
1.1040 |
1.1041 |
0.0001 |
0.0% |
1.0998 |
| Close |
1.1044 |
1.1088 |
0.0044 |
0.4% |
1.1088 |
| Range |
0.0030 |
0.0049 |
0.0019 |
63.3% |
0.0092 |
| ATR |
0.0036 |
0.0037 |
0.0001 |
2.7% |
0.0000 |
| Volume |
20 |
16 |
-4 |
-20.0% |
122 |
|
| Daily Pivots for day following 15-Aug-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1220 |
1.1203 |
1.1115 |
|
| R3 |
1.1171 |
1.1154 |
1.1101 |
|
| R2 |
1.1122 |
1.1122 |
1.1097 |
|
| R1 |
1.1105 |
1.1105 |
1.1092 |
1.1114 |
| PP |
1.1073 |
1.1073 |
1.1073 |
1.1077 |
| S1 |
1.1056 |
1.1056 |
1.1084 |
1.1065 |
| S2 |
1.1024 |
1.1024 |
1.1079 |
|
| S3 |
1.0975 |
1.1007 |
1.1075 |
|
| S4 |
1.0926 |
1.0958 |
1.1061 |
|
|
| Weekly Pivots for week ending 15-Aug-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1335 |
1.1303 |
1.1139 |
|
| R3 |
1.1243 |
1.1211 |
1.1113 |
|
| R2 |
1.1151 |
1.1151 |
1.1105 |
|
| R1 |
1.1119 |
1.1119 |
1.1096 |
1.1135 |
| PP |
1.1059 |
1.1059 |
1.1059 |
1.1067 |
| S1 |
1.1027 |
1.1027 |
1.1080 |
1.1043 |
| S2 |
1.0967 |
1.0967 |
1.1071 |
|
| S3 |
1.0875 |
1.0935 |
1.1063 |
|
| S4 |
1.0783 |
1.0843 |
1.1037 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1090 |
1.0998 |
0.0092 |
0.8% |
0.0037 |
0.3% |
98% |
True |
False |
24 |
| 10 |
1.1090 |
1.0986 |
0.0104 |
0.9% |
0.0036 |
0.3% |
98% |
True |
False |
20 |
| 20 |
1.1155 |
1.0986 |
0.0169 |
1.5% |
0.0032 |
0.3% |
60% |
False |
False |
29 |
| 40 |
1.1305 |
1.0986 |
0.0319 |
2.9% |
0.0024 |
0.2% |
32% |
False |
False |
26 |
| 60 |
1.1305 |
1.0986 |
0.0319 |
2.9% |
0.0020 |
0.2% |
32% |
False |
False |
18 |
| 80 |
1.1468 |
1.0986 |
0.0482 |
4.3% |
0.0015 |
0.1% |
21% |
False |
False |
14 |
| 100 |
1.1468 |
1.0986 |
0.0482 |
4.3% |
0.0013 |
0.1% |
21% |
False |
False |
12 |
| 120 |
1.1491 |
1.0986 |
0.0505 |
4.6% |
0.0011 |
0.1% |
20% |
False |
False |
29 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1298 |
|
2.618 |
1.1218 |
|
1.618 |
1.1169 |
|
1.000 |
1.1139 |
|
0.618 |
1.1120 |
|
HIGH |
1.1090 |
|
0.618 |
1.1071 |
|
0.500 |
1.1066 |
|
0.382 |
1.1060 |
|
LOW |
1.1041 |
|
0.618 |
1.1011 |
|
1.000 |
1.0992 |
|
1.618 |
1.0962 |
|
2.618 |
1.0913 |
|
4.250 |
1.0833 |
|
|
| Fisher Pivots for day following 15-Aug-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1.1081 |
1.1074 |
| PP |
1.1073 |
1.1060 |
| S1 |
1.1066 |
1.1047 |
|