CME Swiss Franc Future December 2014
| Trading Metrics calculated at close of trading on 22-Aug-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Aug-2014 |
22-Aug-2014 |
Change |
Change % |
Previous Week |
| Open |
1.0945 |
1.0984 |
0.0039 |
0.4% |
1.1078 |
| High |
1.0984 |
1.0989 |
0.0005 |
0.0% |
1.1078 |
| Low |
1.0943 |
1.0939 |
-0.0004 |
0.0% |
1.0939 |
| Close |
1.0983 |
1.0952 |
-0.0031 |
-0.3% |
1.0952 |
| Range |
0.0041 |
0.0050 |
0.0009 |
22.0% |
0.0139 |
| ATR |
0.0039 |
0.0040 |
0.0001 |
2.0% |
0.0000 |
| Volume |
178 |
103 |
-75 |
-42.1% |
626 |
|
| Daily Pivots for day following 22-Aug-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1110 |
1.1081 |
1.0980 |
|
| R3 |
1.1060 |
1.1031 |
1.0966 |
|
| R2 |
1.1010 |
1.1010 |
1.0961 |
|
| R1 |
1.0981 |
1.0981 |
1.0957 |
1.0971 |
| PP |
1.0960 |
1.0960 |
1.0960 |
1.0955 |
| S1 |
1.0931 |
1.0931 |
1.0947 |
1.0921 |
| S2 |
1.0910 |
1.0910 |
1.0943 |
|
| S3 |
1.0860 |
1.0881 |
1.0938 |
|
| S4 |
1.0810 |
1.0831 |
1.0925 |
|
|
| Weekly Pivots for week ending 22-Aug-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1407 |
1.1318 |
1.1028 |
|
| R3 |
1.1268 |
1.1179 |
1.0990 |
|
| R2 |
1.1129 |
1.1129 |
1.0977 |
|
| R1 |
1.1040 |
1.1040 |
1.0965 |
1.1015 |
| PP |
1.0990 |
1.0990 |
1.0990 |
1.0977 |
| S1 |
1.0901 |
1.0901 |
1.0939 |
1.0876 |
| S2 |
1.0851 |
1.0851 |
1.0927 |
|
| S3 |
1.0712 |
1.0762 |
1.0914 |
|
| S4 |
1.0573 |
1.0623 |
1.0876 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1078 |
1.0939 |
0.0139 |
1.3% |
0.0043 |
0.4% |
9% |
False |
True |
125 |
| 10 |
1.1090 |
1.0939 |
0.0151 |
1.4% |
0.0040 |
0.4% |
9% |
False |
True |
74 |
| 20 |
1.1090 |
1.0939 |
0.0151 |
1.4% |
0.0037 |
0.3% |
9% |
False |
True |
50 |
| 40 |
1.1305 |
1.0939 |
0.0366 |
3.3% |
0.0029 |
0.3% |
4% |
False |
True |
40 |
| 60 |
1.1305 |
1.0939 |
0.0366 |
3.3% |
0.0023 |
0.2% |
4% |
False |
True |
28 |
| 80 |
1.1468 |
1.0939 |
0.0529 |
4.8% |
0.0018 |
0.2% |
2% |
False |
True |
22 |
| 100 |
1.1468 |
1.0939 |
0.0529 |
4.8% |
0.0015 |
0.1% |
2% |
False |
True |
18 |
| 120 |
1.1491 |
1.0939 |
0.0552 |
5.0% |
0.0012 |
0.1% |
2% |
False |
True |
33 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1202 |
|
2.618 |
1.1120 |
|
1.618 |
1.1070 |
|
1.000 |
1.1039 |
|
0.618 |
1.1020 |
|
HIGH |
1.0989 |
|
0.618 |
1.0970 |
|
0.500 |
1.0964 |
|
0.382 |
1.0958 |
|
LOW |
1.0939 |
|
0.618 |
1.0908 |
|
1.000 |
1.0889 |
|
1.618 |
1.0858 |
|
2.618 |
1.0808 |
|
4.250 |
1.0727 |
|
|
| Fisher Pivots for day following 22-Aug-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1.0964 |
1.0972 |
| PP |
1.0960 |
1.0965 |
| S1 |
1.0956 |
1.0959 |
|