CME Swiss Franc Future December 2014
| Trading Metrics calculated at close of trading on 27-Aug-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Aug-2014 |
27-Aug-2014 |
Change |
Change % |
Previous Week |
| Open |
1.0942 |
1.0907 |
-0.0035 |
-0.3% |
1.1078 |
| High |
1.0943 |
1.0955 |
0.0012 |
0.1% |
1.1078 |
| Low |
1.0906 |
1.0905 |
-0.0001 |
0.0% |
1.0939 |
| Close |
1.0914 |
1.0945 |
0.0031 |
0.3% |
1.0952 |
| Range |
0.0037 |
0.0050 |
0.0013 |
35.1% |
0.0139 |
| ATR |
0.0039 |
0.0040 |
0.0001 |
2.0% |
0.0000 |
| Volume |
3,967 |
337 |
-3,630 |
-91.5% |
626 |
|
| Daily Pivots for day following 27-Aug-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1085 |
1.1065 |
1.0973 |
|
| R3 |
1.1035 |
1.1015 |
1.0959 |
|
| R2 |
1.0985 |
1.0985 |
1.0954 |
|
| R1 |
1.0965 |
1.0965 |
1.0950 |
1.0975 |
| PP |
1.0935 |
1.0935 |
1.0935 |
1.0940 |
| S1 |
1.0915 |
1.0915 |
1.0940 |
1.0925 |
| S2 |
1.0885 |
1.0885 |
1.0936 |
|
| S3 |
1.0835 |
1.0865 |
1.0931 |
|
| S4 |
1.0785 |
1.0815 |
1.0918 |
|
|
| 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 |
1.0989 |
1.0905 |
0.0084 |
0.8% |
0.0042 |
0.4% |
48% |
False |
True |
935 |
| 10 |
1.1090 |
1.0905 |
0.0185 |
1.7% |
0.0041 |
0.4% |
22% |
False |
True |
505 |
| 20 |
1.1090 |
1.0905 |
0.0185 |
1.7% |
0.0039 |
0.4% |
22% |
False |
True |
263 |
| 40 |
1.1264 |
1.0905 |
0.0359 |
3.3% |
0.0030 |
0.3% |
11% |
False |
True |
146 |
| 60 |
1.1305 |
1.0905 |
0.0400 |
3.7% |
0.0024 |
0.2% |
10% |
False |
True |
101 |
| 80 |
1.1468 |
1.0905 |
0.0563 |
5.1% |
0.0019 |
0.2% |
7% |
False |
True |
77 |
| 100 |
1.1468 |
1.0905 |
0.0563 |
5.1% |
0.0016 |
0.1% |
7% |
False |
True |
62 |
| 120 |
1.1491 |
1.0905 |
0.0586 |
5.4% |
0.0013 |
0.1% |
7% |
False |
True |
66 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1168 |
|
2.618 |
1.1086 |
|
1.618 |
1.1036 |
|
1.000 |
1.1005 |
|
0.618 |
1.0986 |
|
HIGH |
1.0955 |
|
0.618 |
1.0936 |
|
0.500 |
1.0930 |
|
0.382 |
1.0924 |
|
LOW |
1.0905 |
|
0.618 |
1.0874 |
|
1.000 |
1.0855 |
|
1.618 |
1.0824 |
|
2.618 |
1.0774 |
|
4.250 |
1.0693 |
|
|
| Fisher Pivots for day following 27-Aug-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1.0940 |
1.0940 |
| PP |
1.0935 |
1.0935 |
| S1 |
1.0930 |
1.0930 |
|