CME Swiss Franc Future December 2014
| Trading Metrics calculated at close of trading on 28-Aug-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Aug-2014 |
28-Aug-2014 |
Change |
Change % |
Previous Week |
| Open |
1.0907 |
1.0942 |
0.0035 |
0.3% |
1.1078 |
| High |
1.0955 |
1.0966 |
0.0011 |
0.1% |
1.1078 |
| Low |
1.0905 |
1.0930 |
0.0025 |
0.2% |
1.0939 |
| Close |
1.0945 |
1.0943 |
-0.0002 |
0.0% |
1.0952 |
| Range |
0.0050 |
0.0036 |
-0.0014 |
-28.0% |
0.0139 |
| ATR |
0.0040 |
0.0040 |
0.0000 |
-0.7% |
0.0000 |
| Volume |
337 |
409 |
72 |
21.4% |
626 |
|
| Daily Pivots for day following 28-Aug-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1054 |
1.1035 |
1.0963 |
|
| R3 |
1.1018 |
1.0999 |
1.0953 |
|
| R2 |
1.0982 |
1.0982 |
1.0950 |
|
| R1 |
1.0963 |
1.0963 |
1.0946 |
1.0973 |
| PP |
1.0946 |
1.0946 |
1.0946 |
1.0951 |
| S1 |
1.0927 |
1.0927 |
1.0940 |
1.0937 |
| S2 |
1.0910 |
1.0910 |
1.0936 |
|
| S3 |
1.0874 |
1.0891 |
1.0933 |
|
| S4 |
1.0838 |
1.0855 |
1.0923 |
|
|
| 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% |
0.0041 |
0.4% |
45% |
False |
False |
981 |
| 10 |
1.1090 |
1.0905 |
0.0185 |
1.7% |
0.0042 |
0.4% |
21% |
False |
False |
544 |
| 20 |
1.1090 |
1.0905 |
0.0185 |
1.7% |
0.0040 |
0.4% |
21% |
False |
False |
283 |
| 40 |
1.1257 |
1.0905 |
0.0352 |
3.2% |
0.0031 |
0.3% |
11% |
False |
False |
155 |
| 60 |
1.1305 |
1.0905 |
0.0400 |
3.7% |
0.0024 |
0.2% |
10% |
False |
False |
108 |
| 80 |
1.1440 |
1.0905 |
0.0535 |
4.9% |
0.0020 |
0.2% |
7% |
False |
False |
82 |
| 100 |
1.1468 |
1.0905 |
0.0563 |
5.1% |
0.0016 |
0.1% |
7% |
False |
False |
66 |
| 120 |
1.1491 |
1.0905 |
0.0586 |
5.4% |
0.0014 |
0.1% |
6% |
False |
False |
68 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1119 |
|
2.618 |
1.1060 |
|
1.618 |
1.1024 |
|
1.000 |
1.1002 |
|
0.618 |
1.0988 |
|
HIGH |
1.0966 |
|
0.618 |
1.0952 |
|
0.500 |
1.0948 |
|
0.382 |
1.0944 |
|
LOW |
1.0930 |
|
0.618 |
1.0908 |
|
1.000 |
1.0894 |
|
1.618 |
1.0872 |
|
2.618 |
1.0836 |
|
4.250 |
1.0777 |
|
|
| Fisher Pivots for day following 28-Aug-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1.0948 |
1.0941 |
| PP |
1.0946 |
1.0938 |
| S1 |
1.0945 |
1.0936 |
|