CME Swiss Franc Future December 2014
| Trading Metrics calculated at close of trading on 03-Sep-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Sep-2014 |
03-Sep-2014 |
Change |
Change % |
Previous Week |
| Open |
1.0890 |
1.0891 |
0.0001 |
0.0% |
1.0925 |
| High |
1.0908 |
1.0909 |
0.0001 |
0.0% |
1.0966 |
| Low |
1.0869 |
1.0881 |
0.0012 |
0.1% |
1.0900 |
| Close |
1.0888 |
1.0905 |
0.0017 |
0.2% |
1.0901 |
| Range |
0.0039 |
0.0028 |
-0.0011 |
-28.2% |
0.0066 |
| ATR |
0.0041 |
0.0040 |
-0.0001 |
-2.2% |
0.0000 |
| Volume |
1,057 |
1,095 |
38 |
3.6% |
6,963 |
|
| Daily Pivots for day following 03-Sep-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0982 |
1.0972 |
1.0920 |
|
| R3 |
1.0954 |
1.0944 |
1.0913 |
|
| R2 |
1.0926 |
1.0926 |
1.0910 |
|
| R1 |
1.0916 |
1.0916 |
1.0908 |
1.0921 |
| PP |
1.0898 |
1.0898 |
1.0898 |
1.0901 |
| S1 |
1.0888 |
1.0888 |
1.0902 |
1.0893 |
| S2 |
1.0870 |
1.0870 |
1.0900 |
|
| S3 |
1.0842 |
1.0860 |
1.0897 |
|
| S4 |
1.0814 |
1.0832 |
1.0890 |
|
|
| Weekly Pivots for week ending 29-Aug-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1120 |
1.1077 |
1.0937 |
|
| R3 |
1.1054 |
1.1011 |
1.0919 |
|
| R2 |
1.0988 |
1.0988 |
1.0913 |
|
| R1 |
1.0945 |
1.0945 |
1.0907 |
1.0934 |
| PP |
1.0922 |
1.0922 |
1.0922 |
1.0917 |
| S1 |
1.0879 |
1.0879 |
1.0895 |
1.0868 |
| S2 |
1.0856 |
1.0856 |
1.0889 |
|
| S3 |
1.0790 |
1.0813 |
1.0883 |
|
| S4 |
1.0724 |
1.0747 |
1.0865 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0966 |
1.0869 |
0.0097 |
0.9% |
0.0041 |
0.4% |
37% |
False |
False |
1,011 |
| 10 |
1.1004 |
1.0869 |
0.0135 |
1.2% |
0.0042 |
0.4% |
27% |
False |
False |
960 |
| 20 |
1.1090 |
1.0869 |
0.0221 |
2.0% |
0.0042 |
0.4% |
16% |
False |
False |
495 |
| 40 |
1.1243 |
1.0869 |
0.0374 |
3.4% |
0.0032 |
0.3% |
10% |
False |
False |
262 |
| 60 |
1.1305 |
1.0869 |
0.0436 |
4.0% |
0.0026 |
0.2% |
8% |
False |
False |
180 |
| 80 |
1.1305 |
1.0869 |
0.0436 |
4.0% |
0.0021 |
0.2% |
8% |
False |
False |
135 |
| 100 |
1.1468 |
1.0869 |
0.0599 |
5.5% |
0.0017 |
0.2% |
6% |
False |
False |
109 |
| 120 |
1.1491 |
1.0869 |
0.0622 |
5.7% |
0.0015 |
0.1% |
6% |
False |
False |
100 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1028 |
|
2.618 |
1.0982 |
|
1.618 |
1.0954 |
|
1.000 |
1.0937 |
|
0.618 |
1.0926 |
|
HIGH |
1.0909 |
|
0.618 |
1.0898 |
|
0.500 |
1.0895 |
|
0.382 |
1.0892 |
|
LOW |
1.0881 |
|
0.618 |
1.0864 |
|
1.000 |
1.0853 |
|
1.618 |
1.0836 |
|
2.618 |
1.0808 |
|
4.250 |
1.0762 |
|
|
| Fisher Pivots for day following 03-Sep-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1.0902 |
1.0911 |
| PP |
1.0898 |
1.0909 |
| S1 |
1.0895 |
1.0907 |
|