CME Swiss Franc Future March 2015
| Trading Metrics calculated at close of trading on 14-Aug-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Aug-2014 |
14-Aug-2014 |
Change |
Change % |
Previous Week |
| Open |
1.1043 |
1.1075 |
0.0032 |
0.3% |
1.1050 |
| High |
1.1043 |
1.1075 |
0.0032 |
0.3% |
1.1067 |
| Low |
1.1043 |
1.1055 |
0.0012 |
0.1% |
1.1016 |
| Close |
1.1043 |
1.1055 |
0.0012 |
0.1% |
1.1067 |
| Range |
0.0000 |
0.0020 |
0.0020 |
|
0.0051 |
| ATR |
0.0020 |
0.0021 |
0.0001 |
4.2% |
0.0000 |
| Volume |
1 |
1 |
0 |
0.0% |
5 |
|
| Daily Pivots for day following 14-Aug-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1122 |
1.1108 |
1.1066 |
|
| R3 |
1.1102 |
1.1088 |
1.1061 |
|
| R2 |
1.1082 |
1.1082 |
1.1059 |
|
| R1 |
1.1068 |
1.1068 |
1.1057 |
1.1065 |
| PP |
1.1062 |
1.1062 |
1.1062 |
1.1060 |
| S1 |
1.1048 |
1.1048 |
1.1053 |
1.1045 |
| S2 |
1.1042 |
1.1042 |
1.1051 |
|
| S3 |
1.1022 |
1.1028 |
1.1050 |
|
| S4 |
1.1002 |
1.1008 |
1.1044 |
|
|
| Weekly Pivots for week ending 08-Aug-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1203 |
1.1186 |
1.1095 |
|
| R3 |
1.1152 |
1.1135 |
1.1081 |
|
| R2 |
1.1101 |
1.1101 |
1.1076 |
|
| R1 |
1.1084 |
1.1084 |
1.1072 |
1.1093 |
| PP |
1.1050 |
1.1050 |
1.1050 |
1.1054 |
| S1 |
1.1033 |
1.1033 |
1.1062 |
1.1042 |
| S2 |
1.0999 |
1.0999 |
1.1058 |
|
| S3 |
1.0948 |
1.0982 |
1.1053 |
|
| S4 |
1.0897 |
1.0931 |
1.1039 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1075 |
1.1038 |
0.0037 |
0.3% |
0.0004 |
0.0% |
46% |
True |
False |
1 |
| 10 |
1.1075 |
1.1016 |
0.0059 |
0.5% |
0.0002 |
0.0% |
66% |
True |
False |
1 |
| 20 |
1.1163 |
1.1016 |
0.0147 |
1.3% |
0.0002 |
0.0% |
27% |
False |
False |
3 |
| 40 |
1.1309 |
1.1016 |
0.0293 |
2.7% |
0.0002 |
0.0% |
13% |
False |
False |
6 |
| 60 |
1.1309 |
1.1016 |
0.0293 |
2.7% |
0.0002 |
0.0% |
13% |
False |
False |
4 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1160 |
|
2.618 |
1.1127 |
|
1.618 |
1.1107 |
|
1.000 |
1.1095 |
|
0.618 |
1.1087 |
|
HIGH |
1.1075 |
|
0.618 |
1.1067 |
|
0.500 |
1.1065 |
|
0.382 |
1.1063 |
|
LOW |
1.1055 |
|
0.618 |
1.1043 |
|
1.000 |
1.1035 |
|
1.618 |
1.1023 |
|
2.618 |
1.1003 |
|
4.250 |
1.0970 |
|
|
| Fisher Pivots for day following 14-Aug-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1.1065 |
1.1057 |
| PP |
1.1062 |
1.1056 |
| S1 |
1.1058 |
1.1056 |
|