CME Swiss Franc Future March 2015
| Trading Metrics calculated at close of trading on 18-Aug-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Aug-2014 |
18-Aug-2014 |
Change |
Change % |
Previous Week |
| Open |
1.1100 |
1.1053 |
-0.0047 |
-0.4% |
1.1051 |
| High |
1.1100 |
1.1053 |
-0.0047 |
-0.4% |
1.1100 |
| Low |
1.1100 |
1.1053 |
-0.0047 |
-0.4% |
1.1038 |
| Close |
1.1100 |
1.1053 |
-0.0047 |
-0.4% |
1.1100 |
| Range |
|
|
|
|
|
| ATR |
0.0023 |
0.0024 |
0.0002 |
7.7% |
0.0000 |
| Volume |
1 |
1 |
0 |
0.0% |
5 |
|
| Daily Pivots for day following 18-Aug-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1053 |
1.1053 |
1.1053 |
|
| R3 |
1.1053 |
1.1053 |
1.1053 |
|
| R2 |
1.1053 |
1.1053 |
1.1053 |
|
| R1 |
1.1053 |
1.1053 |
1.1053 |
1.1053 |
| PP |
1.1053 |
1.1053 |
1.1053 |
1.1053 |
| S1 |
1.1053 |
1.1053 |
1.1053 |
1.1053 |
| S2 |
1.1053 |
1.1053 |
1.1053 |
|
| S3 |
1.1053 |
1.1053 |
1.1053 |
|
| S4 |
1.1053 |
1.1053 |
1.1053 |
|
|
| Weekly Pivots for week ending 15-Aug-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1265 |
1.1245 |
1.1134 |
|
| R3 |
1.1203 |
1.1183 |
1.1117 |
|
| R2 |
1.1141 |
1.1141 |
1.1111 |
|
| R1 |
1.1121 |
1.1121 |
1.1106 |
1.1131 |
| PP |
1.1079 |
1.1079 |
1.1079 |
1.1085 |
| S1 |
1.1059 |
1.1059 |
1.1094 |
1.1069 |
| S2 |
1.1017 |
1.1017 |
1.1089 |
|
| S3 |
1.0955 |
1.0997 |
1.1083 |
|
| S4 |
1.0893 |
1.0935 |
1.1066 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1100 |
1.1038 |
0.0062 |
0.6% |
0.0004 |
0.0% |
24% |
False |
False |
1 |
| 10 |
1.1100 |
1.1016 |
0.0084 |
0.8% |
0.0002 |
0.0% |
44% |
False |
False |
1 |
| 20 |
1.1107 |
1.1016 |
0.0091 |
0.8% |
0.0002 |
0.0% |
41% |
False |
False |
1 |
| 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 |
1.1053 |
|
2.618 |
1.1053 |
|
1.618 |
1.1053 |
|
1.000 |
1.1053 |
|
0.618 |
1.1053 |
|
HIGH |
1.1053 |
|
0.618 |
1.1053 |
|
0.500 |
1.1053 |
|
0.382 |
1.1053 |
|
LOW |
1.1053 |
|
0.618 |
1.1053 |
|
1.000 |
1.1053 |
|
1.618 |
1.1053 |
|
2.618 |
1.1053 |
|
4.250 |
1.1053 |
|
|
| Fisher Pivots for day following 18-Aug-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1.1053 |
1.1077 |
| PP |
1.1053 |
1.1069 |
| S1 |
1.1053 |
1.1061 |
|