CME Swiss Franc Future March 2015
| 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 |
1.0958 |
1.0957 |
-0.0001 |
0.0% |
1.1053 |
| High |
1.0958 |
1.0961 |
0.0003 |
0.0% |
1.1053 |
| Low |
1.0958 |
1.0957 |
-0.0001 |
0.0% |
1.0963 |
| Close |
1.0958 |
1.0957 |
-0.0001 |
0.0% |
1.0963 |
| Range |
0.0000 |
0.0004 |
0.0004 |
|
0.0090 |
| ATR |
0.0026 |
0.0024 |
-0.0002 |
-6.0% |
0.0000 |
| Volume |
1 |
1 |
0 |
0.0% |
5 |
|
| Daily Pivots for day following 28-Aug-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0970 |
1.0968 |
1.0959 |
|
| R3 |
1.0966 |
1.0964 |
1.0958 |
|
| R2 |
1.0962 |
1.0962 |
1.0958 |
|
| R1 |
1.0960 |
1.0960 |
1.0957 |
1.0959 |
| PP |
1.0958 |
1.0958 |
1.0958 |
1.0958 |
| S1 |
1.0956 |
1.0956 |
1.0957 |
1.0955 |
| S2 |
1.0954 |
1.0954 |
1.0956 |
|
| S3 |
1.0950 |
1.0952 |
1.0956 |
|
| S4 |
1.0946 |
1.0948 |
1.0955 |
|
|
| Weekly Pivots for week ending 22-Aug-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1263 |
1.1203 |
1.1013 |
|
| R3 |
1.1173 |
1.1113 |
1.0988 |
|
| R2 |
1.1083 |
1.1083 |
1.0980 |
|
| R1 |
1.1023 |
1.1023 |
1.0971 |
1.1008 |
| PP |
1.0993 |
1.0993 |
1.0993 |
1.0986 |
| S1 |
1.0933 |
1.0933 |
1.0955 |
1.0918 |
| S2 |
1.0903 |
1.0903 |
1.0947 |
|
| S3 |
1.0813 |
1.0843 |
1.0938 |
|
| S4 |
1.0723 |
1.0753 |
1.0914 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0963 |
1.0927 |
0.0036 |
0.3% |
0.0001 |
0.0% |
83% |
False |
False |
1 |
| 10 |
1.1100 |
1.0927 |
0.0173 |
1.6% |
0.0000 |
0.0% |
17% |
False |
False |
1 |
| 20 |
1.1100 |
1.0927 |
0.0173 |
1.6% |
0.0001 |
0.0% |
17% |
False |
False |
1 |
| 40 |
1.1256 |
1.0927 |
0.0329 |
3.0% |
0.0002 |
0.0% |
9% |
False |
False |
6 |
| 60 |
1.1309 |
1.0927 |
0.0382 |
3.5% |
0.0002 |
0.0% |
8% |
False |
False |
4 |
| 80 |
1.1451 |
1.0927 |
0.0524 |
4.8% |
0.0001 |
0.0% |
6% |
False |
False |
3 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0978 |
|
2.618 |
1.0971 |
|
1.618 |
1.0967 |
|
1.000 |
1.0965 |
|
0.618 |
1.0963 |
|
HIGH |
1.0961 |
|
0.618 |
1.0959 |
|
0.500 |
1.0959 |
|
0.382 |
1.0959 |
|
LOW |
1.0957 |
|
0.618 |
1.0955 |
|
1.000 |
1.0953 |
|
1.618 |
1.0951 |
|
2.618 |
1.0947 |
|
4.250 |
1.0940 |
|
|
| Fisher Pivots for day following 28-Aug-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1.0959 |
1.0953 |
| PP |
1.0958 |
1.0948 |
| S1 |
1.0958 |
1.0944 |
|