CME Swiss Franc Future September 2014
| Trading Metrics calculated at close of trading on 01-Aug-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Jul-2014 |
01-Aug-2014 |
Change |
Change % |
Previous Week |
| Open |
1.1006 |
1.1006 |
0.0000 |
0.0% |
1.1057 |
| High |
1.1021 |
1.1064 |
0.0043 |
0.4% |
1.1071 |
| Low |
1.0987 |
1.0996 |
0.0009 |
0.1% |
1.0981 |
| Close |
1.1007 |
1.1043 |
0.0036 |
0.3% |
1.1043 |
| Range |
0.0034 |
0.0068 |
0.0034 |
100.0% |
0.0090 |
| ATR |
0.0042 |
0.0044 |
0.0002 |
4.5% |
0.0000 |
| Volume |
46,555 |
52,211 |
5,656 |
12.1% |
206,822 |
|
| Daily Pivots for day following 01-Aug-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1238 |
1.1209 |
1.1080 |
|
| R3 |
1.1170 |
1.1141 |
1.1062 |
|
| R2 |
1.1102 |
1.1102 |
1.1055 |
|
| R1 |
1.1073 |
1.1073 |
1.1049 |
1.1088 |
| PP |
1.1034 |
1.1034 |
1.1034 |
1.1042 |
| S1 |
1.1005 |
1.1005 |
1.1037 |
1.1020 |
| S2 |
1.0966 |
1.0966 |
1.1031 |
|
| S3 |
1.0898 |
1.0937 |
1.1024 |
|
| S4 |
1.0830 |
1.0869 |
1.1006 |
|
|
| Weekly Pivots for week ending 01-Aug-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1302 |
1.1262 |
1.1093 |
|
| R3 |
1.1212 |
1.1172 |
1.1068 |
|
| R2 |
1.1122 |
1.1122 |
1.1060 |
|
| R1 |
1.1082 |
1.1082 |
1.1051 |
1.1057 |
| PP |
1.1032 |
1.1032 |
1.1032 |
1.1019 |
| S1 |
1.0992 |
1.0992 |
1.1035 |
1.0967 |
| S2 |
1.0942 |
1.0942 |
1.1027 |
|
| S3 |
1.0852 |
1.0902 |
1.1018 |
|
| S4 |
1.0762 |
1.0812 |
1.0994 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1071 |
1.0981 |
0.0090 |
0.8% |
0.0044 |
0.4% |
69% |
False |
False |
41,364 |
| 10 |
1.1151 |
1.0981 |
0.0170 |
1.5% |
0.0040 |
0.4% |
36% |
False |
False |
37,089 |
| 20 |
1.1245 |
1.0981 |
0.0264 |
2.4% |
0.0039 |
0.4% |
23% |
False |
False |
33,974 |
| 40 |
1.1298 |
1.0981 |
0.0317 |
2.9% |
0.0047 |
0.4% |
20% |
False |
False |
30,125 |
| 60 |
1.1503 |
1.0981 |
0.0522 |
4.7% |
0.0048 |
0.4% |
12% |
False |
False |
20,248 |
| 80 |
1.1503 |
1.0981 |
0.0522 |
4.7% |
0.0046 |
0.4% |
12% |
False |
False |
15,198 |
| 100 |
1.1513 |
1.0981 |
0.0532 |
4.8% |
0.0045 |
0.4% |
12% |
False |
False |
12,163 |
| 120 |
1.1513 |
1.0981 |
0.0532 |
4.8% |
0.0040 |
0.4% |
12% |
False |
False |
10,146 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1353 |
|
2.618 |
1.1242 |
|
1.618 |
1.1174 |
|
1.000 |
1.1132 |
|
0.618 |
1.1106 |
|
HIGH |
1.1064 |
|
0.618 |
1.1038 |
|
0.500 |
1.1030 |
|
0.382 |
1.1022 |
|
LOW |
1.0996 |
|
0.618 |
1.0954 |
|
1.000 |
1.0928 |
|
1.618 |
1.0886 |
|
2.618 |
1.0818 |
|
4.250 |
1.0707 |
|
|
| Fisher Pivots for day following 01-Aug-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1.1039 |
1.1036 |
| PP |
1.1034 |
1.1029 |
| S1 |
1.1030 |
1.1023 |
|