CME Swiss Franc Future September 2014
| Trading Metrics calculated at close of trading on 05-Aug-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Aug-2014 |
05-Aug-2014 |
Change |
Change % |
Previous Week |
| Open |
1.1044 |
1.1030 |
-0.0014 |
-0.1% |
1.1057 |
| High |
1.1046 |
1.1035 |
-0.0011 |
-0.1% |
1.1071 |
| Low |
1.1025 |
1.0978 |
-0.0047 |
-0.4% |
1.0981 |
| Close |
1.1031 |
1.0998 |
-0.0033 |
-0.3% |
1.1043 |
| Range |
0.0021 |
0.0057 |
0.0036 |
171.4% |
0.0090 |
| ATR |
0.0042 |
0.0043 |
0.0001 |
2.5% |
0.0000 |
| Volume |
30,010 |
36,824 |
6,814 |
22.7% |
206,822 |
|
| Daily Pivots for day following 05-Aug-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1175 |
1.1143 |
1.1029 |
|
| R3 |
1.1118 |
1.1086 |
1.1014 |
|
| R2 |
1.1061 |
1.1061 |
1.1008 |
|
| R1 |
1.1029 |
1.1029 |
1.1003 |
1.1017 |
| PP |
1.1004 |
1.1004 |
1.1004 |
1.0997 |
| S1 |
1.0972 |
1.0972 |
1.0993 |
1.0960 |
| S2 |
1.0947 |
1.0947 |
1.0988 |
|
| S3 |
1.0890 |
1.0915 |
1.0982 |
|
| S4 |
1.0833 |
1.0858 |
1.0967 |
|
|
| 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 |
1.1064 |
1.0978 |
0.0086 |
0.8% |
0.0047 |
0.4% |
23% |
False |
True |
42,930 |
| 10 |
1.1104 |
1.0978 |
0.0126 |
1.1% |
0.0040 |
0.4% |
16% |
False |
True |
36,992 |
| 20 |
1.1245 |
1.0978 |
0.0267 |
2.4% |
0.0040 |
0.4% |
7% |
False |
True |
34,572 |
| 40 |
1.1298 |
1.0978 |
0.0320 |
2.9% |
0.0046 |
0.4% |
6% |
False |
True |
31,524 |
| 60 |
1.1298 |
1.0978 |
0.0320 |
2.9% |
0.0046 |
0.4% |
6% |
False |
True |
21,359 |
| 80 |
1.1503 |
1.0978 |
0.0525 |
4.8% |
0.0046 |
0.4% |
4% |
False |
True |
16,032 |
| 100 |
1.1503 |
1.0978 |
0.0525 |
4.8% |
0.0045 |
0.4% |
4% |
False |
True |
12,831 |
| 120 |
1.1513 |
1.0978 |
0.0535 |
4.9% |
0.0041 |
0.4% |
4% |
False |
True |
10,701 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1277 |
|
2.618 |
1.1184 |
|
1.618 |
1.1127 |
|
1.000 |
1.1092 |
|
0.618 |
1.1070 |
|
HIGH |
1.1035 |
|
0.618 |
1.1013 |
|
0.500 |
1.1007 |
|
0.382 |
1.1000 |
|
LOW |
1.0978 |
|
0.618 |
1.0943 |
|
1.000 |
1.0921 |
|
1.618 |
1.0886 |
|
2.618 |
1.0829 |
|
4.250 |
1.0736 |
|
|
| Fisher Pivots for day following 05-Aug-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1.1007 |
1.1021 |
| PP |
1.1004 |
1.1013 |
| S1 |
1.1001 |
1.1006 |
|