CME Swiss Franc Future September 2014
| Trading Metrics calculated at close of trading on 07-Aug-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Aug-2014 |
07-Aug-2014 |
Change |
Change % |
Previous Week |
| Open |
1.0998 |
1.1021 |
0.0023 |
0.2% |
1.1057 |
| High |
1.1027 |
1.1032 |
0.0005 |
0.0% |
1.1071 |
| Low |
1.0974 |
1.0985 |
0.0011 |
0.1% |
1.0981 |
| Close |
1.1017 |
1.1005 |
-0.0012 |
-0.1% |
1.1043 |
| Range |
0.0053 |
0.0047 |
-0.0006 |
-11.3% |
0.0090 |
| ATR |
0.0044 |
0.0044 |
0.0000 |
0.5% |
0.0000 |
| Volume |
39,927 |
33,588 |
-6,339 |
-15.9% |
206,822 |
|
| Daily Pivots for day following 07-Aug-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1148 |
1.1124 |
1.1031 |
|
| R3 |
1.1101 |
1.1077 |
1.1018 |
|
| R2 |
1.1054 |
1.1054 |
1.1014 |
|
| R1 |
1.1030 |
1.1030 |
1.1009 |
1.1019 |
| PP |
1.1007 |
1.1007 |
1.1007 |
1.1002 |
| S1 |
1.0983 |
1.0983 |
1.1001 |
1.0972 |
| S2 |
1.0960 |
1.0960 |
1.0996 |
|
| S3 |
1.0913 |
1.0936 |
1.0992 |
|
| S4 |
1.0866 |
1.0889 |
1.0979 |
|
|
| 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 |
1.0974 |
0.0090 |
0.8% |
0.0049 |
0.4% |
34% |
False |
False |
38,512 |
| 10 |
1.1092 |
1.0974 |
0.0118 |
1.1% |
0.0044 |
0.4% |
26% |
False |
False |
38,087 |
| 20 |
1.1245 |
1.0974 |
0.0271 |
2.5% |
0.0041 |
0.4% |
11% |
False |
False |
35,471 |
| 40 |
1.1298 |
1.0974 |
0.0324 |
2.9% |
0.0046 |
0.4% |
10% |
False |
False |
32,610 |
| 60 |
1.1298 |
1.0974 |
0.0324 |
2.9% |
0.0046 |
0.4% |
10% |
False |
False |
22,582 |
| 80 |
1.1503 |
1.0974 |
0.0529 |
4.8% |
0.0046 |
0.4% |
6% |
False |
False |
16,949 |
| 100 |
1.1503 |
1.0974 |
0.0529 |
4.8% |
0.0046 |
0.4% |
6% |
False |
False |
13,566 |
| 120 |
1.1513 |
1.0974 |
0.0539 |
4.9% |
0.0041 |
0.4% |
6% |
False |
False |
11,309 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1232 |
|
2.618 |
1.1155 |
|
1.618 |
1.1108 |
|
1.000 |
1.1079 |
|
0.618 |
1.1061 |
|
HIGH |
1.1032 |
|
0.618 |
1.1014 |
|
0.500 |
1.1009 |
|
0.382 |
1.1003 |
|
LOW |
1.0985 |
|
0.618 |
1.0956 |
|
1.000 |
1.0938 |
|
1.618 |
1.0909 |
|
2.618 |
1.0862 |
|
4.250 |
1.0785 |
|
|
| Fisher Pivots for day following 07-Aug-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1.1009 |
1.1005 |
| PP |
1.1007 |
1.1005 |
| S1 |
1.1006 |
1.1005 |
|