CME Swiss Franc Future September 2014
| Trading Metrics calculated at close of trading on 22-Aug-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Aug-2014 |
22-Aug-2014 |
Change |
Change % |
Previous Week |
| Open |
1.0947 |
1.0973 |
0.0026 |
0.2% |
1.1072 |
| High |
1.0977 |
1.0987 |
0.0010 |
0.1% |
1.1081 |
| Low |
1.0936 |
1.0926 |
-0.0010 |
-0.1% |
1.0926 |
| Close |
1.0974 |
1.0943 |
-0.0031 |
-0.3% |
1.0943 |
| Range |
0.0041 |
0.0061 |
0.0020 |
48.8% |
0.0155 |
| ATR |
0.0048 |
0.0049 |
0.0001 |
1.9% |
0.0000 |
| Volume |
28,077 |
41,835 |
13,758 |
49.0% |
154,098 |
|
| Daily Pivots for day following 22-Aug-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1135 |
1.1100 |
1.0977 |
|
| R3 |
1.1074 |
1.1039 |
1.0960 |
|
| R2 |
1.1013 |
1.1013 |
1.0954 |
|
| R1 |
1.0978 |
1.0978 |
1.0949 |
1.0965 |
| PP |
1.0952 |
1.0952 |
1.0952 |
1.0946 |
| S1 |
1.0917 |
1.0917 |
1.0937 |
1.0904 |
| S2 |
1.0891 |
1.0891 |
1.0932 |
|
| S3 |
1.0830 |
1.0856 |
1.0926 |
|
| S4 |
1.0769 |
1.0795 |
1.0909 |
|
|
| Weekly Pivots for week ending 22-Aug-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1448 |
1.1351 |
1.1028 |
|
| R3 |
1.1293 |
1.1196 |
1.0986 |
|
| R2 |
1.1138 |
1.1138 |
1.0971 |
|
| R1 |
1.1041 |
1.1041 |
1.0957 |
1.1012 |
| PP |
1.0983 |
1.0983 |
1.0983 |
1.0969 |
| S1 |
1.0886 |
1.0886 |
1.0929 |
1.0857 |
| S2 |
1.0828 |
1.0828 |
1.0915 |
|
| S3 |
1.0673 |
1.0731 |
1.0900 |
|
| S4 |
1.0518 |
1.0576 |
1.0858 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1081 |
1.0926 |
0.0155 |
1.4% |
0.0051 |
0.5% |
11% |
False |
True |
30,819 |
| 10 |
1.1084 |
1.0926 |
0.0158 |
1.4% |
0.0051 |
0.5% |
11% |
False |
True |
31,010 |
| 20 |
1.1084 |
1.0926 |
0.0158 |
1.4% |
0.0049 |
0.5% |
11% |
False |
True |
35,124 |
| 40 |
1.1298 |
1.0926 |
0.0372 |
3.4% |
0.0046 |
0.4% |
5% |
False |
True |
33,394 |
| 60 |
1.1298 |
1.0926 |
0.0372 |
3.4% |
0.0050 |
0.5% |
5% |
False |
True |
28,468 |
| 80 |
1.1503 |
1.0926 |
0.0577 |
5.3% |
0.0048 |
0.4% |
3% |
False |
True |
21,383 |
| 100 |
1.1503 |
1.0926 |
0.0577 |
5.3% |
0.0048 |
0.4% |
3% |
False |
True |
17,116 |
| 120 |
1.1513 |
1.0926 |
0.0587 |
5.4% |
0.0045 |
0.4% |
3% |
False |
True |
14,267 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1246 |
|
2.618 |
1.1147 |
|
1.618 |
1.1086 |
|
1.000 |
1.1048 |
|
0.618 |
1.1025 |
|
HIGH |
1.0987 |
|
0.618 |
1.0964 |
|
0.500 |
1.0957 |
|
0.382 |
1.0949 |
|
LOW |
1.0926 |
|
0.618 |
1.0888 |
|
1.000 |
1.0865 |
|
1.618 |
1.0827 |
|
2.618 |
1.0766 |
|
4.250 |
1.0667 |
|
|
| Fisher Pivots for day following 22-Aug-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1.0957 |
1.0965 |
| PP |
1.0952 |
1.0957 |
| S1 |
1.0948 |
1.0950 |
|