CME Swiss Franc Future December 2014
| Trading Metrics calculated at close of trading on 13-Aug-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Aug-2014 |
13-Aug-2014 |
Change |
Change % |
Previous Week |
| Open |
1.1018 |
1.1028 |
0.0010 |
0.1% |
1.1045 |
| High |
1.1028 |
1.1069 |
0.0041 |
0.4% |
1.1080 |
| Low |
1.0998 |
1.1003 |
0.0005 |
0.0% |
1.0986 |
| Close |
1.1028 |
1.1033 |
0.0005 |
0.0% |
1.1055 |
| Range |
0.0030 |
0.0066 |
0.0036 |
120.0% |
0.0094 |
| ATR |
0.0033 |
0.0036 |
0.0002 |
7.0% |
0.0000 |
| Volume |
7 |
21 |
14 |
200.0% |
84 |
|
| Daily Pivots for day following 13-Aug-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1233 |
1.1199 |
1.1069 |
|
| R3 |
1.1167 |
1.1133 |
1.1051 |
|
| R2 |
1.1101 |
1.1101 |
1.1045 |
|
| R1 |
1.1067 |
1.1067 |
1.1039 |
1.1084 |
| PP |
1.1035 |
1.1035 |
1.1035 |
1.1044 |
| S1 |
1.1001 |
1.1001 |
1.1027 |
1.1018 |
| S2 |
1.0969 |
1.0969 |
1.1021 |
|
| S3 |
1.0903 |
1.0935 |
1.1015 |
|
| S4 |
1.0837 |
1.0869 |
1.0997 |
|
|
| Weekly Pivots for week ending 08-Aug-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1322 |
1.1283 |
1.1107 |
|
| R3 |
1.1228 |
1.1189 |
1.1081 |
|
| R2 |
1.1134 |
1.1134 |
1.1072 |
|
| R1 |
1.1095 |
1.1095 |
1.1064 |
1.1115 |
| PP |
1.1040 |
1.1040 |
1.1040 |
1.1050 |
| S1 |
1.1001 |
1.1001 |
1.1046 |
1.1021 |
| S2 |
1.0946 |
1.0946 |
1.1038 |
|
| S3 |
1.0852 |
1.0907 |
1.1029 |
|
| S4 |
1.0758 |
1.0813 |
1.1003 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1080 |
1.0998 |
0.0082 |
0.7% |
0.0044 |
0.4% |
43% |
False |
False |
24 |
| 10 |
1.1080 |
1.0986 |
0.0094 |
0.9% |
0.0037 |
0.3% |
50% |
False |
False |
20 |
| 20 |
1.1157 |
1.0986 |
0.0171 |
1.5% |
0.0029 |
0.3% |
27% |
False |
False |
30 |
| 40 |
1.1305 |
1.0986 |
0.0319 |
2.9% |
0.0024 |
0.2% |
15% |
False |
False |
25 |
| 60 |
1.1305 |
1.0986 |
0.0319 |
2.9% |
0.0019 |
0.2% |
15% |
False |
False |
17 |
| 80 |
1.1468 |
1.0986 |
0.0482 |
4.4% |
0.0014 |
0.1% |
10% |
False |
False |
14 |
| 100 |
1.1468 |
1.0986 |
0.0482 |
4.4% |
0.0012 |
0.1% |
10% |
False |
False |
13 |
| 120 |
1.1491 |
1.0986 |
0.0505 |
4.6% |
0.0010 |
0.1% |
9% |
False |
False |
29 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1350 |
|
2.618 |
1.1242 |
|
1.618 |
1.1176 |
|
1.000 |
1.1135 |
|
0.618 |
1.1110 |
|
HIGH |
1.1069 |
|
0.618 |
1.1044 |
|
0.500 |
1.1036 |
|
0.382 |
1.1028 |
|
LOW |
1.1003 |
|
0.618 |
1.0962 |
|
1.000 |
1.0937 |
|
1.618 |
1.0896 |
|
2.618 |
1.0830 |
|
4.250 |
1.0723 |
|
|
| Fisher Pivots for day following 13-Aug-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1.1036 |
1.1034 |
| PP |
1.1035 |
1.1033 |
| S1 |
1.1034 |
1.1033 |
|