CME Swiss Franc Future December 2014
| Trading Metrics calculated at close of trading on 18-Aug-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Aug-2014 |
18-Aug-2014 |
Change |
Change % |
Previous Week |
| Open |
1.1041 |
1.1078 |
0.0037 |
0.3% |
1.1050 |
| High |
1.1090 |
1.1078 |
-0.0012 |
-0.1% |
1.1090 |
| Low |
1.1041 |
1.1039 |
-0.0002 |
0.0% |
1.0998 |
| Close |
1.1088 |
1.1042 |
-0.0046 |
-0.4% |
1.1088 |
| Range |
0.0049 |
0.0039 |
-0.0010 |
-20.4% |
0.0092 |
| ATR |
0.0037 |
0.0038 |
0.0001 |
2.4% |
0.0000 |
| Volume |
16 |
50 |
34 |
212.5% |
122 |
|
| Daily Pivots for day following 18-Aug-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1170 |
1.1145 |
1.1063 |
|
| R3 |
1.1131 |
1.1106 |
1.1053 |
|
| R2 |
1.1092 |
1.1092 |
1.1049 |
|
| R1 |
1.1067 |
1.1067 |
1.1046 |
1.1060 |
| PP |
1.1053 |
1.1053 |
1.1053 |
1.1050 |
| S1 |
1.1028 |
1.1028 |
1.1038 |
1.1021 |
| S2 |
1.1014 |
1.1014 |
1.1035 |
|
| S3 |
1.0975 |
1.0989 |
1.1031 |
|
| S4 |
1.0936 |
1.0950 |
1.1021 |
|
|
| Weekly Pivots for week ending 15-Aug-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1335 |
1.1303 |
1.1139 |
|
| R3 |
1.1243 |
1.1211 |
1.1113 |
|
| R2 |
1.1151 |
1.1151 |
1.1105 |
|
| R1 |
1.1119 |
1.1119 |
1.1096 |
1.1135 |
| PP |
1.1059 |
1.1059 |
1.1059 |
1.1067 |
| S1 |
1.1027 |
1.1027 |
1.1080 |
1.1043 |
| S2 |
1.0967 |
1.0967 |
1.1071 |
|
| S3 |
1.0875 |
1.0935 |
1.1063 |
|
| S4 |
1.0783 |
1.0843 |
1.1037 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1090 |
1.0998 |
0.0092 |
0.8% |
0.0043 |
0.4% |
48% |
False |
False |
22 |
| 10 |
1.1090 |
1.0986 |
0.0104 |
0.9% |
0.0040 |
0.4% |
54% |
False |
False |
22 |
| 20 |
1.1150 |
1.0986 |
0.0164 |
1.5% |
0.0034 |
0.3% |
34% |
False |
False |
31 |
| 40 |
1.1305 |
1.0986 |
0.0319 |
2.9% |
0.0025 |
0.2% |
18% |
False |
False |
27 |
| 60 |
1.1305 |
1.0986 |
0.0319 |
2.9% |
0.0021 |
0.2% |
18% |
False |
False |
19 |
| 80 |
1.1468 |
1.0986 |
0.0482 |
4.4% |
0.0016 |
0.1% |
12% |
False |
False |
15 |
| 100 |
1.1468 |
1.0986 |
0.0482 |
4.4% |
0.0013 |
0.1% |
12% |
False |
False |
12 |
| 120 |
1.1491 |
1.0986 |
0.0505 |
4.6% |
0.0011 |
0.1% |
11% |
False |
False |
30 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1244 |
|
2.618 |
1.1180 |
|
1.618 |
1.1141 |
|
1.000 |
1.1117 |
|
0.618 |
1.1102 |
|
HIGH |
1.1078 |
|
0.618 |
1.1063 |
|
0.500 |
1.1059 |
|
0.382 |
1.1054 |
|
LOW |
1.1039 |
|
0.618 |
1.1015 |
|
1.000 |
1.1000 |
|
1.618 |
1.0976 |
|
2.618 |
1.0937 |
|
4.250 |
1.0873 |
|
|
| Fisher Pivots for day following 18-Aug-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1.1059 |
1.1065 |
| PP |
1.1053 |
1.1057 |
| S1 |
1.1048 |
1.1050 |
|