CME Swiss Franc Future December 2014
| Trading Metrics calculated at close of trading on 19-Aug-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Aug-2014 |
19-Aug-2014 |
Change |
Change % |
Previous Week |
| Open |
1.1078 |
1.1035 |
-0.0043 |
-0.4% |
1.1050 |
| High |
1.1078 |
1.1044 |
-0.0034 |
-0.3% |
1.1090 |
| Low |
1.1039 |
1.1007 |
-0.0032 |
-0.3% |
1.0998 |
| Close |
1.1042 |
1.1010 |
-0.0032 |
-0.3% |
1.1088 |
| Range |
0.0039 |
0.0037 |
-0.0002 |
-5.1% |
0.0092 |
| ATR |
0.0038 |
0.0037 |
0.0000 |
-0.1% |
0.0000 |
| Volume |
50 |
88 |
38 |
76.0% |
122 |
|
| Daily Pivots for day following 19-Aug-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1131 |
1.1108 |
1.1030 |
|
| R3 |
1.1094 |
1.1071 |
1.1020 |
|
| R2 |
1.1057 |
1.1057 |
1.1017 |
|
| R1 |
1.1034 |
1.1034 |
1.1013 |
1.1027 |
| PP |
1.1020 |
1.1020 |
1.1020 |
1.1017 |
| S1 |
1.0997 |
1.0997 |
1.1007 |
1.0990 |
| S2 |
1.0983 |
1.0983 |
1.1003 |
|
| S3 |
1.0946 |
1.0960 |
1.1000 |
|
| S4 |
1.0909 |
1.0923 |
1.0990 |
|
|
| 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 |
1.1003 |
0.0087 |
0.8% |
0.0044 |
0.4% |
8% |
False |
False |
39 |
| 10 |
1.1090 |
1.0986 |
0.0104 |
0.9% |
0.0042 |
0.4% |
23% |
False |
False |
31 |
| 20 |
1.1106 |
1.0986 |
0.0120 |
1.1% |
0.0033 |
0.3% |
20% |
False |
False |
34 |
| 40 |
1.1305 |
1.0986 |
0.0319 |
2.9% |
0.0026 |
0.2% |
8% |
False |
False |
29 |
| 60 |
1.1305 |
1.0986 |
0.0319 |
2.9% |
0.0021 |
0.2% |
8% |
False |
False |
20 |
| 80 |
1.1468 |
1.0986 |
0.0482 |
4.4% |
0.0016 |
0.1% |
5% |
False |
False |
16 |
| 100 |
1.1468 |
1.0986 |
0.0482 |
4.4% |
0.0013 |
0.1% |
5% |
False |
False |
13 |
| 120 |
1.1491 |
1.0986 |
0.0505 |
4.6% |
0.0011 |
0.1% |
5% |
False |
False |
30 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1201 |
|
2.618 |
1.1141 |
|
1.618 |
1.1104 |
|
1.000 |
1.1081 |
|
0.618 |
1.1067 |
|
HIGH |
1.1044 |
|
0.618 |
1.1030 |
|
0.500 |
1.1026 |
|
0.382 |
1.1021 |
|
LOW |
1.1007 |
|
0.618 |
1.0984 |
|
1.000 |
1.0970 |
|
1.618 |
1.0947 |
|
2.618 |
1.0910 |
|
4.250 |
1.0850 |
|
|
| Fisher Pivots for day following 19-Aug-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1.1026 |
1.1049 |
| PP |
1.1020 |
1.1036 |
| S1 |
1.1015 |
1.1023 |
|