CME Swiss Franc Future December 2014
| Trading Metrics calculated at close of trading on 20-Aug-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Aug-2014 |
20-Aug-2014 |
Change |
Change % |
Previous Week |
| Open |
1.1035 |
1.1004 |
-0.0031 |
-0.3% |
1.1050 |
| High |
1.1044 |
1.1004 |
-0.0040 |
-0.4% |
1.1090 |
| Low |
1.1007 |
1.0954 |
-0.0053 |
-0.5% |
1.0998 |
| Close |
1.1010 |
1.0962 |
-0.0048 |
-0.4% |
1.1088 |
| Range |
0.0037 |
0.0050 |
0.0013 |
35.1% |
0.0092 |
| ATR |
0.0037 |
0.0039 |
0.0001 |
3.5% |
0.0000 |
| Volume |
88 |
207 |
119 |
135.2% |
122 |
|
| Daily Pivots for day following 20-Aug-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1123 |
1.1093 |
1.0990 |
|
| R3 |
1.1073 |
1.1043 |
1.0976 |
|
| R2 |
1.1023 |
1.1023 |
1.0971 |
|
| R1 |
1.0993 |
1.0993 |
1.0967 |
1.0983 |
| PP |
1.0973 |
1.0973 |
1.0973 |
1.0969 |
| S1 |
1.0943 |
1.0943 |
1.0957 |
1.0933 |
| S2 |
1.0923 |
1.0923 |
1.0953 |
|
| S3 |
1.0873 |
1.0893 |
1.0948 |
|
| S4 |
1.0823 |
1.0843 |
1.0935 |
|
|
| 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 |
1.0954 |
0.0136 |
1.2% |
0.0041 |
0.4% |
6% |
False |
True |
76 |
| 10 |
1.1090 |
1.0954 |
0.0136 |
1.2% |
0.0043 |
0.4% |
6% |
False |
True |
50 |
| 20 |
1.1106 |
1.0954 |
0.0152 |
1.4% |
0.0035 |
0.3% |
5% |
False |
True |
40 |
| 40 |
1.1305 |
1.0954 |
0.0351 |
3.2% |
0.0027 |
0.2% |
2% |
False |
True |
34 |
| 60 |
1.1305 |
1.0954 |
0.0351 |
3.2% |
0.0022 |
0.2% |
2% |
False |
True |
24 |
| 80 |
1.1468 |
1.0954 |
0.0514 |
4.7% |
0.0017 |
0.2% |
2% |
False |
True |
18 |
| 100 |
1.1468 |
1.0954 |
0.0514 |
4.7% |
0.0014 |
0.1% |
2% |
False |
True |
15 |
| 120 |
1.1491 |
1.0954 |
0.0537 |
4.9% |
0.0012 |
0.1% |
1% |
False |
True |
32 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1217 |
|
2.618 |
1.1135 |
|
1.618 |
1.1085 |
|
1.000 |
1.1054 |
|
0.618 |
1.1035 |
|
HIGH |
1.1004 |
|
0.618 |
1.0985 |
|
0.500 |
1.0979 |
|
0.382 |
1.0973 |
|
LOW |
1.0954 |
|
0.618 |
1.0923 |
|
1.000 |
1.0904 |
|
1.618 |
1.0873 |
|
2.618 |
1.0823 |
|
4.250 |
1.0742 |
|
|
| Fisher Pivots for day following 20-Aug-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1.0979 |
1.1016 |
| PP |
1.0973 |
1.0998 |
| S1 |
1.0968 |
1.0980 |
|