CME Swiss Franc Future December 2014
| Trading Metrics calculated at close of trading on 21-Aug-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Aug-2014 |
21-Aug-2014 |
Change |
Change % |
Previous Week |
| Open |
1.1004 |
1.0945 |
-0.0059 |
-0.5% |
1.1050 |
| High |
1.1004 |
1.0984 |
-0.0020 |
-0.2% |
1.1090 |
| Low |
1.0954 |
1.0943 |
-0.0011 |
-0.1% |
1.0998 |
| Close |
1.0962 |
1.0983 |
0.0021 |
0.2% |
1.1088 |
| Range |
0.0050 |
0.0041 |
-0.0009 |
-18.0% |
0.0092 |
| ATR |
0.0039 |
0.0039 |
0.0000 |
0.4% |
0.0000 |
| Volume |
207 |
178 |
-29 |
-14.0% |
122 |
|
| Daily Pivots for day following 21-Aug-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1093 |
1.1079 |
1.1006 |
|
| R3 |
1.1052 |
1.1038 |
1.0994 |
|
| R2 |
1.1011 |
1.1011 |
1.0991 |
|
| R1 |
1.0997 |
1.0997 |
1.0987 |
1.1004 |
| PP |
1.0970 |
1.0970 |
1.0970 |
1.0974 |
| S1 |
1.0956 |
1.0956 |
1.0979 |
1.0963 |
| S2 |
1.0929 |
1.0929 |
1.0975 |
|
| S3 |
1.0888 |
1.0915 |
1.0972 |
|
| S4 |
1.0847 |
1.0874 |
1.0960 |
|
|
| 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 |
1.0943 |
0.0147 |
1.3% |
0.0043 |
0.4% |
27% |
False |
True |
107 |
| 10 |
1.1090 |
1.0943 |
0.0147 |
1.3% |
0.0043 |
0.4% |
27% |
False |
True |
65 |
| 20 |
1.1097 |
1.0943 |
0.0154 |
1.4% |
0.0036 |
0.3% |
26% |
False |
True |
47 |
| 40 |
1.1305 |
1.0943 |
0.0362 |
3.3% |
0.0028 |
0.3% |
11% |
False |
True |
37 |
| 60 |
1.1305 |
1.0943 |
0.0362 |
3.3% |
0.0022 |
0.2% |
11% |
False |
True |
27 |
| 80 |
1.1468 |
1.0943 |
0.0525 |
4.8% |
0.0017 |
0.2% |
8% |
False |
True |
21 |
| 100 |
1.1468 |
1.0943 |
0.0525 |
4.8% |
0.0014 |
0.1% |
8% |
False |
True |
17 |
| 120 |
1.1491 |
1.0943 |
0.0548 |
5.0% |
0.0012 |
0.1% |
7% |
False |
True |
34 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1158 |
|
2.618 |
1.1091 |
|
1.618 |
1.1050 |
|
1.000 |
1.1025 |
|
0.618 |
1.1009 |
|
HIGH |
1.0984 |
|
0.618 |
1.0968 |
|
0.500 |
1.0964 |
|
0.382 |
1.0959 |
|
LOW |
1.0943 |
|
0.618 |
1.0918 |
|
1.000 |
1.0902 |
|
1.618 |
1.0877 |
|
2.618 |
1.0836 |
|
4.250 |
1.0769 |
|
|
| Fisher Pivots for day following 21-Aug-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1.0977 |
1.0994 |
| PP |
1.0970 |
1.0990 |
| S1 |
1.0964 |
1.0987 |
|