CME Swiss Franc Future December 2014
| Trading Metrics calculated at close of trading on 25-Aug-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Aug-2014 |
25-Aug-2014 |
Change |
Change % |
Previous Week |
| Open |
1.0984 |
1.0925 |
-0.0059 |
-0.5% |
1.1078 |
| High |
1.0989 |
1.0948 |
-0.0041 |
-0.4% |
1.1078 |
| Low |
1.0939 |
1.0917 |
-0.0022 |
-0.2% |
1.0939 |
| Close |
1.0952 |
1.0936 |
-0.0016 |
-0.1% |
1.0952 |
| Range |
0.0050 |
0.0031 |
-0.0019 |
-38.0% |
0.0139 |
| ATR |
0.0040 |
0.0039 |
0.0000 |
-0.9% |
0.0000 |
| Volume |
103 |
93 |
-10 |
-9.7% |
626 |
|
| Daily Pivots for day following 25-Aug-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1027 |
1.1012 |
1.0953 |
|
| R3 |
1.0996 |
1.0981 |
1.0945 |
|
| R2 |
1.0965 |
1.0965 |
1.0942 |
|
| R1 |
1.0950 |
1.0950 |
1.0939 |
1.0958 |
| PP |
1.0934 |
1.0934 |
1.0934 |
1.0937 |
| S1 |
1.0919 |
1.0919 |
1.0933 |
1.0927 |
| S2 |
1.0903 |
1.0903 |
1.0930 |
|
| S3 |
1.0872 |
1.0888 |
1.0927 |
|
| S4 |
1.0841 |
1.0857 |
1.0919 |
|
|
| Weekly Pivots for week ending 22-Aug-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1407 |
1.1318 |
1.1028 |
|
| R3 |
1.1268 |
1.1179 |
1.0990 |
|
| R2 |
1.1129 |
1.1129 |
1.0977 |
|
| R1 |
1.1040 |
1.1040 |
1.0965 |
1.1015 |
| PP |
1.0990 |
1.0990 |
1.0990 |
1.0977 |
| S1 |
1.0901 |
1.0901 |
1.0939 |
1.0876 |
| S2 |
1.0851 |
1.0851 |
1.0927 |
|
| S3 |
1.0712 |
1.0762 |
1.0914 |
|
| S4 |
1.0573 |
1.0623 |
1.0876 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1044 |
1.0917 |
0.0127 |
1.2% |
0.0042 |
0.4% |
15% |
False |
True |
133 |
| 10 |
1.1090 |
1.0917 |
0.0173 |
1.6% |
0.0042 |
0.4% |
11% |
False |
True |
78 |
| 20 |
1.1090 |
1.0917 |
0.0173 |
1.6% |
0.0038 |
0.3% |
11% |
False |
True |
52 |
| 40 |
1.1305 |
1.0917 |
0.0388 |
3.5% |
0.0029 |
0.3% |
5% |
False |
True |
42 |
| 60 |
1.1305 |
1.0917 |
0.0388 |
3.5% |
0.0023 |
0.2% |
5% |
False |
True |
30 |
| 80 |
1.1468 |
1.0917 |
0.0551 |
5.0% |
0.0018 |
0.2% |
3% |
False |
True |
23 |
| 100 |
1.1468 |
1.0917 |
0.0551 |
5.0% |
0.0015 |
0.1% |
3% |
False |
True |
19 |
| 120 |
1.1491 |
1.0917 |
0.0574 |
5.2% |
0.0013 |
0.1% |
3% |
False |
True |
33 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1080 |
|
2.618 |
1.1029 |
|
1.618 |
1.0998 |
|
1.000 |
1.0979 |
|
0.618 |
1.0967 |
|
HIGH |
1.0948 |
|
0.618 |
1.0936 |
|
0.500 |
1.0933 |
|
0.382 |
1.0929 |
|
LOW |
1.0917 |
|
0.618 |
1.0898 |
|
1.000 |
1.0886 |
|
1.618 |
1.0867 |
|
2.618 |
1.0836 |
|
4.250 |
1.0785 |
|
|
| Fisher Pivots for day following 25-Aug-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1.0935 |
1.0953 |
| PP |
1.0934 |
1.0947 |
| S1 |
1.0933 |
1.0942 |
|