CME Swiss Franc Future December 2014
| Trading Metrics calculated at close of trading on 26-Aug-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Aug-2014 |
26-Aug-2014 |
Change |
Change % |
Previous Week |
| Open |
1.0925 |
1.0942 |
0.0017 |
0.2% |
1.1078 |
| High |
1.0948 |
1.0943 |
-0.0005 |
0.0% |
1.1078 |
| Low |
1.0917 |
1.0906 |
-0.0011 |
-0.1% |
1.0939 |
| Close |
1.0936 |
1.0914 |
-0.0022 |
-0.2% |
1.0952 |
| Range |
0.0031 |
0.0037 |
0.0006 |
19.4% |
0.0139 |
| ATR |
0.0039 |
0.0039 |
0.0000 |
-0.4% |
0.0000 |
| Volume |
93 |
3,967 |
3,874 |
4,165.6% |
626 |
|
| Daily Pivots for day following 26-Aug-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1032 |
1.1010 |
1.0934 |
|
| R3 |
1.0995 |
1.0973 |
1.0924 |
|
| R2 |
1.0958 |
1.0958 |
1.0921 |
|
| R1 |
1.0936 |
1.0936 |
1.0917 |
1.0929 |
| PP |
1.0921 |
1.0921 |
1.0921 |
1.0917 |
| S1 |
1.0899 |
1.0899 |
1.0911 |
1.0892 |
| S2 |
1.0884 |
1.0884 |
1.0907 |
|
| S3 |
1.0847 |
1.0862 |
1.0904 |
|
| S4 |
1.0810 |
1.0825 |
1.0894 |
|
|
| 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 |
1.1004 |
1.0906 |
0.0098 |
0.9% |
0.0042 |
0.4% |
8% |
False |
True |
909 |
| 10 |
1.1090 |
1.0906 |
0.0184 |
1.7% |
0.0043 |
0.4% |
4% |
False |
True |
474 |
| 20 |
1.1090 |
1.0906 |
0.0184 |
1.7% |
0.0038 |
0.3% |
4% |
False |
True |
249 |
| 40 |
1.1305 |
1.0906 |
0.0399 |
3.7% |
0.0029 |
0.3% |
2% |
False |
True |
140 |
| 60 |
1.1305 |
1.0906 |
0.0399 |
3.7% |
0.0023 |
0.2% |
2% |
False |
True |
96 |
| 80 |
1.1468 |
1.0906 |
0.0562 |
5.1% |
0.0019 |
0.2% |
1% |
False |
True |
72 |
| 100 |
1.1468 |
1.0906 |
0.0562 |
5.1% |
0.0015 |
0.1% |
1% |
False |
True |
59 |
| 120 |
1.1491 |
1.0906 |
0.0585 |
5.4% |
0.0013 |
0.1% |
1% |
False |
True |
64 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1100 |
|
2.618 |
1.1040 |
|
1.618 |
1.1003 |
|
1.000 |
1.0980 |
|
0.618 |
1.0966 |
|
HIGH |
1.0943 |
|
0.618 |
1.0929 |
|
0.500 |
1.0925 |
|
0.382 |
1.0920 |
|
LOW |
1.0906 |
|
0.618 |
1.0883 |
|
1.000 |
1.0869 |
|
1.618 |
1.0846 |
|
2.618 |
1.0809 |
|
4.250 |
1.0749 |
|
|
| Fisher Pivots for day following 26-Aug-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1.0925 |
1.0948 |
| PP |
1.0921 |
1.0936 |
| S1 |
1.0918 |
1.0925 |
|