CME Swiss Franc Future December 2014
| Trading Metrics calculated at close of trading on 29-Aug-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Aug-2014 |
29-Aug-2014 |
Change |
Change % |
Previous Week |
| Open |
1.0942 |
1.0941 |
-0.0001 |
0.0% |
1.0925 |
| High |
1.0966 |
1.0953 |
-0.0013 |
-0.1% |
1.0966 |
| Low |
1.0930 |
1.0900 |
-0.0030 |
-0.3% |
1.0900 |
| Close |
1.0943 |
1.0901 |
-0.0042 |
-0.4% |
1.0901 |
| Range |
0.0036 |
0.0053 |
0.0017 |
47.2% |
0.0066 |
| ATR |
0.0040 |
0.0041 |
0.0001 |
2.4% |
0.0000 |
| Volume |
409 |
2,157 |
1,748 |
427.4% |
6,963 |
|
| Daily Pivots for day following 29-Aug-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1077 |
1.1042 |
1.0930 |
|
| R3 |
1.1024 |
1.0989 |
1.0916 |
|
| R2 |
1.0971 |
1.0971 |
1.0911 |
|
| R1 |
1.0936 |
1.0936 |
1.0906 |
1.0927 |
| PP |
1.0918 |
1.0918 |
1.0918 |
1.0914 |
| S1 |
1.0883 |
1.0883 |
1.0896 |
1.0874 |
| S2 |
1.0865 |
1.0865 |
1.0891 |
|
| S3 |
1.0812 |
1.0830 |
1.0886 |
|
| S4 |
1.0759 |
1.0777 |
1.0872 |
|
|
| Weekly Pivots for week ending 29-Aug-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1120 |
1.1077 |
1.0937 |
|
| R3 |
1.1054 |
1.1011 |
1.0919 |
|
| R2 |
1.0988 |
1.0988 |
1.0913 |
|
| R1 |
1.0945 |
1.0945 |
1.0907 |
1.0934 |
| PP |
1.0922 |
1.0922 |
1.0922 |
1.0917 |
| S1 |
1.0879 |
1.0879 |
1.0895 |
1.0868 |
| S2 |
1.0856 |
1.0856 |
1.0889 |
|
| S3 |
1.0790 |
1.0813 |
1.0883 |
|
| S4 |
1.0724 |
1.0747 |
1.0865 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0966 |
1.0900 |
0.0066 |
0.6% |
0.0041 |
0.4% |
2% |
False |
True |
1,392 |
| 10 |
1.1078 |
1.0900 |
0.0178 |
1.6% |
0.0042 |
0.4% |
1% |
False |
True |
758 |
| 20 |
1.1090 |
1.0900 |
0.0190 |
1.7% |
0.0039 |
0.4% |
1% |
False |
True |
389 |
| 40 |
1.1243 |
1.0900 |
0.0343 |
3.1% |
0.0031 |
0.3% |
0% |
False |
True |
209 |
| 60 |
1.1305 |
1.0900 |
0.0405 |
3.7% |
0.0025 |
0.2% |
0% |
False |
True |
144 |
| 80 |
1.1396 |
1.0900 |
0.0496 |
4.6% |
0.0020 |
0.2% |
0% |
False |
True |
109 |
| 100 |
1.1468 |
1.0900 |
0.0568 |
5.2% |
0.0017 |
0.2% |
0% |
False |
True |
88 |
| 120 |
1.1491 |
1.0900 |
0.0591 |
5.4% |
0.0014 |
0.1% |
0% |
False |
True |
85 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1178 |
|
2.618 |
1.1092 |
|
1.618 |
1.1039 |
|
1.000 |
1.1006 |
|
0.618 |
1.0986 |
|
HIGH |
1.0953 |
|
0.618 |
1.0933 |
|
0.500 |
1.0927 |
|
0.382 |
1.0920 |
|
LOW |
1.0900 |
|
0.618 |
1.0867 |
|
1.000 |
1.0847 |
|
1.618 |
1.0814 |
|
2.618 |
1.0761 |
|
4.250 |
1.0675 |
|
|
| Fisher Pivots for day following 29-Aug-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1.0927 |
1.0933 |
| PP |
1.0918 |
1.0922 |
| S1 |
1.0910 |
1.0912 |
|