CME Swiss Franc Future December 2014
| Trading Metrics calculated at close of trading on 02-Sep-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Aug-2014 |
02-Sep-2014 |
Change |
Change % |
Previous Week |
| Open |
1.0941 |
1.0890 |
-0.0051 |
-0.5% |
1.0925 |
| High |
1.0953 |
1.0908 |
-0.0045 |
-0.4% |
1.0966 |
| Low |
1.0900 |
1.0869 |
-0.0031 |
-0.3% |
1.0900 |
| Close |
1.0901 |
1.0888 |
-0.0013 |
-0.1% |
1.0901 |
| Range |
0.0053 |
0.0039 |
-0.0014 |
-26.4% |
0.0066 |
| ATR |
0.0041 |
0.0041 |
0.0000 |
-0.3% |
0.0000 |
| Volume |
2,157 |
1,057 |
-1,100 |
-51.0% |
6,963 |
|
| Daily Pivots for day following 02-Sep-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1005 |
1.0986 |
1.0909 |
|
| R3 |
1.0966 |
1.0947 |
1.0899 |
|
| R2 |
1.0927 |
1.0927 |
1.0895 |
|
| R1 |
1.0908 |
1.0908 |
1.0892 |
1.0898 |
| PP |
1.0888 |
1.0888 |
1.0888 |
1.0884 |
| S1 |
1.0869 |
1.0869 |
1.0884 |
1.0859 |
| S2 |
1.0849 |
1.0849 |
1.0881 |
|
| S3 |
1.0810 |
1.0830 |
1.0877 |
|
| S4 |
1.0771 |
1.0791 |
1.0867 |
|
|
| 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 |
1.0869 |
0.0097 |
0.9% |
0.0043 |
0.4% |
20% |
False |
True |
1,585 |
| 10 |
1.1044 |
1.0869 |
0.0175 |
1.6% |
0.0042 |
0.4% |
11% |
False |
True |
859 |
| 20 |
1.1090 |
1.0869 |
0.0221 |
2.0% |
0.0041 |
0.4% |
9% |
False |
True |
441 |
| 40 |
1.1243 |
1.0869 |
0.0374 |
3.4% |
0.0031 |
0.3% |
5% |
False |
True |
235 |
| 60 |
1.1305 |
1.0869 |
0.0436 |
4.0% |
0.0026 |
0.2% |
4% |
False |
True |
161 |
| 80 |
1.1305 |
1.0869 |
0.0436 |
4.0% |
0.0021 |
0.2% |
4% |
False |
True |
122 |
| 100 |
1.1468 |
1.0869 |
0.0599 |
5.5% |
0.0017 |
0.2% |
3% |
False |
True |
98 |
| 120 |
1.1491 |
1.0869 |
0.0622 |
5.7% |
0.0015 |
0.1% |
3% |
False |
True |
92 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1074 |
|
2.618 |
1.1010 |
|
1.618 |
1.0971 |
|
1.000 |
1.0947 |
|
0.618 |
1.0932 |
|
HIGH |
1.0908 |
|
0.618 |
1.0893 |
|
0.500 |
1.0889 |
|
0.382 |
1.0884 |
|
LOW |
1.0869 |
|
0.618 |
1.0845 |
|
1.000 |
1.0830 |
|
1.618 |
1.0806 |
|
2.618 |
1.0767 |
|
4.250 |
1.0703 |
|
|
| Fisher Pivots for day following 02-Sep-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1.0889 |
1.0918 |
| PP |
1.0888 |
1.0908 |
| S1 |
1.0888 |
1.0898 |
|