CME Swiss Franc Future December 2014
| Trading Metrics calculated at close of trading on 04-Sep-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Sep-2014 |
04-Sep-2014 |
Change |
Change % |
Previous Week |
| Open |
1.0891 |
1.0908 |
0.0017 |
0.2% |
1.0925 |
| High |
1.0909 |
1.0908 |
-0.0001 |
0.0% |
1.0966 |
| Low |
1.0881 |
1.0731 |
-0.0150 |
-1.4% |
1.0900 |
| Close |
1.0905 |
1.0734 |
-0.0171 |
-1.6% |
1.0901 |
| Range |
0.0028 |
0.0177 |
0.0149 |
532.1% |
0.0066 |
| ATR |
0.0040 |
0.0049 |
0.0010 |
24.7% |
0.0000 |
| Volume |
1,095 |
7,893 |
6,798 |
620.8% |
6,963 |
|
| Daily Pivots for day following 04-Sep-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1322 |
1.1205 |
1.0831 |
|
| R3 |
1.1145 |
1.1028 |
1.0783 |
|
| R2 |
1.0968 |
1.0968 |
1.0766 |
|
| R1 |
1.0851 |
1.0851 |
1.0750 |
1.0821 |
| PP |
1.0791 |
1.0791 |
1.0791 |
1.0776 |
| S1 |
1.0674 |
1.0674 |
1.0718 |
1.0644 |
| S2 |
1.0614 |
1.0614 |
1.0702 |
|
| S3 |
1.0437 |
1.0497 |
1.0685 |
|
| S4 |
1.0260 |
1.0320 |
1.0637 |
|
|
| 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 |
1.0731 |
0.0235 |
2.2% |
0.0067 |
0.6% |
1% |
False |
True |
2,522 |
| 10 |
1.0989 |
1.0731 |
0.0258 |
2.4% |
0.0054 |
0.5% |
1% |
False |
True |
1,728 |
| 20 |
1.1090 |
1.0731 |
0.0359 |
3.3% |
0.0048 |
0.5% |
1% |
False |
True |
889 |
| 40 |
1.1227 |
1.0731 |
0.0496 |
4.6% |
0.0035 |
0.3% |
1% |
False |
True |
459 |
| 60 |
1.1305 |
1.0731 |
0.0574 |
5.3% |
0.0029 |
0.3% |
1% |
False |
True |
311 |
| 80 |
1.1305 |
1.0731 |
0.0574 |
5.3% |
0.0023 |
0.2% |
1% |
False |
True |
234 |
| 100 |
1.1468 |
1.0731 |
0.0737 |
6.9% |
0.0019 |
0.2% |
0% |
False |
True |
188 |
| 120 |
1.1482 |
1.0731 |
0.0751 |
7.0% |
0.0016 |
0.2% |
0% |
False |
True |
164 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1660 |
|
2.618 |
1.1371 |
|
1.618 |
1.1194 |
|
1.000 |
1.1085 |
|
0.618 |
1.1017 |
|
HIGH |
1.0908 |
|
0.618 |
1.0840 |
|
0.500 |
1.0820 |
|
0.382 |
1.0799 |
|
LOW |
1.0731 |
|
0.618 |
1.0622 |
|
1.000 |
1.0554 |
|
1.618 |
1.0445 |
|
2.618 |
1.0268 |
|
4.250 |
0.9979 |
|
|
| Fisher Pivots for day following 04-Sep-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1.0820 |
1.0820 |
| PP |
1.0791 |
1.0791 |
| S1 |
1.0763 |
1.0763 |
|