CME Swiss Franc Future March 2015
Trading Metrics calculated at close of trading on 05-Aug-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Aug-2014 |
05-Aug-2014 |
Change |
Change % |
Previous Week |
Open |
1.1050 |
1.1016 |
-0.0034 |
-0.3% |
1.1081 |
High |
1.1050 |
1.1016 |
-0.0034 |
-0.3% |
1.1081 |
Low |
1.1050 |
1.1016 |
-0.0034 |
-0.3% |
1.1024 |
Close |
1.1050 |
1.1016 |
-0.0034 |
-0.3% |
1.1062 |
Range |
|
|
|
|
|
ATR |
0.0020 |
0.0021 |
0.0001 |
4.8% |
0.0000 |
Volume |
1 |
1 |
0 |
0.0% |
5 |
|
Daily Pivots for day following 05-Aug-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.1016 |
1.1016 |
1.1016 |
|
R3 |
1.1016 |
1.1016 |
1.1016 |
|
R2 |
1.1016 |
1.1016 |
1.1016 |
|
R1 |
1.1016 |
1.1016 |
1.1016 |
1.1016 |
PP |
1.1016 |
1.1016 |
1.1016 |
1.1016 |
S1 |
1.1016 |
1.1016 |
1.1016 |
1.1016 |
S2 |
1.1016 |
1.1016 |
1.1016 |
|
S3 |
1.1016 |
1.1016 |
1.1016 |
|
S4 |
1.1016 |
1.1016 |
1.1016 |
|
|
Weekly Pivots for week ending 01-Aug-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.1227 |
1.1201 |
1.1093 |
|
R3 |
1.1170 |
1.1144 |
1.1078 |
|
R2 |
1.1113 |
1.1113 |
1.1072 |
|
R1 |
1.1087 |
1.1087 |
1.1067 |
1.1072 |
PP |
1.1056 |
1.1056 |
1.1056 |
1.1048 |
S1 |
1.1030 |
1.1030 |
1.1057 |
1.1015 |
S2 |
1.0999 |
1.0999 |
1.1052 |
|
S3 |
1.0942 |
1.0973 |
1.1046 |
|
S4 |
1.0885 |
1.0916 |
1.1031 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1.1062 |
1.1016 |
0.0046 |
0.4% |
0.0000 |
0.0% |
0% |
False |
True |
1 |
10 |
1.1103 |
1.1016 |
0.0087 |
0.8% |
0.0001 |
0.0% |
0% |
False |
True |
1 |
20 |
1.1255 |
1.1016 |
0.0239 |
2.2% |
0.0001 |
0.0% |
0% |
False |
True |
10 |
40 |
1.1309 |
1.1016 |
0.0293 |
2.7% |
0.0002 |
0.0% |
0% |
False |
True |
6 |
60 |
1.1309 |
1.1016 |
0.0293 |
2.7% |
0.0002 |
0.0% |
0% |
False |
True |
4 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.1016 |
2.618 |
1.1016 |
1.618 |
1.1016 |
1.000 |
1.1016 |
0.618 |
1.1016 |
HIGH |
1.1016 |
0.618 |
1.1016 |
0.500 |
1.1016 |
0.382 |
1.1016 |
LOW |
1.1016 |
0.618 |
1.1016 |
1.000 |
1.1016 |
1.618 |
1.1016 |
2.618 |
1.1016 |
4.250 |
1.1016 |
|
|
Fisher Pivots for day following 05-Aug-2014 |
Pivot |
1 day |
3 day |
R1 |
1.1016 |
1.1039 |
PP |
1.1016 |
1.1031 |
S1 |
1.1016 |
1.1024 |
|