CME Swiss Franc Future March 2015
Trading Metrics calculated at close of trading on 07-Aug-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Aug-2014 |
07-Aug-2014 |
Change |
Change % |
Previous Week |
Open |
1.1036 |
1.1023 |
-0.0013 |
-0.1% |
1.1081 |
High |
1.1036 |
1.1023 |
-0.0013 |
-0.1% |
1.1081 |
Low |
1.1036 |
1.1023 |
-0.0013 |
-0.1% |
1.1024 |
Close |
1.1036 |
1.1023 |
-0.0013 |
-0.1% |
1.1062 |
Range |
|
|
|
|
|
ATR |
0.0021 |
0.0021 |
-0.0001 |
-2.8% |
0.0000 |
Volume |
1 |
1 |
0 |
0.0% |
5 |
|
Daily Pivots for day following 07-Aug-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.1023 |
1.1023 |
1.1023 |
|
R3 |
1.1023 |
1.1023 |
1.1023 |
|
R2 |
1.1023 |
1.1023 |
1.1023 |
|
R1 |
1.1023 |
1.1023 |
1.1023 |
1.1023 |
PP |
1.1023 |
1.1023 |
1.1023 |
1.1023 |
S1 |
1.1023 |
1.1023 |
1.1023 |
1.1023 |
S2 |
1.1023 |
1.1023 |
1.1023 |
|
S3 |
1.1023 |
1.1023 |
1.1023 |
|
S4 |
1.1023 |
1.1023 |
1.1023 |
|
|
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% |
15% |
False |
False |
1 |
10 |
1.1081 |
1.1016 |
0.0065 |
0.6% |
0.0001 |
0.0% |
11% |
False |
False |
1 |
20 |
1.1239 |
1.1016 |
0.0223 |
2.0% |
0.0001 |
0.0% |
3% |
False |
False |
8 |
40 |
1.1309 |
1.1016 |
0.0293 |
2.7% |
0.0002 |
0.0% |
2% |
False |
False |
6 |
60 |
1.1309 |
1.1016 |
0.0293 |
2.7% |
0.0002 |
0.0% |
2% |
False |
False |
4 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.1023 |
2.618 |
1.1023 |
1.618 |
1.1023 |
1.000 |
1.1023 |
0.618 |
1.1023 |
HIGH |
1.1023 |
0.618 |
1.1023 |
0.500 |
1.1023 |
0.382 |
1.1023 |
LOW |
1.1023 |
0.618 |
1.1023 |
1.000 |
1.1023 |
1.618 |
1.1023 |
2.618 |
1.1023 |
4.250 |
1.1023 |
|
|
Fisher Pivots for day following 07-Aug-2014 |
Pivot |
1 day |
3 day |
R1 |
1.1023 |
1.1026 |
PP |
1.1023 |
1.1025 |
S1 |
1.1023 |
1.1024 |
|