CME Swiss Franc Future March 2015
Trading Metrics calculated at close of trading on 11-Aug-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Aug-2014 |
11-Aug-2014 |
Change |
Change % |
Previous Week |
Open |
1.1067 |
1.1051 |
-0.0016 |
-0.1% |
1.1050 |
High |
1.1067 |
1.1051 |
-0.0016 |
-0.1% |
1.1067 |
Low |
1.1067 |
1.1051 |
-0.0016 |
-0.1% |
1.1016 |
Close |
1.1067 |
1.1051 |
-0.0016 |
-0.1% |
1.1067 |
Range |
|
|
|
|
|
ATR |
0.0022 |
0.0022 |
0.0000 |
-2.0% |
0.0000 |
Volume |
1 |
1 |
0 |
0.0% |
5 |
|
Daily Pivots for day following 11-Aug-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.1051 |
1.1051 |
1.1051 |
|
R3 |
1.1051 |
1.1051 |
1.1051 |
|
R2 |
1.1051 |
1.1051 |
1.1051 |
|
R1 |
1.1051 |
1.1051 |
1.1051 |
1.1051 |
PP |
1.1051 |
1.1051 |
1.1051 |
1.1051 |
S1 |
1.1051 |
1.1051 |
1.1051 |
1.1051 |
S2 |
1.1051 |
1.1051 |
1.1051 |
|
S3 |
1.1051 |
1.1051 |
1.1051 |
|
S4 |
1.1051 |
1.1051 |
1.1051 |
|
|
Weekly Pivots for week ending 08-Aug-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.1203 |
1.1186 |
1.1095 |
|
R3 |
1.1152 |
1.1135 |
1.1081 |
|
R2 |
1.1101 |
1.1101 |
1.1076 |
|
R1 |
1.1084 |
1.1084 |
1.1072 |
1.1093 |
PP |
1.1050 |
1.1050 |
1.1050 |
1.1054 |
S1 |
1.1033 |
1.1033 |
1.1062 |
1.1042 |
S2 |
1.0999 |
1.0999 |
1.1058 |
|
S3 |
1.0948 |
1.0982 |
1.1053 |
|
S4 |
1.0897 |
1.0931 |
1.1039 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1.1067 |
1.1016 |
0.0051 |
0.5% |
0.0000 |
0.0% |
69% |
False |
False |
1 |
10 |
1.1067 |
1.1016 |
0.0051 |
0.5% |
0.0001 |
0.0% |
69% |
False |
False |
1 |
20 |
1.1190 |
1.1016 |
0.0174 |
1.6% |
0.0001 |
0.0% |
20% |
False |
False |
6 |
40 |
1.1309 |
1.1016 |
0.0293 |
2.7% |
0.0002 |
0.0% |
12% |
False |
False |
6 |
60 |
1.1309 |
1.1016 |
0.0293 |
2.7% |
0.0002 |
0.0% |
12% |
False |
False |
4 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.1051 |
2.618 |
1.1051 |
1.618 |
1.1051 |
1.000 |
1.1051 |
0.618 |
1.1051 |
HIGH |
1.1051 |
0.618 |
1.1051 |
0.500 |
1.1051 |
0.382 |
1.1051 |
LOW |
1.1051 |
0.618 |
1.1051 |
1.000 |
1.1051 |
1.618 |
1.1051 |
2.618 |
1.1051 |
4.250 |
1.1051 |
|
|
Fisher Pivots for day following 11-Aug-2014 |
Pivot |
1 day |
3 day |
R1 |
1.1051 |
1.1049 |
PP |
1.1051 |
1.1047 |
S1 |
1.1051 |
1.1045 |
|