CME Swiss Franc Future March 2015
Trading Metrics calculated at close of trading on 18-Aug-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Aug-2014 |
18-Aug-2014 |
Change |
Change % |
Previous Week |
Open |
1.1100 |
1.1053 |
-0.0047 |
-0.4% |
1.1051 |
High |
1.1100 |
1.1053 |
-0.0047 |
-0.4% |
1.1100 |
Low |
1.1100 |
1.1053 |
-0.0047 |
-0.4% |
1.1038 |
Close |
1.1100 |
1.1053 |
-0.0047 |
-0.4% |
1.1100 |
Range |
|
|
|
|
|
ATR |
0.0023 |
0.0024 |
0.0002 |
7.7% |
0.0000 |
Volume |
1 |
1 |
0 |
0.0% |
5 |
|
Daily Pivots for day following 18-Aug-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.1053 |
1.1053 |
1.1053 |
|
R3 |
1.1053 |
1.1053 |
1.1053 |
|
R2 |
1.1053 |
1.1053 |
1.1053 |
|
R1 |
1.1053 |
1.1053 |
1.1053 |
1.1053 |
PP |
1.1053 |
1.1053 |
1.1053 |
1.1053 |
S1 |
1.1053 |
1.1053 |
1.1053 |
1.1053 |
S2 |
1.1053 |
1.1053 |
1.1053 |
|
S3 |
1.1053 |
1.1053 |
1.1053 |
|
S4 |
1.1053 |
1.1053 |
1.1053 |
|
|
Weekly Pivots for week ending 15-Aug-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.1265 |
1.1245 |
1.1134 |
|
R3 |
1.1203 |
1.1183 |
1.1117 |
|
R2 |
1.1141 |
1.1141 |
1.1111 |
|
R1 |
1.1121 |
1.1121 |
1.1106 |
1.1131 |
PP |
1.1079 |
1.1079 |
1.1079 |
1.1085 |
S1 |
1.1059 |
1.1059 |
1.1094 |
1.1069 |
S2 |
1.1017 |
1.1017 |
1.1089 |
|
S3 |
1.0955 |
1.0997 |
1.1083 |
|
S4 |
1.0893 |
1.0935 |
1.1066 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1.1100 |
1.1038 |
0.0062 |
0.6% |
0.0004 |
0.0% |
24% |
False |
False |
1 |
10 |
1.1100 |
1.1016 |
0.0084 |
0.8% |
0.0002 |
0.0% |
44% |
False |
False |
1 |
20 |
1.1107 |
1.1016 |
0.0091 |
0.8% |
0.0002 |
0.0% |
41% |
False |
False |
1 |
40 |
1.1309 |
1.1016 |
0.0293 |
2.7% |
0.0002 |
0.0% |
13% |
False |
False |
6 |
60 |
1.1309 |
1.1016 |
0.0293 |
2.7% |
0.0002 |
0.0% |
13% |
False |
False |
4 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.1053 |
2.618 |
1.1053 |
1.618 |
1.1053 |
1.000 |
1.1053 |
0.618 |
1.1053 |
HIGH |
1.1053 |
0.618 |
1.1053 |
0.500 |
1.1053 |
0.382 |
1.1053 |
LOW |
1.1053 |
0.618 |
1.1053 |
1.000 |
1.1053 |
1.618 |
1.1053 |
2.618 |
1.1053 |
4.250 |
1.1053 |
|
|
Fisher Pivots for day following 18-Aug-2014 |
Pivot |
1 day |
3 day |
R1 |
1.1053 |
1.1077 |
PP |
1.1053 |
1.1069 |
S1 |
1.1053 |
1.1061 |
|