CME Swiss Franc Future March 2015
Trading Metrics calculated at close of trading on 21-Aug-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Aug-2014 |
21-Aug-2014 |
Change |
Change % |
Previous Week |
Open |
1.0973 |
1.0994 |
0.0021 |
0.2% |
1.1051 |
High |
1.0973 |
1.0994 |
0.0021 |
0.2% |
1.1100 |
Low |
1.0973 |
1.0994 |
0.0021 |
0.2% |
1.1038 |
Close |
1.0973 |
1.0994 |
0.0021 |
0.2% |
1.1100 |
Range |
|
|
|
|
|
ATR |
0.0027 |
0.0026 |
0.0000 |
-1.5% |
0.0000 |
Volume |
1 |
1 |
0 |
0.0% |
5 |
|
Daily Pivots for day following 21-Aug-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.0994 |
1.0994 |
1.0994 |
|
R3 |
1.0994 |
1.0994 |
1.0994 |
|
R2 |
1.0994 |
1.0994 |
1.0994 |
|
R1 |
1.0994 |
1.0994 |
1.0994 |
1.0994 |
PP |
1.0994 |
1.0994 |
1.0994 |
1.0994 |
S1 |
1.0994 |
1.0994 |
1.0994 |
1.0994 |
S2 |
1.0994 |
1.0994 |
1.0994 |
|
S3 |
1.0994 |
1.0994 |
1.0994 |
|
S4 |
1.0994 |
1.0994 |
1.0994 |
|
|
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 |
1.0973 |
0.0127 |
1.2% |
0.0000 |
0.0% |
17% |
False |
False |
1 |
10 |
1.1100 |
1.0973 |
0.0127 |
1.2% |
0.0002 |
0.0% |
17% |
False |
False |
1 |
20 |
1.1100 |
1.0973 |
0.0127 |
1.2% |
0.0002 |
0.0% |
17% |
False |
False |
1 |
40 |
1.1309 |
1.0973 |
0.0336 |
3.1% |
0.0002 |
0.0% |
6% |
False |
False |
6 |
60 |
1.1309 |
1.0973 |
0.0336 |
3.1% |
0.0001 |
0.0% |
6% |
False |
False |
4 |
80 |
1.1481 |
1.0973 |
0.0508 |
4.6% |
0.0001 |
0.0% |
4% |
False |
False |
3 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.0994 |
2.618 |
1.0994 |
1.618 |
1.0994 |
1.000 |
1.0994 |
0.618 |
1.0994 |
HIGH |
1.0994 |
0.618 |
1.0994 |
0.500 |
1.0994 |
0.382 |
1.0994 |
LOW |
1.0994 |
0.618 |
1.0994 |
1.000 |
1.0994 |
1.618 |
1.0994 |
2.618 |
1.0994 |
4.250 |
1.0994 |
|
|
Fisher Pivots for day following 21-Aug-2014 |
Pivot |
1 day |
3 day |
R1 |
1.0994 |
1.0997 |
PP |
1.0994 |
1.0996 |
S1 |
1.0994 |
1.0995 |
|