CME Swiss Franc Future September 2014
| Trading Metrics calculated at close of trading on 09-Jul-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Jul-2014 |
09-Jul-2014 |
Change |
Change % |
Previous Week |
| Open |
1.1200 |
1.1204 |
0.0004 |
0.0% |
1.1232 |
| High |
1.1215 |
1.1235 |
0.0020 |
0.2% |
1.1298 |
| Low |
1.1185 |
1.1194 |
0.0009 |
0.1% |
1.1155 |
| Close |
1.1205 |
1.1233 |
0.0028 |
0.2% |
1.1193 |
| Range |
0.0030 |
0.0041 |
0.0011 |
36.7% |
0.0143 |
| ATR |
0.0051 |
0.0050 |
-0.0001 |
-1.4% |
0.0000 |
| Volume |
24,609 |
30,236 |
5,627 |
22.9% |
132,459 |
|
| Daily Pivots for day following 09-Jul-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1344 |
1.1329 |
1.1256 |
|
| R3 |
1.1303 |
1.1288 |
1.1244 |
|
| R2 |
1.1262 |
1.1262 |
1.1241 |
|
| R1 |
1.1247 |
1.1247 |
1.1237 |
1.1255 |
| PP |
1.1221 |
1.1221 |
1.1221 |
1.1224 |
| S1 |
1.1206 |
1.1206 |
1.1229 |
1.1214 |
| S2 |
1.1180 |
1.1180 |
1.1225 |
|
| S3 |
1.1139 |
1.1165 |
1.1222 |
|
| S4 |
1.1098 |
1.1124 |
1.1210 |
|
|
| Weekly Pivots for week ending 04-Jul-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1644 |
1.1562 |
1.1272 |
|
| R3 |
1.1501 |
1.1419 |
1.1232 |
|
| R2 |
1.1358 |
1.1358 |
1.1219 |
|
| R1 |
1.1276 |
1.1276 |
1.1206 |
1.1246 |
| PP |
1.1215 |
1.1215 |
1.1215 |
1.1200 |
| S1 |
1.1133 |
1.1133 |
1.1180 |
1.1103 |
| S2 |
1.1072 |
1.1072 |
1.1167 |
|
| S3 |
1.0929 |
1.0990 |
1.1154 |
|
| S4 |
1.0786 |
1.0847 |
1.1114 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1277 |
1.1155 |
0.0122 |
1.1% |
0.0049 |
0.4% |
64% |
False |
False |
29,977 |
| 10 |
1.1298 |
1.1155 |
0.0143 |
1.3% |
0.0047 |
0.4% |
55% |
False |
False |
30,777 |
| 20 |
1.1298 |
1.1104 |
0.0194 |
1.7% |
0.0051 |
0.5% |
66% |
False |
False |
29,130 |
| 40 |
1.1298 |
1.1080 |
0.0218 |
1.9% |
0.0049 |
0.4% |
70% |
False |
False |
15,507 |
| 60 |
1.1503 |
1.1080 |
0.0423 |
3.8% |
0.0048 |
0.4% |
36% |
False |
False |
10,354 |
| 80 |
1.1503 |
1.1080 |
0.0423 |
3.8% |
0.0046 |
0.4% |
36% |
False |
False |
7,774 |
| 100 |
1.1513 |
1.1080 |
0.0433 |
3.9% |
0.0041 |
0.4% |
35% |
False |
False |
6,226 |
| 120 |
1.1513 |
1.0994 |
0.0519 |
4.6% |
0.0035 |
0.3% |
46% |
False |
False |
5,193 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1409 |
|
2.618 |
1.1342 |
|
1.618 |
1.1301 |
|
1.000 |
1.1276 |
|
0.618 |
1.1260 |
|
HIGH |
1.1235 |
|
0.618 |
1.1219 |
|
0.500 |
1.1215 |
|
0.382 |
1.1210 |
|
LOW |
1.1194 |
|
0.618 |
1.1169 |
|
1.000 |
1.1153 |
|
1.618 |
1.1128 |
|
2.618 |
1.1087 |
|
4.250 |
1.1020 |
|
|
| Fisher Pivots for day following 09-Jul-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1.1227 |
1.1223 |
| PP |
1.1221 |
1.1212 |
| S1 |
1.1215 |
1.1202 |
|