CME Swiss Franc Future September 2014
| Trading Metrics calculated at close of trading on 15-Jul-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Jul-2014 |
15-Jul-2014 |
Change |
Change % |
Previous Week |
| Open |
1.1213 |
1.1220 |
0.0007 |
0.1% |
1.1188 |
| High |
1.1245 |
1.1227 |
-0.0018 |
-0.2% |
1.1238 |
| Low |
1.1201 |
1.1162 |
-0.0039 |
-0.3% |
1.1169 |
| Close |
1.1217 |
1.1168 |
-0.0049 |
-0.4% |
1.1215 |
| Range |
0.0044 |
0.0065 |
0.0021 |
47.7% |
0.0069 |
| ATR |
0.0047 |
0.0049 |
0.0001 |
2.6% |
0.0000 |
| Volume |
30,865 |
46,508 |
15,643 |
50.7% |
131,112 |
|
| Daily Pivots for day following 15-Jul-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1381 |
1.1339 |
1.1204 |
|
| R3 |
1.1316 |
1.1274 |
1.1186 |
|
| R2 |
1.1251 |
1.1251 |
1.1180 |
|
| R1 |
1.1209 |
1.1209 |
1.1174 |
1.1198 |
| PP |
1.1186 |
1.1186 |
1.1186 |
1.1180 |
| S1 |
1.1144 |
1.1144 |
1.1162 |
1.1133 |
| S2 |
1.1121 |
1.1121 |
1.1156 |
|
| S3 |
1.1056 |
1.1079 |
1.1150 |
|
| S4 |
1.0991 |
1.1014 |
1.1132 |
|
|
| Weekly Pivots for week ending 11-Jul-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1414 |
1.1384 |
1.1253 |
|
| R3 |
1.1345 |
1.1315 |
1.1234 |
|
| R2 |
1.1276 |
1.1276 |
1.1228 |
|
| R1 |
1.1246 |
1.1246 |
1.1221 |
1.1261 |
| PP |
1.1207 |
1.1207 |
1.1207 |
1.1215 |
| S1 |
1.1177 |
1.1177 |
1.1209 |
1.1192 |
| S2 |
1.1138 |
1.1138 |
1.1202 |
|
| S3 |
1.1069 |
1.1108 |
1.1196 |
|
| S4 |
1.1000 |
1.1039 |
1.1177 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1245 |
1.1162 |
0.0083 |
0.7% |
0.0043 |
0.4% |
7% |
False |
True |
30,722 |
| 10 |
1.1298 |
1.1155 |
0.0143 |
1.3% |
0.0045 |
0.4% |
9% |
False |
False |
30,199 |
| 20 |
1.1298 |
1.1113 |
0.0185 |
1.7% |
0.0049 |
0.4% |
30% |
False |
False |
30,728 |
| 40 |
1.1298 |
1.1080 |
0.0218 |
2.0% |
0.0049 |
0.4% |
40% |
False |
False |
18,580 |
| 60 |
1.1503 |
1.1080 |
0.0423 |
3.8% |
0.0048 |
0.4% |
21% |
False |
False |
12,406 |
| 80 |
1.1503 |
1.1080 |
0.0423 |
3.8% |
0.0047 |
0.4% |
21% |
False |
False |
9,316 |
| 100 |
1.1513 |
1.1080 |
0.0433 |
3.9% |
0.0043 |
0.4% |
20% |
False |
False |
7,454 |
| 120 |
1.1513 |
1.1047 |
0.0466 |
4.2% |
0.0036 |
0.3% |
26% |
False |
False |
6,221 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1503 |
|
2.618 |
1.1397 |
|
1.618 |
1.1332 |
|
1.000 |
1.1292 |
|
0.618 |
1.1267 |
|
HIGH |
1.1227 |
|
0.618 |
1.1202 |
|
0.500 |
1.1195 |
|
0.382 |
1.1187 |
|
LOW |
1.1162 |
|
0.618 |
1.1122 |
|
1.000 |
1.1097 |
|
1.618 |
1.1057 |
|
2.618 |
1.0992 |
|
4.250 |
1.0886 |
|
|
| Fisher Pivots for day following 15-Jul-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1.1195 |
1.1204 |
| PP |
1.1186 |
1.1192 |
| S1 |
1.1177 |
1.1180 |
|