CME Swiss Franc Future September 2014
| Trading Metrics calculated at close of trading on 21-Jul-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Jul-2014 |
21-Jul-2014 |
Change |
Change % |
Previous Week |
| Open |
1.1146 |
1.1141 |
-0.0005 |
0.0% |
1.1213 |
| High |
1.1153 |
1.1151 |
-0.0002 |
0.0% |
1.1245 |
| Low |
1.1111 |
1.1128 |
0.0017 |
0.2% |
1.1111 |
| Close |
1.1141 |
1.1140 |
-0.0001 |
0.0% |
1.1141 |
| Range |
0.0042 |
0.0023 |
-0.0019 |
-45.2% |
0.0134 |
| ATR |
0.0046 |
0.0044 |
-0.0002 |
-3.6% |
0.0000 |
| Volume |
36,474 |
22,026 |
-14,448 |
-39.6% |
177,471 |
|
| Daily Pivots for day following 21-Jul-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1209 |
1.1197 |
1.1153 |
|
| R3 |
1.1186 |
1.1174 |
1.1146 |
|
| R2 |
1.1163 |
1.1163 |
1.1144 |
|
| R1 |
1.1151 |
1.1151 |
1.1142 |
1.1146 |
| PP |
1.1140 |
1.1140 |
1.1140 |
1.1137 |
| S1 |
1.1128 |
1.1128 |
1.1138 |
1.1123 |
| S2 |
1.1117 |
1.1117 |
1.1136 |
|
| S3 |
1.1094 |
1.1105 |
1.1134 |
|
| S4 |
1.1071 |
1.1082 |
1.1127 |
|
|
| Weekly Pivots for week ending 18-Jul-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1568 |
1.1488 |
1.1215 |
|
| R3 |
1.1434 |
1.1354 |
1.1178 |
|
| R2 |
1.1300 |
1.1300 |
1.1166 |
|
| R1 |
1.1220 |
1.1220 |
1.1153 |
1.1193 |
| PP |
1.1166 |
1.1166 |
1.1166 |
1.1152 |
| S1 |
1.1086 |
1.1086 |
1.1129 |
1.1059 |
| S2 |
1.1032 |
1.1032 |
1.1116 |
|
| S3 |
1.0898 |
1.0952 |
1.1104 |
|
| S4 |
1.0764 |
1.0818 |
1.1067 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1227 |
1.1111 |
0.0116 |
1.0% |
0.0039 |
0.3% |
25% |
False |
False |
33,726 |
| 10 |
1.1245 |
1.1111 |
0.0134 |
1.2% |
0.0037 |
0.3% |
22% |
False |
False |
30,034 |
| 20 |
1.1298 |
1.1111 |
0.0187 |
1.7% |
0.0042 |
0.4% |
16% |
False |
False |
30,126 |
| 40 |
1.1298 |
1.1080 |
0.0218 |
2.0% |
0.0049 |
0.4% |
28% |
False |
False |
21,627 |
| 60 |
1.1503 |
1.1080 |
0.0423 |
3.8% |
0.0048 |
0.4% |
14% |
False |
False |
14,438 |
| 80 |
1.1503 |
1.1080 |
0.0423 |
3.8% |
0.0047 |
0.4% |
14% |
False |
False |
10,841 |
| 100 |
1.1513 |
1.1080 |
0.0433 |
3.9% |
0.0044 |
0.4% |
14% |
False |
False |
8,675 |
| 120 |
1.1513 |
1.1047 |
0.0466 |
4.2% |
0.0037 |
0.3% |
20% |
False |
False |
7,239 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1249 |
|
2.618 |
1.1211 |
|
1.618 |
1.1188 |
|
1.000 |
1.1174 |
|
0.618 |
1.1165 |
|
HIGH |
1.1151 |
|
0.618 |
1.1142 |
|
0.500 |
1.1140 |
|
0.382 |
1.1137 |
|
LOW |
1.1128 |
|
0.618 |
1.1114 |
|
1.000 |
1.1105 |
|
1.618 |
1.1091 |
|
2.618 |
1.1068 |
|
4.250 |
1.1030 |
|
|
| Fisher Pivots for day following 21-Jul-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1.1140 |
1.1138 |
| PP |
1.1140 |
1.1135 |
| S1 |
1.1140 |
1.1133 |
|