CME Swiss Franc Future September 2014
| Trading Metrics calculated at close of trading on 24-Jul-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Jul-2014 |
24-Jul-2014 |
Change |
Change % |
Previous Week |
| Open |
1.1085 |
1.1084 |
-0.0001 |
0.0% |
1.1213 |
| High |
1.1095 |
1.1104 |
0.0009 |
0.1% |
1.1245 |
| Low |
1.1076 |
1.1068 |
-0.0008 |
-0.1% |
1.1111 |
| Close |
1.1083 |
1.1082 |
-0.0001 |
0.0% |
1.1141 |
| Range |
0.0019 |
0.0036 |
0.0017 |
89.5% |
0.0134 |
| ATR |
0.0044 |
0.0043 |
-0.0001 |
-1.3% |
0.0000 |
| Volume |
29,587 |
32,971 |
3,384 |
11.4% |
177,471 |
|
| Daily Pivots for day following 24-Jul-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1193 |
1.1173 |
1.1102 |
|
| R3 |
1.1157 |
1.1137 |
1.1092 |
|
| R2 |
1.1121 |
1.1121 |
1.1089 |
|
| R1 |
1.1101 |
1.1101 |
1.1085 |
1.1093 |
| PP |
1.1085 |
1.1085 |
1.1085 |
1.1081 |
| S1 |
1.1065 |
1.1065 |
1.1079 |
1.1057 |
| S2 |
1.1049 |
1.1049 |
1.1075 |
|
| S3 |
1.1013 |
1.1029 |
1.1072 |
|
| S4 |
1.0977 |
1.0993 |
1.1062 |
|
|
| 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 |
1.1153 |
1.1068 |
0.0085 |
0.8% |
0.0036 |
0.3% |
16% |
False |
True |
33,368 |
| 10 |
1.1245 |
1.1068 |
0.0177 |
1.6% |
0.0038 |
0.3% |
8% |
False |
True |
32,855 |
| 20 |
1.1298 |
1.1068 |
0.0230 |
2.1% |
0.0042 |
0.4% |
6% |
False |
True |
31,557 |
| 40 |
1.1298 |
1.1068 |
0.0230 |
2.1% |
0.0050 |
0.4% |
6% |
False |
True |
24,329 |
| 60 |
1.1503 |
1.1068 |
0.0435 |
3.9% |
0.0048 |
0.4% |
3% |
False |
True |
16,241 |
| 80 |
1.1503 |
1.1068 |
0.0435 |
3.9% |
0.0047 |
0.4% |
3% |
False |
True |
12,194 |
| 100 |
1.1513 |
1.1068 |
0.0445 |
4.0% |
0.0044 |
0.4% |
3% |
False |
True |
9,758 |
| 120 |
1.1513 |
1.1068 |
0.0445 |
4.0% |
0.0038 |
0.3% |
3% |
False |
True |
8,142 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1257 |
|
2.618 |
1.1198 |
|
1.618 |
1.1162 |
|
1.000 |
1.1140 |
|
0.618 |
1.1126 |
|
HIGH |
1.1104 |
|
0.618 |
1.1090 |
|
0.500 |
1.1086 |
|
0.382 |
1.1082 |
|
LOW |
1.1068 |
|
0.618 |
1.1046 |
|
1.000 |
1.1032 |
|
1.618 |
1.1010 |
|
2.618 |
1.0974 |
|
4.250 |
1.0915 |
|
|
| Fisher Pivots for day following 24-Jul-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1.1086 |
1.1105 |
| PP |
1.1085 |
1.1097 |
| S1 |
1.1083 |
1.1090 |
|