CME Swiss Franc Future September 2014
| Trading Metrics calculated at close of trading on 25-Jul-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Jul-2014 |
25-Jul-2014 |
Change |
Change % |
Previous Week |
| Open |
1.1084 |
1.1082 |
-0.0002 |
0.0% |
1.1141 |
| High |
1.1104 |
1.1092 |
-0.0012 |
-0.1% |
1.1151 |
| Low |
1.1068 |
1.1051 |
-0.0017 |
-0.2% |
1.1051 |
| Close |
1.1082 |
1.1057 |
-0.0025 |
-0.2% |
1.1057 |
| Range |
0.0036 |
0.0041 |
0.0005 |
13.9% |
0.0100 |
| ATR |
0.0043 |
0.0043 |
0.0000 |
-0.4% |
0.0000 |
| Volume |
32,971 |
33,707 |
736 |
2.2% |
164,075 |
|
| Daily Pivots for day following 25-Jul-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1190 |
1.1164 |
1.1080 |
|
| R3 |
1.1149 |
1.1123 |
1.1068 |
|
| R2 |
1.1108 |
1.1108 |
1.1065 |
|
| R1 |
1.1082 |
1.1082 |
1.1061 |
1.1075 |
| PP |
1.1067 |
1.1067 |
1.1067 |
1.1063 |
| S1 |
1.1041 |
1.1041 |
1.1053 |
1.1034 |
| S2 |
1.1026 |
1.1026 |
1.1049 |
|
| S3 |
1.0985 |
1.1000 |
1.1046 |
|
| S4 |
1.0944 |
1.0959 |
1.1034 |
|
|
| Weekly Pivots for week ending 25-Jul-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1386 |
1.1322 |
1.1112 |
|
| R3 |
1.1286 |
1.1222 |
1.1085 |
|
| R2 |
1.1186 |
1.1186 |
1.1075 |
|
| R1 |
1.1122 |
1.1122 |
1.1066 |
1.1104 |
| PP |
1.1086 |
1.1086 |
1.1086 |
1.1078 |
| S1 |
1.1022 |
1.1022 |
1.1048 |
1.1004 |
| S2 |
1.0986 |
1.0986 |
1.1039 |
|
| S3 |
1.0886 |
1.0922 |
1.1030 |
|
| S4 |
1.0786 |
1.0822 |
1.1002 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1151 |
1.1051 |
0.0100 |
0.9% |
0.0036 |
0.3% |
6% |
False |
True |
32,815 |
| 10 |
1.1245 |
1.1051 |
0.0194 |
1.8% |
0.0040 |
0.4% |
3% |
False |
True |
34,154 |
| 20 |
1.1298 |
1.1051 |
0.0247 |
2.2% |
0.0042 |
0.4% |
2% |
False |
True |
31,665 |
| 40 |
1.1298 |
1.1051 |
0.0247 |
2.2% |
0.0050 |
0.5% |
2% |
False |
True |
25,140 |
| 60 |
1.1503 |
1.1051 |
0.0452 |
4.1% |
0.0047 |
0.4% |
1% |
False |
True |
16,803 |
| 80 |
1.1503 |
1.1051 |
0.0452 |
4.1% |
0.0047 |
0.4% |
1% |
False |
True |
12,615 |
| 100 |
1.1513 |
1.1051 |
0.0462 |
4.2% |
0.0044 |
0.4% |
1% |
False |
True |
10,095 |
| 120 |
1.1513 |
1.1051 |
0.0462 |
4.2% |
0.0039 |
0.3% |
1% |
False |
True |
8,423 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1266 |
|
2.618 |
1.1199 |
|
1.618 |
1.1158 |
|
1.000 |
1.1133 |
|
0.618 |
1.1117 |
|
HIGH |
1.1092 |
|
0.618 |
1.1076 |
|
0.500 |
1.1072 |
|
0.382 |
1.1067 |
|
LOW |
1.1051 |
|
0.618 |
1.1026 |
|
1.000 |
1.1010 |
|
1.618 |
1.0985 |
|
2.618 |
1.0944 |
|
4.250 |
1.0877 |
|
|
| Fisher Pivots for day following 25-Jul-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1.1072 |
1.1078 |
| PP |
1.1067 |
1.1071 |
| S1 |
1.1062 |
1.1064 |
|