CME Swiss Franc Future September 2014
| Trading Metrics calculated at close of trading on 30-Jul-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Jul-2014 |
30-Jul-2014 |
Change |
Change % |
Previous Week |
| Open |
1.1064 |
1.1029 |
-0.0035 |
-0.3% |
1.1141 |
| High |
1.1070 |
1.1034 |
-0.0036 |
-0.3% |
1.1151 |
| Low |
1.1024 |
1.0981 |
-0.0043 |
-0.4% |
1.1051 |
| Close |
1.1030 |
1.1004 |
-0.0026 |
-0.2% |
1.1057 |
| Range |
0.0046 |
0.0053 |
0.0007 |
15.2% |
0.0100 |
| ATR |
0.0042 |
0.0042 |
0.0001 |
1.9% |
0.0000 |
| Volume |
36,605 |
49,053 |
12,448 |
34.0% |
164,075 |
|
| Daily Pivots for day following 30-Jul-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1165 |
1.1138 |
1.1033 |
|
| R3 |
1.1112 |
1.1085 |
1.1019 |
|
| R2 |
1.1059 |
1.1059 |
1.1014 |
|
| R1 |
1.1032 |
1.1032 |
1.1009 |
1.1019 |
| PP |
1.1006 |
1.1006 |
1.1006 |
1.1000 |
| S1 |
1.0979 |
1.0979 |
1.0999 |
1.0966 |
| S2 |
1.0953 |
1.0953 |
1.0994 |
|
| S3 |
1.0900 |
1.0926 |
1.0989 |
|
| S4 |
1.0847 |
1.0873 |
1.0975 |
|
|
| 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 |
1.1104 |
1.0981 |
0.0123 |
1.1% |
0.0039 |
0.4% |
19% |
False |
True |
34,946 |
| 10 |
1.1154 |
1.0981 |
0.0173 |
1.6% |
0.0036 |
0.3% |
13% |
False |
True |
34,060 |
| 20 |
1.1277 |
1.0981 |
0.0296 |
2.7% |
0.0041 |
0.4% |
8% |
False |
True |
32,274 |
| 40 |
1.1298 |
1.0981 |
0.0317 |
2.9% |
0.0049 |
0.4% |
7% |
False |
True |
27,751 |
| 60 |
1.1503 |
1.0981 |
0.0522 |
4.7% |
0.0048 |
0.4% |
4% |
False |
True |
18,602 |
| 80 |
1.1503 |
1.0981 |
0.0522 |
4.7% |
0.0046 |
0.4% |
4% |
False |
True |
13,964 |
| 100 |
1.1513 |
1.0981 |
0.0532 |
4.8% |
0.0044 |
0.4% |
4% |
False |
True |
11,176 |
| 120 |
1.1513 |
1.0981 |
0.0532 |
4.8% |
0.0040 |
0.4% |
4% |
False |
True |
9,323 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1259 |
|
2.618 |
1.1173 |
|
1.618 |
1.1120 |
|
1.000 |
1.1087 |
|
0.618 |
1.1067 |
|
HIGH |
1.1034 |
|
0.618 |
1.1014 |
|
0.500 |
1.1008 |
|
0.382 |
1.1001 |
|
LOW |
1.0981 |
|
0.618 |
1.0948 |
|
1.000 |
1.0928 |
|
1.618 |
1.0895 |
|
2.618 |
1.0842 |
|
4.250 |
1.0756 |
|
|
| Fisher Pivots for day following 30-Jul-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1.1008 |
1.1026 |
| PP |
1.1006 |
1.1019 |
| S1 |
1.1005 |
1.1011 |
|