CME Swiss Franc Future December 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 |
1.1214 |
1.1208 |
-0.0006 |
-0.1% |
1.1193 |
| High |
1.1227 |
1.1217 |
-0.0010 |
-0.1% |
1.1243 |
| Low |
1.1214 |
1.1174 |
-0.0040 |
-0.4% |
1.1190 |
| Close |
1.1227 |
1.1178 |
-0.0049 |
-0.4% |
1.1224 |
| Range |
0.0013 |
0.0043 |
0.0030 |
230.8% |
0.0053 |
| ATR |
0.0026 |
0.0028 |
0.0002 |
7.3% |
0.0000 |
| Volume |
14 |
4 |
-10 |
-71.4% |
58 |
|
| Daily Pivots for day following 15-Jul-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1319 |
1.1291 |
1.1202 |
|
| R3 |
1.1276 |
1.1248 |
1.1190 |
|
| R2 |
1.1233 |
1.1233 |
1.1186 |
|
| R1 |
1.1205 |
1.1205 |
1.1182 |
1.1198 |
| PP |
1.1190 |
1.1190 |
1.1190 |
1.1186 |
| S1 |
1.1162 |
1.1162 |
1.1174 |
1.1155 |
| S2 |
1.1147 |
1.1147 |
1.1170 |
|
| S3 |
1.1104 |
1.1119 |
1.1166 |
|
| S4 |
1.1061 |
1.1076 |
1.1154 |
|
|
| Weekly Pivots for week ending 11-Jul-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1378 |
1.1354 |
1.1253 |
|
| R3 |
1.1325 |
1.1301 |
1.1239 |
|
| R2 |
1.1272 |
1.1272 |
1.1234 |
|
| R1 |
1.1248 |
1.1248 |
1.1229 |
1.1260 |
| PP |
1.1219 |
1.1219 |
1.1219 |
1.1225 |
| S1 |
1.1195 |
1.1195 |
1.1219 |
1.1207 |
| S2 |
1.1166 |
1.1166 |
1.1214 |
|
| S3 |
1.1113 |
1.1142 |
1.1209 |
|
| S4 |
1.1060 |
1.1089 |
1.1195 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1243 |
1.1174 |
0.0069 |
0.6% |
0.0019 |
0.2% |
6% |
False |
True |
13 |
| 10 |
1.1305 |
1.1174 |
0.0131 |
1.2% |
0.0020 |
0.2% |
3% |
False |
True |
24 |
| 20 |
1.1305 |
1.1133 |
0.0172 |
1.5% |
0.0017 |
0.2% |
26% |
False |
False |
17 |
| 40 |
1.1305 |
1.1118 |
0.0187 |
1.7% |
0.0013 |
0.1% |
32% |
False |
False |
10 |
| 60 |
1.1468 |
1.1118 |
0.0350 |
3.1% |
0.0009 |
0.1% |
17% |
False |
False |
8 |
| 80 |
1.1468 |
1.1118 |
0.0350 |
3.1% |
0.0007 |
0.1% |
17% |
False |
False |
10 |
| 100 |
1.1491 |
1.1118 |
0.0373 |
3.3% |
0.0006 |
0.1% |
16% |
False |
False |
28 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1400 |
|
2.618 |
1.1330 |
|
1.618 |
1.1287 |
|
1.000 |
1.1260 |
|
0.618 |
1.1244 |
|
HIGH |
1.1217 |
|
0.618 |
1.1201 |
|
0.500 |
1.1196 |
|
0.382 |
1.1190 |
|
LOW |
1.1174 |
|
0.618 |
1.1147 |
|
1.000 |
1.1131 |
|
1.618 |
1.1104 |
|
2.618 |
1.1061 |
|
4.250 |
1.0991 |
|
|
| Fisher Pivots for day following 15-Jul-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1.1196 |
1.1201 |
| PP |
1.1190 |
1.1193 |
| S1 |
1.1184 |
1.1186 |
|