CME Swiss Franc Future December 2014
Trading Metrics calculated at close of trading on 17-Jul-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Jul-2014 |
17-Jul-2014 |
Change |
Change % |
Previous Week |
Open |
1.1160 |
1.1157 |
-0.0003 |
0.0% |
1.1193 |
High |
1.1160 |
1.1157 |
-0.0003 |
0.0% |
1.1243 |
Low |
1.1142 |
1.1155 |
0.0013 |
0.1% |
1.1190 |
Close |
1.1142 |
1.1155 |
0.0013 |
0.1% |
1.1224 |
Range |
0.0018 |
0.0002 |
-0.0016 |
-88.9% |
0.0053 |
ATR |
0.0029 |
0.0028 |
-0.0001 |
-3.4% |
0.0000 |
Volume |
60 |
44 |
-16 |
-26.7% |
58 |
|
Daily Pivots for day following 17-Jul-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.1162 |
1.1160 |
1.1156 |
|
R3 |
1.1160 |
1.1158 |
1.1156 |
|
R2 |
1.1158 |
1.1158 |
1.1155 |
|
R1 |
1.1156 |
1.1156 |
1.1155 |
1.1156 |
PP |
1.1156 |
1.1156 |
1.1156 |
1.1156 |
S1 |
1.1154 |
1.1154 |
1.1155 |
1.1154 |
S2 |
1.1154 |
1.1154 |
1.1155 |
|
S3 |
1.1152 |
1.1152 |
1.1154 |
|
S4 |
1.1150 |
1.1150 |
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 |
1.1227 |
1.1142 |
0.0085 |
0.8% |
0.0016 |
0.1% |
15% |
False |
False |
24 |
10 |
1.1257 |
1.1142 |
0.0115 |
1.0% |
0.0020 |
0.2% |
11% |
False |
False |
18 |
20 |
1.1305 |
1.1142 |
0.0163 |
1.5% |
0.0017 |
0.2% |
8% |
False |
False |
22 |
40 |
1.1305 |
1.1118 |
0.0187 |
1.7% |
0.0014 |
0.1% |
20% |
False |
False |
12 |
60 |
1.1468 |
1.1118 |
0.0350 |
3.1% |
0.0009 |
0.1% |
11% |
False |
False |
9 |
80 |
1.1468 |
1.1118 |
0.0350 |
3.1% |
0.0007 |
0.1% |
11% |
False |
False |
7 |
100 |
1.1491 |
1.1118 |
0.0373 |
3.3% |
0.0006 |
0.1% |
10% |
False |
False |
29 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.1166 |
2.618 |
1.1162 |
1.618 |
1.1160 |
1.000 |
1.1159 |
0.618 |
1.1158 |
HIGH |
1.1157 |
0.618 |
1.1156 |
0.500 |
1.1156 |
0.382 |
1.1156 |
LOW |
1.1155 |
0.618 |
1.1154 |
1.000 |
1.1153 |
1.618 |
1.1152 |
2.618 |
1.1150 |
4.250 |
1.1147 |
|
|
Fisher Pivots for day following 17-Jul-2014 |
Pivot |
1 day |
3 day |
R1 |
1.1156 |
1.1180 |
PP |
1.1156 |
1.1171 |
S1 |
1.1155 |
1.1163 |
|