CME Swiss Franc Future December 2014
| Trading Metrics calculated at close of trading on 22-Jul-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Jul-2014 |
22-Jul-2014 |
Change |
Change % |
Previous Week |
| Open |
1.1155 |
1.1150 |
-0.0005 |
0.0% |
1.1214 |
| High |
1.1155 |
1.1150 |
-0.0005 |
0.0% |
1.1227 |
| Low |
1.1146 |
1.1095 |
-0.0051 |
-0.5% |
1.1135 |
| Close |
1.1149 |
1.1095 |
-0.0054 |
-0.5% |
1.1150 |
| Range |
0.0009 |
0.0055 |
0.0046 |
511.1% |
0.0092 |
| ATR |
0.0026 |
0.0028 |
0.0002 |
8.1% |
0.0000 |
| Volume |
4 |
37 |
33 |
825.0% |
124 |
|
| Daily Pivots for day following 22-Jul-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1278 |
1.1242 |
1.1125 |
|
| R3 |
1.1223 |
1.1187 |
1.1110 |
|
| R2 |
1.1168 |
1.1168 |
1.1105 |
|
| R1 |
1.1132 |
1.1132 |
1.1100 |
1.1123 |
| PP |
1.1113 |
1.1113 |
1.1113 |
1.1109 |
| S1 |
1.1077 |
1.1077 |
1.1090 |
1.1068 |
| S2 |
1.1058 |
1.1058 |
1.1085 |
|
| S3 |
1.1003 |
1.1022 |
1.1080 |
|
| S4 |
1.0948 |
1.0967 |
1.1065 |
|
|
| Weekly Pivots for week ending 18-Jul-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1447 |
1.1390 |
1.1201 |
|
| R3 |
1.1355 |
1.1298 |
1.1175 |
|
| R2 |
1.1263 |
1.1263 |
1.1167 |
|
| R1 |
1.1206 |
1.1206 |
1.1158 |
1.1189 |
| PP |
1.1171 |
1.1171 |
1.1171 |
1.1162 |
| S1 |
1.1114 |
1.1114 |
1.1142 |
1.1097 |
| S2 |
1.1079 |
1.1079 |
1.1133 |
|
| S3 |
1.0987 |
1.1022 |
1.1125 |
|
| S4 |
1.0895 |
1.0930 |
1.1099 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1160 |
1.1095 |
0.0065 |
0.6% |
0.0021 |
0.2% |
0% |
False |
True |
29 |
| 10 |
1.1243 |
1.1095 |
0.0148 |
1.3% |
0.0020 |
0.2% |
0% |
False |
True |
21 |
| 20 |
1.1305 |
1.1095 |
0.0210 |
1.9% |
0.0019 |
0.2% |
0% |
False |
True |
24 |
| 40 |
1.1305 |
1.1095 |
0.0210 |
1.9% |
0.0016 |
0.1% |
0% |
False |
True |
13 |
| 60 |
1.1468 |
1.1095 |
0.0373 |
3.4% |
0.0010 |
0.1% |
0% |
False |
True |
10 |
| 80 |
1.1468 |
1.1095 |
0.0373 |
3.4% |
0.0008 |
0.1% |
0% |
False |
True |
8 |
| 100 |
1.1491 |
1.1095 |
0.0396 |
3.6% |
0.0007 |
0.1% |
0% |
False |
True |
30 |
| 120 |
1.1491 |
1.1061 |
0.0430 |
3.9% |
0.0007 |
0.1% |
8% |
False |
False |
25 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1384 |
|
2.618 |
1.1294 |
|
1.618 |
1.1239 |
|
1.000 |
1.1205 |
|
0.618 |
1.1184 |
|
HIGH |
1.1150 |
|
0.618 |
1.1129 |
|
0.500 |
1.1123 |
|
0.382 |
1.1116 |
|
LOW |
1.1095 |
|
0.618 |
1.1061 |
|
1.000 |
1.1040 |
|
1.618 |
1.1006 |
|
2.618 |
1.0951 |
|
4.250 |
1.0861 |
|
|
| Fisher Pivots for day following 22-Jul-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1.1123 |
1.1125 |
| PP |
1.1113 |
1.1115 |
| S1 |
1.1104 |
1.1105 |
|