CME Swiss Franc Future December 2014
| Trading Metrics calculated at close of trading on 23-Jul-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Jul-2014 |
23-Jul-2014 |
Change |
Change % |
Previous Week |
| Open |
1.1150 |
1.1095 |
-0.0055 |
-0.5% |
1.1214 |
| High |
1.1150 |
1.1099 |
-0.0051 |
-0.5% |
1.1227 |
| Low |
1.1095 |
1.1087 |
-0.0008 |
-0.1% |
1.1135 |
| Close |
1.1095 |
1.1092 |
-0.0003 |
0.0% |
1.1150 |
| Range |
0.0055 |
0.0012 |
-0.0043 |
-78.2% |
0.0092 |
| ATR |
0.0028 |
0.0027 |
-0.0001 |
-4.1% |
0.0000 |
| Volume |
37 |
90 |
53 |
143.2% |
124 |
|
| Daily Pivots for day following 23-Jul-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1129 |
1.1122 |
1.1099 |
|
| R3 |
1.1117 |
1.1110 |
1.1095 |
|
| R2 |
1.1105 |
1.1105 |
1.1094 |
|
| R1 |
1.1098 |
1.1098 |
1.1093 |
1.1096 |
| PP |
1.1093 |
1.1093 |
1.1093 |
1.1091 |
| S1 |
1.1086 |
1.1086 |
1.1091 |
1.1084 |
| S2 |
1.1081 |
1.1081 |
1.1090 |
|
| S3 |
1.1069 |
1.1074 |
1.1089 |
|
| S4 |
1.1057 |
1.1062 |
1.1085 |
|
|
| 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 |
1.1157 |
1.1087 |
0.0070 |
0.6% |
0.0019 |
0.2% |
7% |
False |
True |
35 |
| 10 |
1.1227 |
1.1087 |
0.0140 |
1.3% |
0.0018 |
0.2% |
4% |
False |
True |
28 |
| 20 |
1.1305 |
1.1087 |
0.0218 |
2.0% |
0.0020 |
0.2% |
2% |
False |
True |
27 |
| 40 |
1.1305 |
1.1087 |
0.0218 |
2.0% |
0.0015 |
0.1% |
2% |
False |
True |
16 |
| 60 |
1.1468 |
1.1087 |
0.0381 |
3.4% |
0.0011 |
0.1% |
1% |
False |
True |
11 |
| 80 |
1.1468 |
1.1087 |
0.0381 |
3.4% |
0.0009 |
0.1% |
1% |
False |
True |
9 |
| 100 |
1.1491 |
1.1087 |
0.0404 |
3.6% |
0.0007 |
0.1% |
1% |
False |
True |
31 |
| 120 |
1.1491 |
1.1061 |
0.0430 |
3.9% |
0.0007 |
0.1% |
7% |
False |
False |
26 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1150 |
|
2.618 |
1.1130 |
|
1.618 |
1.1118 |
|
1.000 |
1.1111 |
|
0.618 |
1.1106 |
|
HIGH |
1.1099 |
|
0.618 |
1.1094 |
|
0.500 |
1.1093 |
|
0.382 |
1.1092 |
|
LOW |
1.1087 |
|
0.618 |
1.1080 |
|
1.000 |
1.1075 |
|
1.618 |
1.1068 |
|
2.618 |
1.1056 |
|
4.250 |
1.1036 |
|
|
| Fisher Pivots for day following 23-Jul-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1.1093 |
1.1121 |
| PP |
1.1093 |
1.1111 |
| S1 |
1.1092 |
1.1102 |
|