CME Swiss Franc Future December 2014
| Trading Metrics calculated at close of trading on 28-Jul-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Jul-2014 |
28-Jul-2014 |
Change |
Change % |
Previous Week |
| Open |
1.1090 |
1.1065 |
-0.0025 |
-0.2% |
1.1155 |
| High |
1.1097 |
1.1076 |
-0.0021 |
-0.2% |
1.1155 |
| Low |
1.1066 |
1.1065 |
-0.0001 |
0.0% |
1.1066 |
| Close |
1.1066 |
1.1070 |
0.0004 |
0.0% |
1.1066 |
| Range |
0.0031 |
0.0011 |
-0.0020 |
-64.5% |
0.0089 |
| ATR |
0.0026 |
0.0025 |
-0.0001 |
-4.2% |
0.0000 |
| Volume |
40 |
58 |
18 |
45.0% |
201 |
|
| Daily Pivots for day following 28-Jul-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1103 |
1.1098 |
1.1076 |
|
| R3 |
1.1092 |
1.1087 |
1.1073 |
|
| R2 |
1.1081 |
1.1081 |
1.1072 |
|
| R1 |
1.1076 |
1.1076 |
1.1071 |
1.1079 |
| PP |
1.1070 |
1.1070 |
1.1070 |
1.1072 |
| S1 |
1.1065 |
1.1065 |
1.1069 |
1.1068 |
| S2 |
1.1059 |
1.1059 |
1.1068 |
|
| S3 |
1.1048 |
1.1054 |
1.1067 |
|
| S4 |
1.1037 |
1.1043 |
1.1064 |
|
|
| Weekly Pivots for week ending 25-Jul-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1363 |
1.1303 |
1.1115 |
|
| R3 |
1.1274 |
1.1214 |
1.1090 |
|
| R2 |
1.1185 |
1.1185 |
1.1082 |
|
| R1 |
1.1125 |
1.1125 |
1.1074 |
1.1111 |
| PP |
1.1096 |
1.1096 |
1.1096 |
1.1088 |
| S1 |
1.1036 |
1.1036 |
1.1058 |
1.1022 |
| S2 |
1.1007 |
1.1007 |
1.1050 |
|
| S3 |
1.0918 |
1.0947 |
1.1042 |
|
| S4 |
1.0829 |
1.0858 |
1.1017 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1150 |
1.1065 |
0.0085 |
0.8% |
0.0025 |
0.2% |
6% |
False |
True |
51 |
| 10 |
1.1217 |
1.1065 |
0.0152 |
1.4% |
0.0022 |
0.2% |
3% |
False |
True |
36 |
| 20 |
1.1305 |
1.1065 |
0.0240 |
2.2% |
0.0021 |
0.2% |
2% |
False |
True |
31 |
| 40 |
1.1305 |
1.1065 |
0.0240 |
2.2% |
0.0016 |
0.1% |
2% |
False |
True |
19 |
| 60 |
1.1468 |
1.1065 |
0.0403 |
3.6% |
0.0012 |
0.1% |
1% |
False |
True |
13 |
| 80 |
1.1468 |
1.1065 |
0.0403 |
3.6% |
0.0009 |
0.1% |
1% |
False |
True |
11 |
| 100 |
1.1491 |
1.1065 |
0.0426 |
3.8% |
0.0008 |
0.1% |
1% |
False |
True |
29 |
| 120 |
1.1491 |
1.1065 |
0.0426 |
3.8% |
0.0007 |
0.1% |
1% |
False |
True |
27 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1123 |
|
2.618 |
1.1105 |
|
1.618 |
1.1094 |
|
1.000 |
1.1087 |
|
0.618 |
1.1083 |
|
HIGH |
1.1076 |
|
0.618 |
1.1072 |
|
0.500 |
1.1071 |
|
0.382 |
1.1069 |
|
LOW |
1.1065 |
|
0.618 |
1.1058 |
|
1.000 |
1.1054 |
|
1.618 |
1.1047 |
|
2.618 |
1.1036 |
|
4.250 |
1.1018 |
|
|
| Fisher Pivots for day following 28-Jul-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1.1071 |
1.1086 |
| PP |
1.1070 |
1.1080 |
| S1 |
1.1070 |
1.1075 |
|