CME Swiss Franc Future March 2015
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 |
1.1157 |
1.1107 |
-0.0050 |
-0.4% |
1.1239 |
High |
1.1162 |
1.1107 |
-0.0055 |
-0.5% |
1.1239 |
Low |
1.1157 |
1.1107 |
-0.0050 |
-0.4% |
1.1154 |
Close |
1.1162 |
1.1107 |
-0.0055 |
-0.5% |
1.1163 |
Range |
0.0005 |
0.0000 |
-0.0005 |
-100.0% |
0.0085 |
ATR |
0.0022 |
0.0024 |
0.0002 |
11.0% |
0.0000 |
Volume |
21 |
1 |
-20 |
-95.2% |
105 |
|
Daily Pivots for day following 22-Jul-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.1107 |
1.1107 |
1.1107 |
|
R3 |
1.1107 |
1.1107 |
1.1107 |
|
R2 |
1.1107 |
1.1107 |
1.1107 |
|
R1 |
1.1107 |
1.1107 |
1.1107 |
1.1107 |
PP |
1.1107 |
1.1107 |
1.1107 |
1.1107 |
S1 |
1.1107 |
1.1107 |
1.1107 |
1.1107 |
S2 |
1.1107 |
1.1107 |
1.1107 |
|
S3 |
1.1107 |
1.1107 |
1.1107 |
|
S4 |
1.1107 |
1.1107 |
1.1107 |
|
|
Weekly Pivots for week ending 18-Jul-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.1440 |
1.1387 |
1.1210 |
|
R3 |
1.1355 |
1.1302 |
1.1186 |
|
R2 |
1.1270 |
1.1270 |
1.1179 |
|
R1 |
1.1217 |
1.1217 |
1.1171 |
1.1201 |
PP |
1.1185 |
1.1185 |
1.1185 |
1.1178 |
S1 |
1.1132 |
1.1132 |
1.1155 |
1.1116 |
S2 |
1.1100 |
1.1100 |
1.1147 |
|
S3 |
1.1015 |
1.1047 |
1.1140 |
|
S4 |
1.0930 |
1.0962 |
1.1116 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.1107 |
2.618 |
1.1107 |
1.618 |
1.1107 |
1.000 |
1.1107 |
0.618 |
1.1107 |
HIGH |
1.1107 |
0.618 |
1.1107 |
0.500 |
1.1107 |
0.382 |
1.1107 |
LOW |
1.1107 |
0.618 |
1.1107 |
1.000 |
1.1107 |
1.618 |
1.1107 |
2.618 |
1.1107 |
4.250 |
1.1107 |
|
|
Fisher Pivots for day following 22-Jul-2014 |
Pivot |
1 day |
3 day |
R1 |
1.1107 |
1.1135 |
PP |
1.1107 |
1.1126 |
S1 |
1.1107 |
1.1116 |
|