CME Swiss Franc Future March 2015
Trading Metrics calculated at close of trading on 31-Jul-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Jul-2014 |
31-Jul-2014 |
Change |
Change % |
Previous Week |
Open |
1.1024 |
1.1026 |
0.0002 |
0.0% |
1.1157 |
High |
1.1024 |
1.1026 |
0.0002 |
0.0% |
1.1162 |
Low |
1.1024 |
1.1026 |
0.0002 |
0.0% |
1.1077 |
Close |
1.1024 |
1.1026 |
0.0002 |
0.0% |
1.1077 |
Range |
|
|
|
|
|
ATR |
0.0021 |
0.0020 |
-0.0001 |
-6.5% |
0.0000 |
Volume |
1 |
1 |
0 |
0.0% |
25 |
|
Daily Pivots for day following 31-Jul-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.1026 |
1.1026 |
1.1026 |
|
R3 |
1.1026 |
1.1026 |
1.1026 |
|
R2 |
1.1026 |
1.1026 |
1.1026 |
|
R1 |
1.1026 |
1.1026 |
1.1026 |
1.1026 |
PP |
1.1026 |
1.1026 |
1.1026 |
1.1026 |
S1 |
1.1026 |
1.1026 |
1.1026 |
1.1026 |
S2 |
1.1026 |
1.1026 |
1.1026 |
|
S3 |
1.1026 |
1.1026 |
1.1026 |
|
S4 |
1.1026 |
1.1026 |
1.1026 |
|
|
Weekly Pivots for week ending 25-Jul-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.1360 |
1.1304 |
1.1124 |
|
R3 |
1.1275 |
1.1219 |
1.1100 |
|
R2 |
1.1190 |
1.1190 |
1.1093 |
|
R1 |
1.1134 |
1.1134 |
1.1085 |
1.1120 |
PP |
1.1105 |
1.1105 |
1.1105 |
1.1098 |
S1 |
1.1049 |
1.1049 |
1.1069 |
1.1035 |
S2 |
1.1020 |
1.1020 |
1.1061 |
|
S3 |
1.0935 |
1.0964 |
1.1054 |
|
S4 |
1.0850 |
1.0879 |
1.1030 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1.1081 |
1.1024 |
0.0057 |
0.5% |
0.0002 |
0.0% |
4% |
False |
False |
1 |
10 |
1.1163 |
1.1024 |
0.0139 |
1.3% |
0.0002 |
0.0% |
1% |
False |
False |
5 |
20 |
1.1256 |
1.1024 |
0.0232 |
2.1% |
0.0003 |
0.0% |
1% |
False |
False |
12 |
40 |
1.1309 |
1.1024 |
0.0285 |
2.6% |
0.0002 |
0.0% |
1% |
False |
False |
6 |
60 |
1.1451 |
1.1024 |
0.0427 |
3.9% |
0.0002 |
0.0% |
0% |
False |
False |
4 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.1026 |
2.618 |
1.1026 |
1.618 |
1.1026 |
1.000 |
1.1026 |
0.618 |
1.1026 |
HIGH |
1.1026 |
0.618 |
1.1026 |
0.500 |
1.1026 |
0.382 |
1.1026 |
LOW |
1.1026 |
0.618 |
1.1026 |
1.000 |
1.1026 |
1.618 |
1.1026 |
2.618 |
1.1026 |
4.250 |
1.1026 |
|
|
Fisher Pivots for day following 31-Jul-2014 |
Pivot |
1 day |
3 day |
R1 |
1.1026 |
1.1042 |
PP |
1.1026 |
1.1037 |
S1 |
1.1026 |
1.1031 |
|