CME Swiss Franc Future September 2014
| Trading Metrics calculated at close of trading on 07-Jul-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Jul-2014 |
07-Jul-2014 |
Change |
Change % |
Previous Week |
| Open |
1.1255 |
1.1188 |
-0.0067 |
-0.6% |
1.1232 |
| High |
1.1260 |
1.1205 |
-0.0055 |
-0.5% |
1.1298 |
| Low |
1.1155 |
1.1169 |
0.0014 |
0.1% |
1.1155 |
| Close |
1.1193 |
1.1202 |
0.0009 |
0.1% |
1.1193 |
| Range |
0.0105 |
0.0036 |
-0.0069 |
-65.7% |
0.0143 |
| ATR |
0.0054 |
0.0053 |
-0.0001 |
-2.4% |
0.0000 |
| Volume |
36,427 |
30,262 |
-6,165 |
-16.9% |
132,459 |
|
| Daily Pivots for day following 07-Jul-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1300 |
1.1287 |
1.1222 |
|
| R3 |
1.1264 |
1.1251 |
1.1212 |
|
| R2 |
1.1228 |
1.1228 |
1.1209 |
|
| R1 |
1.1215 |
1.1215 |
1.1205 |
1.1222 |
| PP |
1.1192 |
1.1192 |
1.1192 |
1.1195 |
| S1 |
1.1179 |
1.1179 |
1.1199 |
1.1186 |
| S2 |
1.1156 |
1.1156 |
1.1195 |
|
| S3 |
1.1120 |
1.1143 |
1.1192 |
|
| S4 |
1.1084 |
1.1107 |
1.1182 |
|
|
| Weekly Pivots for week ending 04-Jul-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1644 |
1.1562 |
1.1272 |
|
| R3 |
1.1501 |
1.1419 |
1.1232 |
|
| R2 |
1.1358 |
1.1358 |
1.1219 |
|
| R1 |
1.1276 |
1.1276 |
1.1206 |
1.1246 |
| PP |
1.1215 |
1.1215 |
1.1215 |
1.1200 |
| S1 |
1.1133 |
1.1133 |
1.1180 |
1.1103 |
| S2 |
1.1072 |
1.1072 |
1.1167 |
|
| S3 |
1.0929 |
1.0990 |
1.1154 |
|
| S4 |
1.0786 |
1.0847 |
1.1114 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1298 |
1.1155 |
0.0143 |
1.3% |
0.0054 |
0.5% |
33% |
False |
False |
32,544 |
| 10 |
1.1298 |
1.1155 |
0.0143 |
1.3% |
0.0047 |
0.4% |
33% |
False |
False |
30,217 |
| 20 |
1.1298 |
1.1104 |
0.0194 |
1.7% |
0.0054 |
0.5% |
51% |
False |
False |
27,553 |
| 40 |
1.1354 |
1.1080 |
0.0274 |
2.4% |
0.0050 |
0.4% |
45% |
False |
False |
14,141 |
| 60 |
1.1503 |
1.1080 |
0.0423 |
3.8% |
0.0048 |
0.4% |
29% |
False |
False |
9,442 |
| 80 |
1.1513 |
1.1080 |
0.0433 |
3.9% |
0.0046 |
0.4% |
28% |
False |
False |
7,089 |
| 100 |
1.1513 |
1.1080 |
0.0433 |
3.9% |
0.0041 |
0.4% |
28% |
False |
False |
5,683 |
| 120 |
1.1513 |
1.0994 |
0.0519 |
4.6% |
0.0034 |
0.3% |
40% |
False |
False |
4,736 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1358 |
|
2.618 |
1.1299 |
|
1.618 |
1.1263 |
|
1.000 |
1.1241 |
|
0.618 |
1.1227 |
|
HIGH |
1.1205 |
|
0.618 |
1.1191 |
|
0.500 |
1.1187 |
|
0.382 |
1.1183 |
|
LOW |
1.1169 |
|
0.618 |
1.1147 |
|
1.000 |
1.1133 |
|
1.618 |
1.1111 |
|
2.618 |
1.1075 |
|
4.250 |
1.1016 |
|
|
| Fisher Pivots for day following 07-Jul-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1.1197 |
1.1216 |
| PP |
1.1192 |
1.1211 |
| S1 |
1.1187 |
1.1207 |
|