CME Swiss Franc Future September 2014
| Trading Metrics calculated at close of trading on 11-Jul-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Jul-2014 |
11-Jul-2014 |
Change |
Change % |
Previous Week |
| Open |
1.1228 |
1.1211 |
-0.0017 |
-0.2% |
1.1188 |
| High |
1.1238 |
1.1226 |
-0.0012 |
-0.1% |
1.1238 |
| Low |
1.1199 |
1.1200 |
0.0001 |
0.0% |
1.1169 |
| Close |
1.1209 |
1.1215 |
0.0006 |
0.1% |
1.1215 |
| Range |
0.0039 |
0.0026 |
-0.0013 |
-33.3% |
0.0069 |
| ATR |
0.0049 |
0.0048 |
-0.0002 |
-3.4% |
0.0000 |
| Volume |
25,292 |
20,713 |
-4,579 |
-18.1% |
131,112 |
|
| Daily Pivots for day following 11-Jul-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1292 |
1.1279 |
1.1229 |
|
| R3 |
1.1266 |
1.1253 |
1.1222 |
|
| R2 |
1.1240 |
1.1240 |
1.1220 |
|
| R1 |
1.1227 |
1.1227 |
1.1217 |
1.1234 |
| PP |
1.1214 |
1.1214 |
1.1214 |
1.1217 |
| S1 |
1.1201 |
1.1201 |
1.1213 |
1.1208 |
| S2 |
1.1188 |
1.1188 |
1.1210 |
|
| S3 |
1.1162 |
1.1175 |
1.1208 |
|
| S4 |
1.1136 |
1.1149 |
1.1201 |
|
|
| Weekly Pivots for week ending 11-Jul-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1414 |
1.1384 |
1.1253 |
|
| R3 |
1.1345 |
1.1315 |
1.1234 |
|
| R2 |
1.1276 |
1.1276 |
1.1228 |
|
| R1 |
1.1246 |
1.1246 |
1.1221 |
1.1261 |
| PP |
1.1207 |
1.1207 |
1.1207 |
1.1215 |
| S1 |
1.1177 |
1.1177 |
1.1209 |
1.1192 |
| S2 |
1.1138 |
1.1138 |
1.1202 |
|
| S3 |
1.1069 |
1.1108 |
1.1196 |
|
| S4 |
1.1000 |
1.1039 |
1.1177 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1238 |
1.1169 |
0.0069 |
0.6% |
0.0034 |
0.3% |
67% |
False |
False |
26,222 |
| 10 |
1.1298 |
1.1155 |
0.0143 |
1.3% |
0.0045 |
0.4% |
42% |
False |
False |
29,177 |
| 20 |
1.1298 |
1.1104 |
0.0194 |
1.7% |
0.0050 |
0.4% |
57% |
False |
False |
29,925 |
| 40 |
1.1298 |
1.1080 |
0.0218 |
1.9% |
0.0049 |
0.4% |
62% |
False |
False |
16,654 |
| 60 |
1.1503 |
1.1080 |
0.0423 |
3.8% |
0.0048 |
0.4% |
32% |
False |
False |
11,120 |
| 80 |
1.1503 |
1.1080 |
0.0423 |
3.8% |
0.0047 |
0.4% |
32% |
False |
False |
8,349 |
| 100 |
1.1513 |
1.1080 |
0.0433 |
3.9% |
0.0042 |
0.4% |
31% |
False |
False |
6,680 |
| 120 |
1.1513 |
1.0994 |
0.0519 |
4.6% |
0.0035 |
0.3% |
43% |
False |
False |
5,577 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1337 |
|
2.618 |
1.1294 |
|
1.618 |
1.1268 |
|
1.000 |
1.1252 |
|
0.618 |
1.1242 |
|
HIGH |
1.1226 |
|
0.618 |
1.1216 |
|
0.500 |
1.1213 |
|
0.382 |
1.1210 |
|
LOW |
1.1200 |
|
0.618 |
1.1184 |
|
1.000 |
1.1174 |
|
1.618 |
1.1158 |
|
2.618 |
1.1132 |
|
4.250 |
1.1090 |
|
|
| Fisher Pivots for day following 11-Jul-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1.1214 |
1.1216 |
| PP |
1.1214 |
1.1216 |
| S1 |
1.1213 |
1.1215 |
|