CME Swiss Franc Future September 2014
| Trading Metrics calculated at close of trading on 14-Jul-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Jul-2014 |
14-Jul-2014 |
Change |
Change % |
Previous Week |
| Open |
1.1211 |
1.1213 |
0.0002 |
0.0% |
1.1188 |
| High |
1.1226 |
1.1245 |
0.0019 |
0.2% |
1.1238 |
| Low |
1.1200 |
1.1201 |
0.0001 |
0.0% |
1.1169 |
| Close |
1.1215 |
1.1217 |
0.0002 |
0.0% |
1.1215 |
| Range |
0.0026 |
0.0044 |
0.0018 |
69.2% |
0.0069 |
| ATR |
0.0048 |
0.0047 |
0.0000 |
-0.6% |
0.0000 |
| Volume |
20,713 |
30,865 |
10,152 |
49.0% |
131,112 |
|
| Daily Pivots for day following 14-Jul-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1353 |
1.1329 |
1.1241 |
|
| R3 |
1.1309 |
1.1285 |
1.1229 |
|
| R2 |
1.1265 |
1.1265 |
1.1225 |
|
| R1 |
1.1241 |
1.1241 |
1.1221 |
1.1253 |
| PP |
1.1221 |
1.1221 |
1.1221 |
1.1227 |
| S1 |
1.1197 |
1.1197 |
1.1213 |
1.1209 |
| S2 |
1.1177 |
1.1177 |
1.1209 |
|
| S3 |
1.1133 |
1.1153 |
1.1205 |
|
| S4 |
1.1089 |
1.1109 |
1.1193 |
|
|
| 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 |
1.1245 |
1.1185 |
0.0060 |
0.5% |
0.0036 |
0.3% |
53% |
True |
False |
26,343 |
| 10 |
1.1298 |
1.1155 |
0.0143 |
1.3% |
0.0045 |
0.4% |
43% |
False |
False |
29,443 |
| 20 |
1.1298 |
1.1104 |
0.0194 |
1.7% |
0.0049 |
0.4% |
58% |
False |
False |
29,830 |
| 40 |
1.1298 |
1.1080 |
0.0218 |
1.9% |
0.0048 |
0.4% |
63% |
False |
False |
17,422 |
| 60 |
1.1503 |
1.1080 |
0.0423 |
3.8% |
0.0048 |
0.4% |
32% |
False |
False |
11,633 |
| 80 |
1.1503 |
1.1080 |
0.0423 |
3.8% |
0.0047 |
0.4% |
32% |
False |
False |
8,734 |
| 100 |
1.1513 |
1.1080 |
0.0433 |
3.9% |
0.0042 |
0.4% |
32% |
False |
False |
6,989 |
| 120 |
1.1513 |
1.0994 |
0.0519 |
4.6% |
0.0036 |
0.3% |
43% |
False |
False |
5,834 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1432 |
|
2.618 |
1.1360 |
|
1.618 |
1.1316 |
|
1.000 |
1.1289 |
|
0.618 |
1.1272 |
|
HIGH |
1.1245 |
|
0.618 |
1.1228 |
|
0.500 |
1.1223 |
|
0.382 |
1.1218 |
|
LOW |
1.1201 |
|
0.618 |
1.1174 |
|
1.000 |
1.1157 |
|
1.618 |
1.1130 |
|
2.618 |
1.1086 |
|
4.250 |
1.1014 |
|
|
| Fisher Pivots for day following 14-Jul-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1.1223 |
1.1222 |
| PP |
1.1221 |
1.1220 |
| S1 |
1.1219 |
1.1219 |
|