CME Swiss Franc Future September 2014
| Trading Metrics calculated at close of trading on 16-Jul-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Jul-2014 |
16-Jul-2014 |
Change |
Change % |
Previous Week |
| Open |
1.1220 |
1.1167 |
-0.0053 |
-0.5% |
1.1188 |
| High |
1.1227 |
1.1171 |
-0.0056 |
-0.5% |
1.1238 |
| Low |
1.1162 |
1.1129 |
-0.0033 |
-0.3% |
1.1169 |
| Close |
1.1168 |
1.1133 |
-0.0035 |
-0.3% |
1.1215 |
| Range |
0.0065 |
0.0042 |
-0.0023 |
-35.4% |
0.0069 |
| ATR |
0.0049 |
0.0048 |
0.0000 |
-1.0% |
0.0000 |
| Volume |
46,508 |
31,626 |
-14,882 |
-32.0% |
131,112 |
|
| Daily Pivots for day following 16-Jul-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1270 |
1.1244 |
1.1156 |
|
| R3 |
1.1228 |
1.1202 |
1.1145 |
|
| R2 |
1.1186 |
1.1186 |
1.1141 |
|
| R1 |
1.1160 |
1.1160 |
1.1137 |
1.1152 |
| PP |
1.1144 |
1.1144 |
1.1144 |
1.1141 |
| S1 |
1.1118 |
1.1118 |
1.1129 |
1.1110 |
| S2 |
1.1102 |
1.1102 |
1.1125 |
|
| S3 |
1.1060 |
1.1076 |
1.1121 |
|
| S4 |
1.1018 |
1.1034 |
1.1110 |
|
|
| 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 |
1.1129 |
0.0116 |
1.0% |
0.0043 |
0.4% |
3% |
False |
True |
31,000 |
| 10 |
1.1277 |
1.1129 |
0.0148 |
1.3% |
0.0046 |
0.4% |
3% |
False |
True |
30,488 |
| 20 |
1.1298 |
1.1121 |
0.0177 |
1.6% |
0.0049 |
0.4% |
7% |
False |
False |
31,223 |
| 40 |
1.1298 |
1.1080 |
0.0218 |
2.0% |
0.0050 |
0.4% |
24% |
False |
False |
19,370 |
| 60 |
1.1503 |
1.1080 |
0.0423 |
3.8% |
0.0048 |
0.4% |
13% |
False |
False |
12,931 |
| 80 |
1.1503 |
1.1080 |
0.0423 |
3.8% |
0.0048 |
0.4% |
13% |
False |
False |
9,711 |
| 100 |
1.1513 |
1.1080 |
0.0433 |
3.9% |
0.0043 |
0.4% |
12% |
False |
False |
7,770 |
| 120 |
1.1513 |
1.1047 |
0.0466 |
4.2% |
0.0037 |
0.3% |
18% |
False |
False |
6,485 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1350 |
|
2.618 |
1.1281 |
|
1.618 |
1.1239 |
|
1.000 |
1.1213 |
|
0.618 |
1.1197 |
|
HIGH |
1.1171 |
|
0.618 |
1.1155 |
|
0.500 |
1.1150 |
|
0.382 |
1.1145 |
|
LOW |
1.1129 |
|
0.618 |
1.1103 |
|
1.000 |
1.1087 |
|
1.618 |
1.1061 |
|
2.618 |
1.1019 |
|
4.250 |
1.0951 |
|
|
| Fisher Pivots for day following 16-Jul-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1.1150 |
1.1187 |
| PP |
1.1144 |
1.1169 |
| S1 |
1.1139 |
1.1151 |
|