CME Swiss Franc Future September 2014
| Trading Metrics calculated at close of trading on 17-Jul-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Jul-2014 |
17-Jul-2014 |
Change |
Change % |
Previous Week |
| Open |
1.1167 |
1.1136 |
-0.0031 |
-0.3% |
1.1188 |
| High |
1.1171 |
1.1154 |
-0.0017 |
-0.2% |
1.1238 |
| Low |
1.1129 |
1.1132 |
0.0003 |
0.0% |
1.1169 |
| Close |
1.1133 |
1.1145 |
0.0012 |
0.1% |
1.1215 |
| Range |
0.0042 |
0.0022 |
-0.0020 |
-47.6% |
0.0069 |
| ATR |
0.0048 |
0.0046 |
-0.0002 |
-3.9% |
0.0000 |
| Volume |
31,626 |
31,998 |
372 |
1.2% |
131,112 |
|
| Daily Pivots for day following 17-Jul-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1210 |
1.1199 |
1.1157 |
|
| R3 |
1.1188 |
1.1177 |
1.1151 |
|
| R2 |
1.1166 |
1.1166 |
1.1149 |
|
| R1 |
1.1155 |
1.1155 |
1.1147 |
1.1161 |
| PP |
1.1144 |
1.1144 |
1.1144 |
1.1146 |
| S1 |
1.1133 |
1.1133 |
1.1143 |
1.1139 |
| S2 |
1.1122 |
1.1122 |
1.1141 |
|
| S3 |
1.1100 |
1.1111 |
1.1139 |
|
| S4 |
1.1078 |
1.1089 |
1.1133 |
|
|
| 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% |
0.0040 |
0.4% |
14% |
False |
False |
32,342 |
| 10 |
1.1260 |
1.1129 |
0.0131 |
1.2% |
0.0045 |
0.4% |
12% |
False |
False |
30,853 |
| 20 |
1.1298 |
1.1129 |
0.0169 |
1.5% |
0.0047 |
0.4% |
9% |
False |
False |
30,971 |
| 40 |
1.1298 |
1.1080 |
0.0218 |
2.0% |
0.0050 |
0.4% |
30% |
False |
False |
20,168 |
| 60 |
1.1503 |
1.1080 |
0.0423 |
3.8% |
0.0048 |
0.4% |
15% |
False |
False |
13,464 |
| 80 |
1.1503 |
1.1080 |
0.0423 |
3.8% |
0.0047 |
0.4% |
15% |
False |
False |
10,111 |
| 100 |
1.1513 |
1.1080 |
0.0433 |
3.9% |
0.0043 |
0.4% |
15% |
False |
False |
8,090 |
| 120 |
1.1513 |
1.1047 |
0.0466 |
4.2% |
0.0037 |
0.3% |
21% |
False |
False |
6,751 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1248 |
|
2.618 |
1.1212 |
|
1.618 |
1.1190 |
|
1.000 |
1.1176 |
|
0.618 |
1.1168 |
|
HIGH |
1.1154 |
|
0.618 |
1.1146 |
|
0.500 |
1.1143 |
|
0.382 |
1.1140 |
|
LOW |
1.1132 |
|
0.618 |
1.1118 |
|
1.000 |
1.1110 |
|
1.618 |
1.1096 |
|
2.618 |
1.1074 |
|
4.250 |
1.1039 |
|
|
| Fisher Pivots for day following 17-Jul-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1.1144 |
1.1178 |
| PP |
1.1144 |
1.1167 |
| S1 |
1.1143 |
1.1156 |
|