CME Swiss Franc Future September 2014
| Trading Metrics calculated at close of trading on 22-Jul-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Jul-2014 |
22-Jul-2014 |
Change |
Change % |
Previous Week |
| Open |
1.1141 |
1.1139 |
-0.0002 |
0.0% |
1.1213 |
| High |
1.1151 |
1.1142 |
-0.0009 |
-0.1% |
1.1245 |
| Low |
1.1128 |
1.1081 |
-0.0047 |
-0.4% |
1.1111 |
| Close |
1.1140 |
1.1086 |
-0.0054 |
-0.5% |
1.1141 |
| Range |
0.0023 |
0.0061 |
0.0038 |
165.2% |
0.0134 |
| ATR |
0.0044 |
0.0046 |
0.0001 |
2.7% |
0.0000 |
| Volume |
22,026 |
45,784 |
23,758 |
107.9% |
177,471 |
|
| Daily Pivots for day following 22-Jul-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1286 |
1.1247 |
1.1120 |
|
| R3 |
1.1225 |
1.1186 |
1.1103 |
|
| R2 |
1.1164 |
1.1164 |
1.1097 |
|
| R1 |
1.1125 |
1.1125 |
1.1092 |
1.1114 |
| PP |
1.1103 |
1.1103 |
1.1103 |
1.1098 |
| S1 |
1.1064 |
1.1064 |
1.1080 |
1.1053 |
| S2 |
1.1042 |
1.1042 |
1.1075 |
|
| S3 |
1.0981 |
1.1003 |
1.1069 |
|
| S4 |
1.0920 |
1.0942 |
1.1052 |
|
|
| Weekly Pivots for week ending 18-Jul-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1568 |
1.1488 |
1.1215 |
|
| R3 |
1.1434 |
1.1354 |
1.1178 |
|
| R2 |
1.1300 |
1.1300 |
1.1166 |
|
| R1 |
1.1220 |
1.1220 |
1.1153 |
1.1193 |
| PP |
1.1166 |
1.1166 |
1.1166 |
1.1152 |
| S1 |
1.1086 |
1.1086 |
1.1129 |
1.1059 |
| S2 |
1.1032 |
1.1032 |
1.1116 |
|
| S3 |
1.0898 |
1.0952 |
1.1104 |
|
| S4 |
1.0764 |
1.0818 |
1.1067 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1171 |
1.1081 |
0.0090 |
0.8% |
0.0038 |
0.3% |
6% |
False |
True |
33,581 |
| 10 |
1.1245 |
1.1081 |
0.0164 |
1.5% |
0.0041 |
0.4% |
3% |
False |
True |
32,152 |
| 20 |
1.1298 |
1.1081 |
0.0217 |
2.0% |
0.0044 |
0.4% |
2% |
False |
True |
31,455 |
| 40 |
1.1298 |
1.1080 |
0.0218 |
2.0% |
0.0050 |
0.5% |
3% |
False |
False |
22,771 |
| 60 |
1.1503 |
1.1080 |
0.0423 |
3.8% |
0.0048 |
0.4% |
1% |
False |
False |
15,200 |
| 80 |
1.1503 |
1.1080 |
0.0423 |
3.8% |
0.0048 |
0.4% |
1% |
False |
False |
11,413 |
| 100 |
1.1513 |
1.1080 |
0.0433 |
3.9% |
0.0044 |
0.4% |
1% |
False |
False |
9,133 |
| 120 |
1.1513 |
1.1047 |
0.0466 |
4.2% |
0.0038 |
0.3% |
8% |
False |
False |
7,620 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1401 |
|
2.618 |
1.1302 |
|
1.618 |
1.1241 |
|
1.000 |
1.1203 |
|
0.618 |
1.1180 |
|
HIGH |
1.1142 |
|
0.618 |
1.1119 |
|
0.500 |
1.1112 |
|
0.382 |
1.1104 |
|
LOW |
1.1081 |
|
0.618 |
1.1043 |
|
1.000 |
1.1020 |
|
1.618 |
1.0982 |
|
2.618 |
1.0921 |
|
4.250 |
1.0822 |
|
|
| Fisher Pivots for day following 22-Jul-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1.1112 |
1.1117 |
| PP |
1.1103 |
1.1107 |
| S1 |
1.1095 |
1.1096 |
|