CME Swiss Franc Future September 2014
| Trading Metrics calculated at close of trading on 23-Jul-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Jul-2014 |
23-Jul-2014 |
Change |
Change % |
Previous Week |
| Open |
1.1139 |
1.1085 |
-0.0054 |
-0.5% |
1.1213 |
| High |
1.1142 |
1.1095 |
-0.0047 |
-0.4% |
1.1245 |
| Low |
1.1081 |
1.1076 |
-0.0005 |
0.0% |
1.1111 |
| Close |
1.1086 |
1.1083 |
-0.0003 |
0.0% |
1.1141 |
| Range |
0.0061 |
0.0019 |
-0.0042 |
-68.9% |
0.0134 |
| ATR |
0.0046 |
0.0044 |
-0.0002 |
-4.2% |
0.0000 |
| Volume |
45,784 |
29,587 |
-16,197 |
-35.4% |
177,471 |
|
| Daily Pivots for day following 23-Jul-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1142 |
1.1131 |
1.1093 |
|
| R3 |
1.1123 |
1.1112 |
1.1088 |
|
| R2 |
1.1104 |
1.1104 |
1.1086 |
|
| R1 |
1.1093 |
1.1093 |
1.1085 |
1.1089 |
| PP |
1.1085 |
1.1085 |
1.1085 |
1.1083 |
| S1 |
1.1074 |
1.1074 |
1.1081 |
1.1070 |
| S2 |
1.1066 |
1.1066 |
1.1080 |
|
| S3 |
1.1047 |
1.1055 |
1.1078 |
|
| S4 |
1.1028 |
1.1036 |
1.1073 |
|
|
| 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 |
1.1154 |
1.1076 |
0.0078 |
0.7% |
0.0033 |
0.3% |
9% |
False |
True |
33,173 |
| 10 |
1.1245 |
1.1076 |
0.0169 |
1.5% |
0.0038 |
0.3% |
4% |
False |
True |
32,087 |
| 20 |
1.1298 |
1.1076 |
0.0222 |
2.0% |
0.0043 |
0.4% |
3% |
False |
True |
31,432 |
| 40 |
1.1298 |
1.1076 |
0.0222 |
2.0% |
0.0050 |
0.4% |
3% |
False |
True |
23,508 |
| 60 |
1.1503 |
1.1076 |
0.0427 |
3.9% |
0.0047 |
0.4% |
2% |
False |
True |
15,693 |
| 80 |
1.1503 |
1.1076 |
0.0427 |
3.9% |
0.0047 |
0.4% |
2% |
False |
True |
11,782 |
| 100 |
1.1513 |
1.1076 |
0.0437 |
3.9% |
0.0044 |
0.4% |
2% |
False |
True |
9,429 |
| 120 |
1.1513 |
1.1047 |
0.0466 |
4.2% |
0.0038 |
0.3% |
8% |
False |
False |
7,867 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1176 |
|
2.618 |
1.1145 |
|
1.618 |
1.1126 |
|
1.000 |
1.1114 |
|
0.618 |
1.1107 |
|
HIGH |
1.1095 |
|
0.618 |
1.1088 |
|
0.500 |
1.1086 |
|
0.382 |
1.1083 |
|
LOW |
1.1076 |
|
0.618 |
1.1064 |
|
1.000 |
1.1057 |
|
1.618 |
1.1045 |
|
2.618 |
1.1026 |
|
4.250 |
1.0995 |
|
|
| Fisher Pivots for day following 23-Jul-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1.1086 |
1.1114 |
| PP |
1.1085 |
1.1103 |
| S1 |
1.1084 |
1.1093 |
|