CME Swiss Franc Future September 2014
| Trading Metrics calculated at close of trading on 28-Jul-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Jul-2014 |
28-Jul-2014 |
Change |
Change % |
Previous Week |
| Open |
1.1082 |
1.1057 |
-0.0025 |
-0.2% |
1.1141 |
| High |
1.1092 |
1.1071 |
-0.0021 |
-0.2% |
1.1151 |
| Low |
1.1051 |
1.1051 |
0.0000 |
0.0% |
1.1051 |
| Close |
1.1057 |
1.1061 |
0.0004 |
0.0% |
1.1057 |
| Range |
0.0041 |
0.0020 |
-0.0021 |
-51.2% |
0.0100 |
| ATR |
0.0043 |
0.0041 |
-0.0002 |
-3.8% |
0.0000 |
| Volume |
33,707 |
22,398 |
-11,309 |
-33.6% |
164,075 |
|
| Daily Pivots for day following 28-Jul-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1121 |
1.1111 |
1.1072 |
|
| R3 |
1.1101 |
1.1091 |
1.1067 |
|
| R2 |
1.1081 |
1.1081 |
1.1065 |
|
| R1 |
1.1071 |
1.1071 |
1.1063 |
1.1076 |
| PP |
1.1061 |
1.1061 |
1.1061 |
1.1064 |
| S1 |
1.1051 |
1.1051 |
1.1059 |
1.1056 |
| S2 |
1.1041 |
1.1041 |
1.1057 |
|
| S3 |
1.1021 |
1.1031 |
1.1056 |
|
| S4 |
1.1001 |
1.1011 |
1.1050 |
|
|
| Weekly Pivots for week ending 25-Jul-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1386 |
1.1322 |
1.1112 |
|
| R3 |
1.1286 |
1.1222 |
1.1085 |
|
| R2 |
1.1186 |
1.1186 |
1.1075 |
|
| R1 |
1.1122 |
1.1122 |
1.1066 |
1.1104 |
| PP |
1.1086 |
1.1086 |
1.1086 |
1.1078 |
| S1 |
1.1022 |
1.1022 |
1.1048 |
1.1004 |
| S2 |
1.0986 |
1.0986 |
1.1039 |
|
| S3 |
1.0886 |
1.0922 |
1.1030 |
|
| S4 |
1.0786 |
1.0822 |
1.1002 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1142 |
1.1051 |
0.0091 |
0.8% |
0.0035 |
0.3% |
11% |
False |
True |
32,889 |
| 10 |
1.1227 |
1.1051 |
0.0176 |
1.6% |
0.0037 |
0.3% |
6% |
False |
True |
33,307 |
| 20 |
1.1298 |
1.1051 |
0.0247 |
2.2% |
0.0041 |
0.4% |
4% |
False |
True |
31,375 |
| 40 |
1.1298 |
1.1051 |
0.0247 |
2.2% |
0.0049 |
0.4% |
4% |
False |
True |
25,637 |
| 60 |
1.1503 |
1.1051 |
0.0452 |
4.1% |
0.0047 |
0.4% |
2% |
False |
True |
17,176 |
| 80 |
1.1503 |
1.1051 |
0.0452 |
4.1% |
0.0047 |
0.4% |
2% |
False |
True |
12,894 |
| 100 |
1.1513 |
1.1051 |
0.0462 |
4.2% |
0.0044 |
0.4% |
2% |
False |
True |
10,319 |
| 120 |
1.1513 |
1.1051 |
0.0462 |
4.2% |
0.0039 |
0.3% |
2% |
False |
True |
8,609 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1156 |
|
2.618 |
1.1123 |
|
1.618 |
1.1103 |
|
1.000 |
1.1091 |
|
0.618 |
1.1083 |
|
HIGH |
1.1071 |
|
0.618 |
1.1063 |
|
0.500 |
1.1061 |
|
0.382 |
1.1059 |
|
LOW |
1.1051 |
|
0.618 |
1.1039 |
|
1.000 |
1.1031 |
|
1.618 |
1.1019 |
|
2.618 |
1.0999 |
|
4.250 |
1.0966 |
|
|
| Fisher Pivots for day following 28-Jul-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1.1061 |
1.1078 |
| PP |
1.1061 |
1.1072 |
| S1 |
1.1061 |
1.1067 |
|