CME Swiss Franc Future September 2014
| Trading Metrics calculated at close of trading on 29-Jul-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Jul-2014 |
29-Jul-2014 |
Change |
Change % |
Previous Week |
| Open |
1.1057 |
1.1064 |
0.0007 |
0.1% |
1.1141 |
| High |
1.1071 |
1.1070 |
-0.0001 |
0.0% |
1.1151 |
| Low |
1.1051 |
1.1024 |
-0.0027 |
-0.2% |
1.1051 |
| Close |
1.1061 |
1.1030 |
-0.0031 |
-0.3% |
1.1057 |
| Range |
0.0020 |
0.0046 |
0.0026 |
130.0% |
0.0100 |
| ATR |
0.0041 |
0.0042 |
0.0000 |
0.8% |
0.0000 |
| Volume |
22,398 |
36,605 |
14,207 |
63.4% |
164,075 |
|
| Daily Pivots for day following 29-Jul-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1179 |
1.1151 |
1.1055 |
|
| R3 |
1.1133 |
1.1105 |
1.1043 |
|
| R2 |
1.1087 |
1.1087 |
1.1038 |
|
| R1 |
1.1059 |
1.1059 |
1.1034 |
1.1050 |
| PP |
1.1041 |
1.1041 |
1.1041 |
1.1037 |
| S1 |
1.1013 |
1.1013 |
1.1026 |
1.1004 |
| S2 |
1.0995 |
1.0995 |
1.1022 |
|
| S3 |
1.0949 |
1.0967 |
1.1017 |
|
| S4 |
1.0903 |
1.0921 |
1.1005 |
|
|
| 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 |
1.1104 |
1.1024 |
0.0080 |
0.7% |
0.0032 |
0.3% |
8% |
False |
True |
31,053 |
| 10 |
1.1171 |
1.1024 |
0.0147 |
1.3% |
0.0035 |
0.3% |
4% |
False |
True |
32,317 |
| 20 |
1.1298 |
1.1024 |
0.0274 |
2.5% |
0.0040 |
0.4% |
2% |
False |
True |
31,258 |
| 40 |
1.1298 |
1.1024 |
0.0274 |
2.5% |
0.0049 |
0.4% |
2% |
False |
True |
26,536 |
| 60 |
1.1503 |
1.1024 |
0.0479 |
4.3% |
0.0047 |
0.4% |
1% |
False |
True |
17,786 |
| 80 |
1.1503 |
1.1024 |
0.0479 |
4.3% |
0.0046 |
0.4% |
1% |
False |
True |
13,351 |
| 100 |
1.1513 |
1.1024 |
0.0489 |
4.4% |
0.0044 |
0.4% |
1% |
False |
True |
10,685 |
| 120 |
1.1513 |
1.1024 |
0.0489 |
4.4% |
0.0039 |
0.4% |
1% |
False |
True |
8,914 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1266 |
|
2.618 |
1.1190 |
|
1.618 |
1.1144 |
|
1.000 |
1.1116 |
|
0.618 |
1.1098 |
|
HIGH |
1.1070 |
|
0.618 |
1.1052 |
|
0.500 |
1.1047 |
|
0.382 |
1.1042 |
|
LOW |
1.1024 |
|
0.618 |
1.0996 |
|
1.000 |
1.0978 |
|
1.618 |
1.0950 |
|
2.618 |
1.0904 |
|
4.250 |
1.0829 |
|
|
| Fisher Pivots for day following 29-Jul-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1.1047 |
1.1058 |
| PP |
1.1041 |
1.1049 |
| S1 |
1.1036 |
1.1039 |
|