CME Swiss Franc Future September 2014
| Trading Metrics calculated at close of trading on 31-Jul-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Jul-2014 |
31-Jul-2014 |
Change |
Change % |
Previous Week |
| Open |
1.1029 |
1.1006 |
-0.0023 |
-0.2% |
1.1141 |
| High |
1.1034 |
1.1021 |
-0.0013 |
-0.1% |
1.1151 |
| Low |
1.0981 |
1.0987 |
0.0006 |
0.1% |
1.1051 |
| Close |
1.1004 |
1.1007 |
0.0003 |
0.0% |
1.1057 |
| Range |
0.0053 |
0.0034 |
-0.0019 |
-35.8% |
0.0100 |
| ATR |
0.0042 |
0.0042 |
-0.0001 |
-1.4% |
0.0000 |
| Volume |
49,053 |
46,555 |
-2,498 |
-5.1% |
164,075 |
|
| Daily Pivots for day following 31-Jul-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1107 |
1.1091 |
1.1026 |
|
| R3 |
1.1073 |
1.1057 |
1.1016 |
|
| R2 |
1.1039 |
1.1039 |
1.1013 |
|
| R1 |
1.1023 |
1.1023 |
1.1010 |
1.1031 |
| PP |
1.1005 |
1.1005 |
1.1005 |
1.1009 |
| S1 |
1.0989 |
1.0989 |
1.1004 |
1.0997 |
| S2 |
1.0971 |
1.0971 |
1.1001 |
|
| S3 |
1.0937 |
1.0955 |
1.0998 |
|
| S4 |
1.0903 |
1.0921 |
1.0988 |
|
|
| 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 |
1.1092 |
1.0981 |
0.0111 |
1.0% |
0.0039 |
0.4% |
23% |
False |
False |
37,663 |
| 10 |
1.1153 |
1.0981 |
0.0172 |
1.6% |
0.0038 |
0.3% |
15% |
False |
False |
35,516 |
| 20 |
1.1260 |
1.0981 |
0.0279 |
2.5% |
0.0041 |
0.4% |
9% |
False |
False |
33,184 |
| 40 |
1.1298 |
1.0981 |
0.0317 |
2.9% |
0.0049 |
0.4% |
8% |
False |
False |
28,900 |
| 60 |
1.1503 |
1.0981 |
0.0522 |
4.7% |
0.0047 |
0.4% |
5% |
False |
False |
19,378 |
| 80 |
1.1503 |
1.0981 |
0.0522 |
4.7% |
0.0046 |
0.4% |
5% |
False |
False |
14,546 |
| 100 |
1.1513 |
1.0981 |
0.0532 |
4.8% |
0.0044 |
0.4% |
5% |
False |
False |
11,641 |
| 120 |
1.1513 |
1.0981 |
0.0532 |
4.8% |
0.0040 |
0.4% |
5% |
False |
False |
9,711 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1166 |
|
2.618 |
1.1110 |
|
1.618 |
1.1076 |
|
1.000 |
1.1055 |
|
0.618 |
1.1042 |
|
HIGH |
1.1021 |
|
0.618 |
1.1008 |
|
0.500 |
1.1004 |
|
0.382 |
1.1000 |
|
LOW |
1.0987 |
|
0.618 |
1.0966 |
|
1.000 |
1.0953 |
|
1.618 |
1.0932 |
|
2.618 |
1.0898 |
|
4.250 |
1.0843 |
|
|
| Fisher Pivots for day following 31-Jul-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1.1006 |
1.1026 |
| PP |
1.1005 |
1.1019 |
| S1 |
1.1004 |
1.1013 |
|