CME Swiss Franc Future December 2014
| Trading Metrics calculated at close of trading on 09-Jul-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Jul-2014 |
09-Jul-2014 |
Change |
Change % |
Previous Week |
| Open |
1.1218 |
1.1215 |
-0.0003 |
0.0% |
1.1250 |
| High |
1.1218 |
1.1243 |
0.0025 |
0.2% |
1.1305 |
| Low |
1.1215 |
1.1215 |
0.0000 |
0.0% |
1.1198 |
| Close |
1.1215 |
1.1243 |
0.0028 |
0.2% |
1.1203 |
| Range |
0.0003 |
0.0028 |
0.0025 |
833.3% |
0.0107 |
| ATR |
0.0029 |
0.0029 |
0.0000 |
-0.2% |
0.0000 |
| Volume |
5 |
15 |
10 |
200.0% |
196 |
|
| Daily Pivots for day following 09-Jul-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1318 |
1.1308 |
1.1258 |
|
| R3 |
1.1290 |
1.1280 |
1.1251 |
|
| R2 |
1.1262 |
1.1262 |
1.1248 |
|
| R1 |
1.1252 |
1.1252 |
1.1246 |
1.1257 |
| PP |
1.1234 |
1.1234 |
1.1234 |
1.1236 |
| S1 |
1.1224 |
1.1224 |
1.1240 |
1.1229 |
| S2 |
1.1206 |
1.1206 |
1.1238 |
|
| S3 |
1.1178 |
1.1196 |
1.1235 |
|
| S4 |
1.1150 |
1.1168 |
1.1228 |
|
|
| Weekly Pivots for week ending 04-Jul-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1556 |
1.1487 |
1.1262 |
|
| R3 |
1.1449 |
1.1380 |
1.1232 |
|
| R2 |
1.1342 |
1.1342 |
1.1223 |
|
| R1 |
1.1273 |
1.1273 |
1.1213 |
1.1254 |
| PP |
1.1235 |
1.1235 |
1.1235 |
1.1226 |
| S1 |
1.1166 |
1.1166 |
1.1193 |
1.1147 |
| S2 |
1.1128 |
1.1128 |
1.1183 |
|
| S3 |
1.1021 |
1.1059 |
1.1174 |
|
| S4 |
1.0914 |
1.0952 |
1.1144 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1264 |
1.1190 |
0.0074 |
0.7% |
0.0023 |
0.2% |
72% |
False |
False |
13 |
| 10 |
1.1305 |
1.1190 |
0.0115 |
1.0% |
0.0021 |
0.2% |
46% |
False |
False |
26 |
| 20 |
1.1305 |
1.1118 |
0.0187 |
1.7% |
0.0016 |
0.1% |
67% |
False |
False |
15 |
| 40 |
1.1305 |
1.1118 |
0.0187 |
1.7% |
0.0011 |
0.1% |
67% |
False |
False |
9 |
| 60 |
1.1468 |
1.1118 |
0.0350 |
3.1% |
0.0008 |
0.1% |
36% |
False |
False |
7 |
| 80 |
1.1482 |
1.1118 |
0.0364 |
3.2% |
0.0007 |
0.1% |
34% |
False |
False |
17 |
| 100 |
1.1491 |
1.1118 |
0.0373 |
3.3% |
0.0006 |
0.0% |
34% |
False |
False |
28 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1362 |
|
2.618 |
1.1316 |
|
1.618 |
1.1288 |
|
1.000 |
1.1271 |
|
0.618 |
1.1260 |
|
HIGH |
1.1243 |
|
0.618 |
1.1232 |
|
0.500 |
1.1229 |
|
0.382 |
1.1226 |
|
LOW |
1.1215 |
|
0.618 |
1.1198 |
|
1.000 |
1.1187 |
|
1.618 |
1.1170 |
|
2.618 |
1.1142 |
|
4.250 |
1.1096 |
|
|
| Fisher Pivots for day following 09-Jul-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1.1238 |
1.1234 |
| PP |
1.1234 |
1.1225 |
| S1 |
1.1229 |
1.1217 |
|