CME Swiss Franc Future December 2014
| Trading Metrics calculated at close of trading on 14-Jul-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Jul-2014 |
14-Jul-2014 |
Change |
Change % |
Previous Week |
| Open |
1.1218 |
1.1214 |
-0.0004 |
0.0% |
1.1193 |
| High |
1.1224 |
1.1227 |
0.0003 |
0.0% |
1.1243 |
| Low |
1.1218 |
1.1214 |
-0.0004 |
0.0% |
1.1190 |
| Close |
1.1224 |
1.1227 |
0.0003 |
0.0% |
1.1224 |
| Range |
0.0006 |
0.0013 |
0.0007 |
116.7% |
0.0053 |
| ATR |
0.0027 |
0.0026 |
-0.0001 |
-3.7% |
0.0000 |
| Volume |
1 |
14 |
13 |
1,300.0% |
58 |
|
| Daily Pivots for day following 14-Jul-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1262 |
1.1257 |
1.1234 |
|
| R3 |
1.1249 |
1.1244 |
1.1231 |
|
| R2 |
1.1236 |
1.1236 |
1.1229 |
|
| R1 |
1.1231 |
1.1231 |
1.1228 |
1.1234 |
| PP |
1.1223 |
1.1223 |
1.1223 |
1.1224 |
| S1 |
1.1218 |
1.1218 |
1.1226 |
1.1221 |
| S2 |
1.1210 |
1.1210 |
1.1225 |
|
| S3 |
1.1197 |
1.1205 |
1.1223 |
|
| S4 |
1.1184 |
1.1192 |
1.1220 |
|
|
| Weekly Pivots for week ending 11-Jul-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1378 |
1.1354 |
1.1253 |
|
| R3 |
1.1325 |
1.1301 |
1.1239 |
|
| R2 |
1.1272 |
1.1272 |
1.1234 |
|
| R1 |
1.1248 |
1.1248 |
1.1229 |
1.1260 |
| PP |
1.1219 |
1.1219 |
1.1219 |
1.1225 |
| S1 |
1.1195 |
1.1195 |
1.1219 |
1.1207 |
| S2 |
1.1166 |
1.1166 |
1.1214 |
|
| S3 |
1.1113 |
1.1142 |
1.1209 |
|
| S4 |
1.1060 |
1.1089 |
1.1195 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1243 |
1.1214 |
0.0029 |
0.3% |
0.0011 |
0.1% |
45% |
False |
True |
13 |
| 10 |
1.1305 |
1.1190 |
0.0115 |
1.0% |
0.0020 |
0.2% |
32% |
False |
False |
26 |
| 20 |
1.1305 |
1.1133 |
0.0172 |
1.5% |
0.0017 |
0.1% |
55% |
False |
False |
17 |
| 40 |
1.1305 |
1.1118 |
0.0187 |
1.7% |
0.0012 |
0.1% |
58% |
False |
False |
10 |
| 60 |
1.1468 |
1.1118 |
0.0350 |
3.1% |
0.0008 |
0.1% |
31% |
False |
False |
8 |
| 80 |
1.1468 |
1.1118 |
0.0350 |
3.1% |
0.0007 |
0.1% |
31% |
False |
False |
12 |
| 100 |
1.1491 |
1.1118 |
0.0373 |
3.3% |
0.0006 |
0.1% |
29% |
False |
False |
28 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1282 |
|
2.618 |
1.1261 |
|
1.618 |
1.1248 |
|
1.000 |
1.1240 |
|
0.618 |
1.1235 |
|
HIGH |
1.1227 |
|
0.618 |
1.1222 |
|
0.500 |
1.1221 |
|
0.382 |
1.1219 |
|
LOW |
1.1214 |
|
0.618 |
1.1206 |
|
1.000 |
1.1201 |
|
1.618 |
1.1193 |
|
2.618 |
1.1180 |
|
4.250 |
1.1159 |
|
|
| Fisher Pivots for day following 14-Jul-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1.1225 |
1.1225 |
| PP |
1.1223 |
1.1223 |
| S1 |
1.1221 |
1.1221 |
|