CME Swiss Franc Future December 2014
| Trading Metrics calculated at close of trading on 16-Jul-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Jul-2014 |
16-Jul-2014 |
Change |
Change % |
Previous Week |
| Open |
1.1208 |
1.1160 |
-0.0048 |
-0.4% |
1.1193 |
| High |
1.1217 |
1.1160 |
-0.0057 |
-0.5% |
1.1243 |
| Low |
1.1174 |
1.1142 |
-0.0032 |
-0.3% |
1.1190 |
| Close |
1.1178 |
1.1142 |
-0.0036 |
-0.3% |
1.1224 |
| Range |
0.0043 |
0.0018 |
-0.0025 |
-58.1% |
0.0053 |
| ATR |
0.0028 |
0.0029 |
0.0001 |
2.0% |
0.0000 |
| Volume |
4 |
60 |
56 |
1,400.0% |
58 |
|
| Daily Pivots for day following 16-Jul-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1202 |
1.1190 |
1.1152 |
|
| R3 |
1.1184 |
1.1172 |
1.1147 |
|
| R2 |
1.1166 |
1.1166 |
1.1145 |
|
| R1 |
1.1154 |
1.1154 |
1.1144 |
1.1151 |
| PP |
1.1148 |
1.1148 |
1.1148 |
1.1147 |
| S1 |
1.1136 |
1.1136 |
1.1140 |
1.1133 |
| S2 |
1.1130 |
1.1130 |
1.1139 |
|
| S3 |
1.1112 |
1.1118 |
1.1137 |
|
| S4 |
1.1094 |
1.1100 |
1.1132 |
|
|
| 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 |
1.1227 |
1.1142 |
0.0085 |
0.8% |
0.0017 |
0.2% |
0% |
False |
True |
22 |
| 10 |
1.1264 |
1.1142 |
0.0122 |
1.1% |
0.0020 |
0.2% |
0% |
False |
True |
17 |
| 20 |
1.1305 |
1.1142 |
0.0163 |
1.5% |
0.0018 |
0.2% |
0% |
False |
True |
20 |
| 40 |
1.1305 |
1.1118 |
0.0187 |
1.7% |
0.0014 |
0.1% |
13% |
False |
False |
11 |
| 60 |
1.1468 |
1.1118 |
0.0350 |
3.1% |
0.0009 |
0.1% |
7% |
False |
False |
9 |
| 80 |
1.1468 |
1.1118 |
0.0350 |
3.1% |
0.0008 |
0.1% |
7% |
False |
False |
9 |
| 100 |
1.1491 |
1.1118 |
0.0373 |
3.3% |
0.0006 |
0.1% |
6% |
False |
False |
29 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1237 |
|
2.618 |
1.1207 |
|
1.618 |
1.1189 |
|
1.000 |
1.1178 |
|
0.618 |
1.1171 |
|
HIGH |
1.1160 |
|
0.618 |
1.1153 |
|
0.500 |
1.1151 |
|
0.382 |
1.1149 |
|
LOW |
1.1142 |
|
0.618 |
1.1131 |
|
1.000 |
1.1124 |
|
1.618 |
1.1113 |
|
2.618 |
1.1095 |
|
4.250 |
1.1066 |
|
|
| Fisher Pivots for day following 16-Jul-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1.1151 |
1.1185 |
| PP |
1.1148 |
1.1170 |
| S1 |
1.1145 |
1.1156 |
|