CME Swiss Franc Future December 2014
| Trading Metrics calculated at close of trading on 21-Jul-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Jul-2014 |
21-Jul-2014 |
Change |
Change % |
Previous Week |
| Open |
1.1154 |
1.1155 |
0.0001 |
0.0% |
1.1214 |
| High |
1.1154 |
1.1155 |
0.0001 |
0.0% |
1.1227 |
| Low |
1.1135 |
1.1146 |
0.0011 |
0.1% |
1.1135 |
| Close |
1.1150 |
1.1149 |
-0.0001 |
0.0% |
1.1150 |
| Range |
0.0019 |
0.0009 |
-0.0010 |
-52.6% |
0.0092 |
| ATR |
0.0027 |
0.0026 |
-0.0001 |
-4.8% |
0.0000 |
| Volume |
2 |
4 |
2 |
100.0% |
124 |
|
| Daily Pivots for day following 21-Jul-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1177 |
1.1172 |
1.1154 |
|
| R3 |
1.1168 |
1.1163 |
1.1151 |
|
| R2 |
1.1159 |
1.1159 |
1.1151 |
|
| R1 |
1.1154 |
1.1154 |
1.1150 |
1.1152 |
| PP |
1.1150 |
1.1150 |
1.1150 |
1.1149 |
| S1 |
1.1145 |
1.1145 |
1.1148 |
1.1143 |
| S2 |
1.1141 |
1.1141 |
1.1147 |
|
| S3 |
1.1132 |
1.1136 |
1.1147 |
|
| S4 |
1.1123 |
1.1127 |
1.1144 |
|
|
| Weekly Pivots for week ending 18-Jul-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1447 |
1.1390 |
1.1201 |
|
| R3 |
1.1355 |
1.1298 |
1.1175 |
|
| R2 |
1.1263 |
1.1263 |
1.1167 |
|
| R1 |
1.1206 |
1.1206 |
1.1158 |
1.1189 |
| PP |
1.1171 |
1.1171 |
1.1171 |
1.1162 |
| S1 |
1.1114 |
1.1114 |
1.1142 |
1.1097 |
| S2 |
1.1079 |
1.1079 |
1.1133 |
|
| S3 |
1.0987 |
1.1022 |
1.1125 |
|
| S4 |
1.0895 |
1.0930 |
1.1099 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1217 |
1.1135 |
0.0082 |
0.7% |
0.0018 |
0.2% |
17% |
False |
False |
22 |
| 10 |
1.1243 |
1.1135 |
0.0108 |
1.0% |
0.0015 |
0.1% |
13% |
False |
False |
18 |
| 20 |
1.1305 |
1.1135 |
0.0170 |
1.5% |
0.0017 |
0.1% |
8% |
False |
False |
22 |
| 40 |
1.1305 |
1.1118 |
0.0187 |
1.7% |
0.0014 |
0.1% |
17% |
False |
False |
12 |
| 60 |
1.1468 |
1.1118 |
0.0350 |
3.1% |
0.0010 |
0.1% |
9% |
False |
False |
9 |
| 80 |
1.1468 |
1.1118 |
0.0350 |
3.1% |
0.0008 |
0.1% |
9% |
False |
False |
7 |
| 100 |
1.1491 |
1.1118 |
0.0373 |
3.3% |
0.0007 |
0.1% |
8% |
False |
False |
29 |
| 120 |
1.1491 |
1.1061 |
0.0430 |
3.9% |
0.0007 |
0.1% |
20% |
False |
False |
25 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1193 |
|
2.618 |
1.1179 |
|
1.618 |
1.1170 |
|
1.000 |
1.1164 |
|
0.618 |
1.1161 |
|
HIGH |
1.1155 |
|
0.618 |
1.1152 |
|
0.500 |
1.1151 |
|
0.382 |
1.1149 |
|
LOW |
1.1146 |
|
0.618 |
1.1140 |
|
1.000 |
1.1137 |
|
1.618 |
1.1131 |
|
2.618 |
1.1122 |
|
4.250 |
1.1108 |
|
|
| Fisher Pivots for day following 21-Jul-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1.1151 |
1.1148 |
| PP |
1.1150 |
1.1147 |
| S1 |
1.1150 |
1.1146 |
|