CME Swiss Franc Future December 2014
| Trading Metrics calculated at close of trading on 01-Aug-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Jul-2014 |
01-Aug-2014 |
Change |
Change % |
Previous Week |
| Open |
1.1014 |
1.1010 |
-0.0004 |
0.0% |
1.1065 |
| High |
1.1028 |
1.1063 |
0.0035 |
0.3% |
1.1076 |
| Low |
1.1000 |
1.1006 |
0.0006 |
0.1% |
1.1000 |
| Close |
1.1015 |
1.1051 |
0.0036 |
0.3% |
1.1051 |
| Range |
0.0028 |
0.0057 |
0.0029 |
103.6% |
0.0076 |
| ATR |
0.0027 |
0.0029 |
0.0002 |
7.9% |
0.0000 |
| Volume |
11 |
25 |
14 |
127.3% |
185 |
|
| Daily Pivots for day following 01-Aug-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1211 |
1.1188 |
1.1082 |
|
| R3 |
1.1154 |
1.1131 |
1.1067 |
|
| R2 |
1.1097 |
1.1097 |
1.1061 |
|
| R1 |
1.1074 |
1.1074 |
1.1056 |
1.1086 |
| PP |
1.1040 |
1.1040 |
1.1040 |
1.1046 |
| S1 |
1.1017 |
1.1017 |
1.1046 |
1.1029 |
| S2 |
1.0983 |
1.0983 |
1.1041 |
|
| S3 |
1.0926 |
1.0960 |
1.1035 |
|
| S4 |
1.0869 |
1.0903 |
1.1020 |
|
|
| Weekly Pivots for week ending 01-Aug-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1270 |
1.1237 |
1.1093 |
|
| R3 |
1.1194 |
1.1161 |
1.1072 |
|
| R2 |
1.1118 |
1.1118 |
1.1065 |
|
| R1 |
1.1085 |
1.1085 |
1.1058 |
1.1064 |
| PP |
1.1042 |
1.1042 |
1.1042 |
1.1032 |
| S1 |
1.1009 |
1.1009 |
1.1044 |
1.0988 |
| S2 |
1.0966 |
1.0966 |
1.1037 |
|
| S3 |
1.0890 |
1.0933 |
1.1030 |
|
| S4 |
1.0814 |
1.0857 |
1.1009 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1076 |
1.1000 |
0.0076 |
0.7% |
0.0032 |
0.3% |
67% |
False |
False |
37 |
| 10 |
1.1155 |
1.1000 |
0.0155 |
1.4% |
0.0028 |
0.3% |
33% |
False |
False |
38 |
| 20 |
1.1243 |
1.1000 |
0.0243 |
2.2% |
0.0022 |
0.2% |
21% |
False |
False |
28 |
| 40 |
1.1305 |
1.1000 |
0.0305 |
2.8% |
0.0018 |
0.2% |
17% |
False |
False |
21 |
| 60 |
1.1396 |
1.1000 |
0.0396 |
3.6% |
0.0014 |
0.1% |
13% |
False |
False |
15 |
| 80 |
1.1468 |
1.1000 |
0.0468 |
4.2% |
0.0011 |
0.1% |
11% |
False |
False |
12 |
| 100 |
1.1491 |
1.1000 |
0.0491 |
4.4% |
0.0009 |
0.1% |
10% |
False |
False |
24 |
| 120 |
1.1491 |
1.1000 |
0.0491 |
4.4% |
0.0008 |
0.1% |
10% |
False |
False |
28 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1305 |
|
2.618 |
1.1212 |
|
1.618 |
1.1155 |
|
1.000 |
1.1120 |
|
0.618 |
1.1098 |
|
HIGH |
1.1063 |
|
0.618 |
1.1041 |
|
0.500 |
1.1035 |
|
0.382 |
1.1028 |
|
LOW |
1.1006 |
|
0.618 |
1.0971 |
|
1.000 |
1.0949 |
|
1.618 |
1.0914 |
|
2.618 |
1.0857 |
|
4.250 |
1.0764 |
|
|
| Fisher Pivots for day following 01-Aug-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1.1046 |
1.1045 |
| PP |
1.1040 |
1.1038 |
| S1 |
1.1035 |
1.1032 |
|