CME Swiss Franc Future March 2015
| Trading Metrics calculated at close of trading on 24-Jul-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Jul-2014 |
24-Jul-2014 |
Change |
Change % |
Previous Week |
| Open |
1.1103 |
1.1101 |
-0.0002 |
0.0% |
1.1239 |
| High |
1.1103 |
1.1101 |
-0.0002 |
0.0% |
1.1239 |
| Low |
1.1103 |
1.1101 |
-0.0002 |
0.0% |
1.1154 |
| Close |
1.1103 |
1.1101 |
-0.0002 |
0.0% |
1.1163 |
| Range |
|
|
|
|
|
| ATR |
0.0023 |
0.0021 |
-0.0001 |
-6.5% |
0.0000 |
| Volume |
1 |
1 |
0 |
0.0% |
105 |
|
| Daily Pivots for day following 24-Jul-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1101 |
1.1101 |
1.1101 |
|
| R3 |
1.1101 |
1.1101 |
1.1101 |
|
| R2 |
1.1101 |
1.1101 |
1.1101 |
|
| R1 |
1.1101 |
1.1101 |
1.1101 |
1.1101 |
| PP |
1.1101 |
1.1101 |
1.1101 |
1.1101 |
| S1 |
1.1101 |
1.1101 |
1.1101 |
1.1101 |
| S2 |
1.1101 |
1.1101 |
1.1101 |
|
| S3 |
1.1101 |
1.1101 |
1.1101 |
|
| S4 |
1.1101 |
1.1101 |
1.1101 |
|
|
| Weekly Pivots for week ending 18-Jul-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1440 |
1.1387 |
1.1210 |
|
| R3 |
1.1355 |
1.1302 |
1.1186 |
|
| R2 |
1.1270 |
1.1270 |
1.1179 |
|
| R1 |
1.1217 |
1.1217 |
1.1171 |
1.1201 |
| PP |
1.1185 |
1.1185 |
1.1185 |
1.1178 |
| S1 |
1.1132 |
1.1132 |
1.1155 |
1.1116 |
| S2 |
1.1100 |
1.1100 |
1.1147 |
|
| S3 |
1.1015 |
1.1047 |
1.1140 |
|
| S4 |
1.0930 |
1.0962 |
1.1116 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1163 |
1.1101 |
0.0062 |
0.6% |
0.0001 |
0.0% |
0% |
False |
True |
9 |
| 10 |
1.1239 |
1.1101 |
0.0138 |
1.2% |
0.0001 |
0.0% |
0% |
False |
True |
15 |
| 20 |
1.1309 |
1.1101 |
0.0208 |
1.9% |
0.0003 |
0.0% |
0% |
False |
True |
12 |
| 40 |
1.1309 |
1.1101 |
0.0208 |
1.9% |
0.0001 |
0.0% |
0% |
False |
True |
6 |
| 60 |
1.1481 |
1.1101 |
0.0380 |
3.4% |
0.0001 |
0.0% |
0% |
False |
True |
4 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1101 |
|
2.618 |
1.1101 |
|
1.618 |
1.1101 |
|
1.000 |
1.1101 |
|
0.618 |
1.1101 |
|
HIGH |
1.1101 |
|
0.618 |
1.1101 |
|
0.500 |
1.1101 |
|
0.382 |
1.1101 |
|
LOW |
1.1101 |
|
0.618 |
1.1101 |
|
1.000 |
1.1101 |
|
1.618 |
1.1101 |
|
2.618 |
1.1101 |
|
4.250 |
1.1101 |
|
|
| Fisher Pivots for day following 24-Jul-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1.1101 |
1.1104 |
| PP |
1.1101 |
1.1103 |
| S1 |
1.1101 |
1.1102 |
|