CME Swiss Franc Future September 2014
| Trading Metrics calculated at close of trading on 19-Jun-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Jun-2014 |
19-Jun-2014 |
Change |
Change % |
Previous Week |
| Open |
1.1127 |
1.1165 |
0.0038 |
0.3% |
1.1204 |
| High |
1.1176 |
1.1230 |
0.0054 |
0.5% |
1.1219 |
| Low |
1.1121 |
1.1136 |
0.0015 |
0.1% |
1.1104 |
| Close |
1.1136 |
1.1189 |
0.0053 |
0.5% |
1.1113 |
| Range |
0.0055 |
0.0094 |
0.0039 |
70.9% |
0.0115 |
| ATR |
0.0053 |
0.0056 |
0.0003 |
5.5% |
0.0000 |
| Volume |
37,033 |
49,942 |
12,909 |
34.9% |
86,178 |
|
| Daily Pivots for day following 19-Jun-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1467 |
1.1422 |
1.1241 |
|
| R3 |
1.1373 |
1.1328 |
1.1215 |
|
| R2 |
1.1279 |
1.1279 |
1.1206 |
|
| R1 |
1.1234 |
1.1234 |
1.1198 |
1.1257 |
| PP |
1.1185 |
1.1185 |
1.1185 |
1.1196 |
| S1 |
1.1140 |
1.1140 |
1.1180 |
1.1163 |
| S2 |
1.1091 |
1.1091 |
1.1172 |
|
| S3 |
1.0997 |
1.1046 |
1.1163 |
|
| S4 |
1.0903 |
1.0952 |
1.1137 |
|
|
| Weekly Pivots for week ending 13-Jun-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1490 |
1.1417 |
1.1176 |
|
| R3 |
1.1375 |
1.1302 |
1.1145 |
|
| R2 |
1.1260 |
1.1260 |
1.1134 |
|
| R1 |
1.1187 |
1.1187 |
1.1124 |
1.1166 |
| PP |
1.1145 |
1.1145 |
1.1145 |
1.1135 |
| S1 |
1.1072 |
1.1072 |
1.1102 |
1.1051 |
| S2 |
1.1030 |
1.1030 |
1.1092 |
|
| S3 |
1.0915 |
1.0957 |
1.1081 |
|
| S4 |
1.0800 |
1.0842 |
1.1050 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1230 |
1.1104 |
0.0126 |
1.1% |
0.0065 |
0.6% |
67% |
True |
False |
34,003 |
| 10 |
1.1231 |
1.1104 |
0.0127 |
1.1% |
0.0059 |
0.5% |
67% |
False |
False |
22,815 |
| 20 |
1.1235 |
1.1080 |
0.0155 |
1.4% |
0.0054 |
0.5% |
70% |
False |
False |
11,861 |
| 40 |
1.1503 |
1.1080 |
0.0423 |
3.8% |
0.0050 |
0.4% |
26% |
False |
False |
5,959 |
| 60 |
1.1503 |
1.1080 |
0.0423 |
3.8% |
0.0048 |
0.4% |
26% |
False |
False |
3,988 |
| 80 |
1.1513 |
1.1080 |
0.0433 |
3.9% |
0.0043 |
0.4% |
25% |
False |
False |
2,994 |
| 100 |
1.1513 |
1.1047 |
0.0466 |
4.2% |
0.0036 |
0.3% |
30% |
False |
False |
2,407 |
| 120 |
1.1513 |
1.0994 |
0.0519 |
4.6% |
0.0030 |
0.3% |
38% |
False |
False |
2,006 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1630 |
|
2.618 |
1.1476 |
|
1.618 |
1.1382 |
|
1.000 |
1.1324 |
|
0.618 |
1.1288 |
|
HIGH |
1.1230 |
|
0.618 |
1.1194 |
|
0.500 |
1.1183 |
|
0.382 |
1.1172 |
|
LOW |
1.1136 |
|
0.618 |
1.1078 |
|
1.000 |
1.1042 |
|
1.618 |
1.0984 |
|
2.618 |
1.0890 |
|
4.250 |
1.0737 |
|
|
| Fisher Pivots for day following 19-Jun-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1.1187 |
1.1183 |
| PP |
1.1185 |
1.1177 |
| S1 |
1.1183 |
1.1172 |
|