CME Swiss Franc Future September 2014
| Trading Metrics calculated at close of trading on 25-Jun-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Jun-2014 |
25-Jun-2014 |
Change |
Change % |
Previous Week |
| Open |
1.1191 |
1.1194 |
0.0003 |
0.0% |
1.1118 |
| High |
1.1212 |
1.1229 |
0.0017 |
0.2% |
1.1230 |
| Low |
1.1170 |
1.1187 |
0.0017 |
0.2% |
1.1104 |
| Close |
1.1191 |
1.1207 |
0.0016 |
0.1% |
1.1171 |
| Range |
0.0042 |
0.0042 |
0.0000 |
0.0% |
0.0126 |
| ATR |
0.0054 |
0.0053 |
-0.0001 |
-1.6% |
0.0000 |
| Volume |
30,055 |
30,461 |
406 |
1.4% |
162,710 |
|
| Daily Pivots for day following 25-Jun-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1334 |
1.1312 |
1.1230 |
|
| R3 |
1.1292 |
1.1270 |
1.1219 |
|
| R2 |
1.1250 |
1.1250 |
1.1215 |
|
| R1 |
1.1228 |
1.1228 |
1.1211 |
1.1239 |
| PP |
1.1208 |
1.1208 |
1.1208 |
1.1213 |
| S1 |
1.1186 |
1.1186 |
1.1203 |
1.1197 |
| S2 |
1.1166 |
1.1166 |
1.1199 |
|
| S3 |
1.1124 |
1.1144 |
1.1195 |
|
| S4 |
1.1082 |
1.1102 |
1.1184 |
|
|
| Weekly Pivots for week ending 20-Jun-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1546 |
1.1485 |
1.1240 |
|
| R3 |
1.1420 |
1.1359 |
1.1206 |
|
| R2 |
1.1294 |
1.1294 |
1.1194 |
|
| R1 |
1.1233 |
1.1233 |
1.1183 |
1.1264 |
| PP |
1.1168 |
1.1168 |
1.1168 |
1.1184 |
| S1 |
1.1107 |
1.1107 |
1.1159 |
1.1138 |
| S2 |
1.1042 |
1.1042 |
1.1148 |
|
| S3 |
1.0916 |
1.0981 |
1.1136 |
|
| S4 |
1.0790 |
1.0855 |
1.1102 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1230 |
1.1136 |
0.0094 |
0.8% |
0.0055 |
0.5% |
76% |
False |
False |
31,023 |
| 10 |
1.1230 |
1.1104 |
0.0126 |
1.1% |
0.0056 |
0.5% |
82% |
False |
False |
29,238 |
| 20 |
1.1235 |
1.1080 |
0.0155 |
1.4% |
0.0057 |
0.5% |
82% |
False |
False |
17,101 |
| 40 |
1.1503 |
1.1080 |
0.0423 |
3.8% |
0.0050 |
0.4% |
30% |
False |
False |
8,583 |
| 60 |
1.1503 |
1.1080 |
0.0423 |
3.8% |
0.0049 |
0.4% |
30% |
False |
False |
5,740 |
| 80 |
1.1513 |
1.1080 |
0.0433 |
3.9% |
0.0045 |
0.4% |
29% |
False |
False |
4,309 |
| 100 |
1.1513 |
1.1080 |
0.0433 |
3.9% |
0.0037 |
0.3% |
29% |
False |
False |
3,459 |
| 120 |
1.1513 |
1.0994 |
0.0519 |
4.6% |
0.0032 |
0.3% |
41% |
False |
False |
2,882 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1408 |
|
2.618 |
1.1339 |
|
1.618 |
1.1297 |
|
1.000 |
1.1271 |
|
0.618 |
1.1255 |
|
HIGH |
1.1229 |
|
0.618 |
1.1213 |
|
0.500 |
1.1208 |
|
0.382 |
1.1203 |
|
LOW |
1.1187 |
|
0.618 |
1.1161 |
|
1.000 |
1.1145 |
|
1.618 |
1.1119 |
|
2.618 |
1.1077 |
|
4.250 |
1.1009 |
|
|
| Fisher Pivots for day following 25-Jun-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1.1208 |
1.1203 |
| PP |
1.1208 |
1.1198 |
| S1 |
1.1207 |
1.1194 |
|