CME Swiss Franc Future September 2014
| Trading Metrics calculated at close of trading on 26-Jun-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Jun-2014 |
26-Jun-2014 |
Change |
Change % |
Previous Week |
| Open |
1.1194 |
1.1209 |
0.0015 |
0.1% |
1.1118 |
| High |
1.1229 |
1.1216 |
-0.0013 |
-0.1% |
1.1230 |
| Low |
1.1187 |
1.1172 |
-0.0015 |
-0.1% |
1.1104 |
| Close |
1.1207 |
1.1195 |
-0.0012 |
-0.1% |
1.1171 |
| Range |
0.0042 |
0.0044 |
0.0002 |
4.8% |
0.0126 |
| ATR |
0.0053 |
0.0053 |
-0.0001 |
-1.2% |
0.0000 |
| Volume |
30,461 |
31,544 |
1,083 |
3.6% |
162,710 |
|
| Daily Pivots for day following 26-Jun-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1326 |
1.1305 |
1.1219 |
|
| R3 |
1.1282 |
1.1261 |
1.1207 |
|
| R2 |
1.1238 |
1.1238 |
1.1203 |
|
| R1 |
1.1217 |
1.1217 |
1.1199 |
1.1206 |
| PP |
1.1194 |
1.1194 |
1.1194 |
1.1189 |
| S1 |
1.1173 |
1.1173 |
1.1191 |
1.1162 |
| S2 |
1.1150 |
1.1150 |
1.1187 |
|
| S3 |
1.1106 |
1.1129 |
1.1183 |
|
| S4 |
1.1062 |
1.1085 |
1.1171 |
|
|
| 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 |
1.1229 |
1.1150 |
0.0079 |
0.7% |
0.0045 |
0.4% |
57% |
False |
False |
27,343 |
| 10 |
1.1230 |
1.1104 |
0.0126 |
1.1% |
0.0055 |
0.5% |
72% |
False |
False |
30,673 |
| 20 |
1.1235 |
1.1080 |
0.0155 |
1.4% |
0.0058 |
0.5% |
74% |
False |
False |
18,615 |
| 40 |
1.1503 |
1.1080 |
0.0423 |
3.8% |
0.0050 |
0.4% |
27% |
False |
False |
9,372 |
| 60 |
1.1503 |
1.1080 |
0.0423 |
3.8% |
0.0049 |
0.4% |
27% |
False |
False |
6,264 |
| 80 |
1.1513 |
1.1080 |
0.0433 |
3.9% |
0.0045 |
0.4% |
27% |
False |
False |
4,703 |
| 100 |
1.1513 |
1.1080 |
0.0433 |
3.9% |
0.0038 |
0.3% |
27% |
False |
False |
3,774 |
| 120 |
1.1513 |
1.0994 |
0.0519 |
4.6% |
0.0032 |
0.3% |
39% |
False |
False |
3,145 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1403 |
|
2.618 |
1.1331 |
|
1.618 |
1.1287 |
|
1.000 |
1.1260 |
|
0.618 |
1.1243 |
|
HIGH |
1.1216 |
|
0.618 |
1.1199 |
|
0.500 |
1.1194 |
|
0.382 |
1.1189 |
|
LOW |
1.1172 |
|
0.618 |
1.1145 |
|
1.000 |
1.1128 |
|
1.618 |
1.1101 |
|
2.618 |
1.1057 |
|
4.250 |
1.0985 |
|
|
| Fisher Pivots for day following 26-Jun-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1.1195 |
1.1200 |
| PP |
1.1194 |
1.1198 |
| S1 |
1.1194 |
1.1197 |
|