CME Swiss Franc Future September 2014
| Trading Metrics calculated at close of trading on 27-Jun-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Jun-2014 |
27-Jun-2014 |
Change |
Change % |
Previous Week |
| Open |
1.1209 |
1.1198 |
-0.0011 |
-0.1% |
1.1174 |
| High |
1.1216 |
1.1236 |
0.0020 |
0.2% |
1.1236 |
| Low |
1.1172 |
1.1195 |
0.0023 |
0.2% |
1.1158 |
| Close |
1.1195 |
1.1229 |
0.0034 |
0.3% |
1.1229 |
| Range |
0.0044 |
0.0041 |
-0.0003 |
-6.8% |
0.0078 |
| ATR |
0.0053 |
0.0052 |
-0.0001 |
-1.6% |
0.0000 |
| Volume |
31,544 |
28,202 |
-3,342 |
-10.6% |
139,457 |
|
| Daily Pivots for day following 27-Jun-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1343 |
1.1327 |
1.1252 |
|
| R3 |
1.1302 |
1.1286 |
1.1240 |
|
| R2 |
1.1261 |
1.1261 |
1.1237 |
|
| R1 |
1.1245 |
1.1245 |
1.1233 |
1.1253 |
| PP |
1.1220 |
1.1220 |
1.1220 |
1.1224 |
| S1 |
1.1204 |
1.1204 |
1.1225 |
1.1212 |
| S2 |
1.1179 |
1.1179 |
1.1221 |
|
| S3 |
1.1138 |
1.1163 |
1.1218 |
|
| S4 |
1.1097 |
1.1122 |
1.1206 |
|
|
| Weekly Pivots for week ending 27-Jun-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1442 |
1.1413 |
1.1272 |
|
| R3 |
1.1364 |
1.1335 |
1.1250 |
|
| R2 |
1.1286 |
1.1286 |
1.1243 |
|
| R1 |
1.1257 |
1.1257 |
1.1236 |
1.1272 |
| PP |
1.1208 |
1.1208 |
1.1208 |
1.1215 |
| S1 |
1.1179 |
1.1179 |
1.1222 |
1.1194 |
| S2 |
1.1130 |
1.1130 |
1.1215 |
|
| S3 |
1.1052 |
1.1101 |
1.1208 |
|
| S4 |
1.0974 |
1.1023 |
1.1186 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1236 |
1.1158 |
0.0078 |
0.7% |
0.0041 |
0.4% |
91% |
True |
False |
27,891 |
| 10 |
1.1236 |
1.1104 |
0.0132 |
1.2% |
0.0053 |
0.5% |
95% |
True |
False |
30,216 |
| 20 |
1.1236 |
1.1080 |
0.0156 |
1.4% |
0.0057 |
0.5% |
96% |
True |
False |
19,899 |
| 40 |
1.1503 |
1.1080 |
0.0423 |
3.8% |
0.0051 |
0.5% |
35% |
False |
False |
10,077 |
| 60 |
1.1503 |
1.1080 |
0.0423 |
3.8% |
0.0049 |
0.4% |
35% |
False |
False |
6,734 |
| 80 |
1.1513 |
1.1080 |
0.0433 |
3.9% |
0.0045 |
0.4% |
34% |
False |
False |
5,055 |
| 100 |
1.1513 |
1.1080 |
0.0433 |
3.9% |
0.0038 |
0.3% |
34% |
False |
False |
4,056 |
| 120 |
1.1513 |
1.0994 |
0.0519 |
4.6% |
0.0032 |
0.3% |
45% |
False |
False |
3,380 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1410 |
|
2.618 |
1.1343 |
|
1.618 |
1.1302 |
|
1.000 |
1.1277 |
|
0.618 |
1.1261 |
|
HIGH |
1.1236 |
|
0.618 |
1.1220 |
|
0.500 |
1.1216 |
|
0.382 |
1.1211 |
|
LOW |
1.1195 |
|
0.618 |
1.1170 |
|
1.000 |
1.1154 |
|
1.618 |
1.1129 |
|
2.618 |
1.1088 |
|
4.250 |
1.1021 |
|
|
| Fisher Pivots for day following 27-Jun-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1.1225 |
1.1221 |
| PP |
1.1220 |
1.1212 |
| S1 |
1.1216 |
1.1204 |
|