CME Swiss Franc Future September 2014
| Trading Metrics calculated at close of trading on 01-Jul-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Jun-2014 |
01-Jul-2014 |
Change |
Change % |
Previous Week |
| Open |
1.1232 |
1.1285 |
0.0053 |
0.5% |
1.1174 |
| High |
1.1292 |
1.1298 |
0.0006 |
0.1% |
1.1236 |
| Low |
1.1224 |
1.1270 |
0.0046 |
0.4% |
1.1158 |
| Close |
1.1287 |
1.1276 |
-0.0011 |
-0.1% |
1.1229 |
| Range |
0.0068 |
0.0028 |
-0.0040 |
-58.8% |
0.0078 |
| ATR |
0.0053 |
0.0051 |
-0.0002 |
-3.4% |
0.0000 |
| Volume |
38,948 |
28,733 |
-10,215 |
-26.2% |
139,457 |
|
| Daily Pivots for day following 01-Jul-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1365 |
1.1349 |
1.1291 |
|
| R3 |
1.1337 |
1.1321 |
1.1284 |
|
| R2 |
1.1309 |
1.1309 |
1.1281 |
|
| R1 |
1.1293 |
1.1293 |
1.1279 |
1.1287 |
| PP |
1.1281 |
1.1281 |
1.1281 |
1.1279 |
| S1 |
1.1265 |
1.1265 |
1.1273 |
1.1259 |
| S2 |
1.1253 |
1.1253 |
1.1271 |
|
| S3 |
1.1225 |
1.1237 |
1.1268 |
|
| S4 |
1.1197 |
1.1209 |
1.1261 |
|
|
| 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 |
1.1298 |
1.1172 |
0.0126 |
1.1% |
0.0045 |
0.4% |
83% |
True |
False |
31,577 |
| 10 |
1.1298 |
1.1121 |
0.0177 |
1.6% |
0.0051 |
0.5% |
88% |
True |
False |
31,957 |
| 20 |
1.1298 |
1.1080 |
0.0218 |
1.9% |
0.0057 |
0.5% |
90% |
True |
False |
23,227 |
| 40 |
1.1503 |
1.1080 |
0.0423 |
3.8% |
0.0051 |
0.5% |
46% |
False |
False |
11,767 |
| 60 |
1.1503 |
1.1080 |
0.0423 |
3.8% |
0.0048 |
0.4% |
46% |
False |
False |
7,860 |
| 80 |
1.1513 |
1.1080 |
0.0433 |
3.8% |
0.0045 |
0.4% |
45% |
False |
False |
5,901 |
| 100 |
1.1513 |
1.1080 |
0.0433 |
3.8% |
0.0039 |
0.3% |
45% |
False |
False |
4,733 |
| 120 |
1.1513 |
1.0994 |
0.0519 |
4.6% |
0.0033 |
0.3% |
54% |
False |
False |
3,944 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1417 |
|
2.618 |
1.1371 |
|
1.618 |
1.1343 |
|
1.000 |
1.1326 |
|
0.618 |
1.1315 |
|
HIGH |
1.1298 |
|
0.618 |
1.1287 |
|
0.500 |
1.1284 |
|
0.382 |
1.1281 |
|
LOW |
1.1270 |
|
0.618 |
1.1253 |
|
1.000 |
1.1242 |
|
1.618 |
1.1225 |
|
2.618 |
1.1197 |
|
4.250 |
1.1151 |
|
|
| Fisher Pivots for day following 01-Jul-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1.1284 |
1.1266 |
| PP |
1.1281 |
1.1256 |
| S1 |
1.1279 |
1.1247 |
|