CME Swiss Franc Future December 2014
| Trading Metrics calculated at close of trading on 18-Jun-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Jun-2014 |
18-Jun-2014 |
Change |
Change % |
Previous Week |
| Open |
1.1134 |
1.1169 |
0.0035 |
0.3% |
1.1163 |
| High |
1.1134 |
1.1169 |
0.0035 |
0.3% |
1.1163 |
| Low |
1.1133 |
1.1147 |
0.0014 |
0.1% |
1.1118 |
| Close |
1.1133 |
1.1147 |
0.0014 |
0.1% |
1.1124 |
| Range |
0.0001 |
0.0022 |
0.0021 |
2,100.0% |
0.0045 |
| ATR |
0.0029 |
0.0029 |
0.0001 |
1.8% |
0.0000 |
| Volume |
2 |
1 |
-1 |
-50.0% |
7 |
|
| Daily Pivots for day following 18-Jun-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1220 |
1.1206 |
1.1159 |
|
| R3 |
1.1198 |
1.1184 |
1.1153 |
|
| R2 |
1.1176 |
1.1176 |
1.1151 |
|
| R1 |
1.1162 |
1.1162 |
1.1149 |
1.1158 |
| PP |
1.1154 |
1.1154 |
1.1154 |
1.1153 |
| S1 |
1.1140 |
1.1140 |
1.1145 |
1.1136 |
| S2 |
1.1132 |
1.1132 |
1.1143 |
|
| S3 |
1.1110 |
1.1118 |
1.1141 |
|
| S4 |
1.1088 |
1.1096 |
1.1135 |
|
|
| Weekly Pivots for week ending 13-Jun-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1270 |
1.1242 |
1.1149 |
|
| R3 |
1.1225 |
1.1197 |
1.1136 |
|
| R2 |
1.1180 |
1.1180 |
1.1132 |
|
| R1 |
1.1152 |
1.1152 |
1.1128 |
1.1144 |
| PP |
1.1135 |
1.1135 |
1.1135 |
1.1131 |
| S1 |
1.1107 |
1.1107 |
1.1120 |
1.1099 |
| S2 |
1.1090 |
1.1090 |
1.1116 |
|
| S3 |
1.1045 |
1.1062 |
1.1112 |
|
| S4 |
1.1000 |
1.1017 |
1.1099 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1169 |
1.1118 |
0.0051 |
0.5% |
0.0014 |
0.1% |
57% |
True |
False |
3 |
| 10 |
1.1237 |
1.1118 |
0.0119 |
1.1% |
0.0009 |
0.1% |
24% |
False |
False |
2 |
| 20 |
1.1237 |
1.1118 |
0.0119 |
1.1% |
0.0010 |
0.1% |
24% |
False |
False |
3 |
| 40 |
1.1468 |
1.1118 |
0.0350 |
3.1% |
0.0005 |
0.0% |
8% |
False |
False |
3 |
| 60 |
1.1468 |
1.1118 |
0.0350 |
3.1% |
0.0004 |
0.0% |
8% |
False |
False |
2 |
| 80 |
1.1491 |
1.1118 |
0.0373 |
3.3% |
0.0004 |
0.0% |
8% |
False |
False |
31 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1263 |
|
2.618 |
1.1227 |
|
1.618 |
1.1205 |
|
1.000 |
1.1191 |
|
0.618 |
1.1183 |
|
HIGH |
1.1169 |
|
0.618 |
1.1161 |
|
0.500 |
1.1158 |
|
0.382 |
1.1155 |
|
LOW |
1.1147 |
|
0.618 |
1.1133 |
|
1.000 |
1.1125 |
|
1.618 |
1.1111 |
|
2.618 |
1.1089 |
|
4.250 |
1.1054 |
|
|
| Fisher Pivots for day following 18-Jun-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1.1158 |
1.1151 |
| PP |
1.1154 |
1.1150 |
| S1 |
1.1151 |
1.1148 |
|