CME Swiss Franc Future December 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 |
1.1205 |
1.1230 |
0.0025 |
0.2% |
1.1195 |
| High |
1.1205 |
1.1243 |
0.0038 |
0.3% |
1.1243 |
| Low |
1.1205 |
1.1230 |
0.0025 |
0.2% |
1.1193 |
| Close |
1.1205 |
1.1239 |
0.0034 |
0.3% |
1.1239 |
| Range |
0.0000 |
0.0013 |
0.0013 |
|
0.0050 |
| ATR |
0.0027 |
0.0028 |
0.0001 |
2.9% |
0.0000 |
| Volume |
13 |
13 |
0 |
0.0% |
69 |
|
| Daily Pivots for day following 27-Jun-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1276 |
1.1271 |
1.1246 |
|
| R3 |
1.1263 |
1.1258 |
1.1243 |
|
| R2 |
1.1250 |
1.1250 |
1.1241 |
|
| R1 |
1.1245 |
1.1245 |
1.1240 |
1.1248 |
| PP |
1.1237 |
1.1237 |
1.1237 |
1.1239 |
| S1 |
1.1232 |
1.1232 |
1.1238 |
1.1235 |
| S2 |
1.1224 |
1.1224 |
1.1237 |
|
| S3 |
1.1211 |
1.1219 |
1.1235 |
|
| S4 |
1.1198 |
1.1206 |
1.1232 |
|
|
| Weekly Pivots for week ending 27-Jun-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1375 |
1.1357 |
1.1267 |
|
| R3 |
1.1325 |
1.1307 |
1.1253 |
|
| R2 |
1.1275 |
1.1275 |
1.1248 |
|
| R1 |
1.1257 |
1.1257 |
1.1244 |
1.1266 |
| PP |
1.1225 |
1.1225 |
1.1225 |
1.1230 |
| S1 |
1.1207 |
1.1207 |
1.1234 |
1.1216 |
| S2 |
1.1175 |
1.1175 |
1.1230 |
|
| S3 |
1.1125 |
1.1157 |
1.1225 |
|
| S4 |
1.1075 |
1.1107 |
1.1212 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1243 |
1.1193 |
0.0050 |
0.4% |
0.0008 |
0.1% |
92% |
True |
False |
13 |
| 10 |
1.1243 |
1.1133 |
0.0110 |
1.0% |
0.0013 |
0.1% |
96% |
True |
False |
9 |
| 20 |
1.1243 |
1.1118 |
0.0125 |
1.1% |
0.0011 |
0.1% |
97% |
True |
False |
6 |
| 40 |
1.1468 |
1.1118 |
0.0350 |
3.1% |
0.0007 |
0.1% |
35% |
False |
False |
4 |
| 60 |
1.1468 |
1.1118 |
0.0350 |
3.1% |
0.0005 |
0.0% |
35% |
False |
False |
4 |
| 80 |
1.1491 |
1.1118 |
0.0373 |
3.3% |
0.0004 |
0.0% |
32% |
False |
False |
28 |
| 100 |
1.1491 |
1.1110 |
0.0381 |
3.4% |
0.0004 |
0.0% |
34% |
False |
False |
26 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1298 |
|
2.618 |
1.1277 |
|
1.618 |
1.1264 |
|
1.000 |
1.1256 |
|
0.618 |
1.1251 |
|
HIGH |
1.1243 |
|
0.618 |
1.1238 |
|
0.500 |
1.1237 |
|
0.382 |
1.1235 |
|
LOW |
1.1230 |
|
0.618 |
1.1222 |
|
1.000 |
1.1217 |
|
1.618 |
1.1209 |
|
2.618 |
1.1196 |
|
4.250 |
1.1175 |
|
|
| Fisher Pivots for day following 27-Jun-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1.1238 |
1.1234 |
| PP |
1.1237 |
1.1229 |
| S1 |
1.1237 |
1.1224 |
|