CME Swiss Franc Future December 2014
| Trading Metrics calculated at close of trading on 30-Jun-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Jun-2014 |
30-Jun-2014 |
Change |
Change % |
Previous Week |
| Open |
1.1230 |
1.1250 |
0.0020 |
0.2% |
1.1195 |
| High |
1.1243 |
1.1298 |
0.0055 |
0.5% |
1.1243 |
| Low |
1.1230 |
1.1250 |
0.0020 |
0.2% |
1.1193 |
| Close |
1.1239 |
1.1296 |
0.0057 |
0.5% |
1.1239 |
| Range |
0.0013 |
0.0048 |
0.0035 |
269.2% |
0.0050 |
| ATR |
0.0028 |
0.0030 |
0.0002 |
8.1% |
0.0000 |
| Volume |
13 |
31 |
18 |
138.5% |
69 |
|
| Daily Pivots for day following 30-Jun-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1425 |
1.1409 |
1.1322 |
|
| R3 |
1.1377 |
1.1361 |
1.1309 |
|
| R2 |
1.1329 |
1.1329 |
1.1305 |
|
| R1 |
1.1313 |
1.1313 |
1.1300 |
1.1321 |
| PP |
1.1281 |
1.1281 |
1.1281 |
1.1286 |
| S1 |
1.1265 |
1.1265 |
1.1292 |
1.1273 |
| S2 |
1.1233 |
1.1233 |
1.1287 |
|
| S3 |
1.1185 |
1.1217 |
1.1283 |
|
| S4 |
1.1137 |
1.1169 |
1.1270 |
|
|
| 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 |
1.1298 |
1.1201 |
0.0097 |
0.9% |
0.0015 |
0.1% |
98% |
True |
False |
19 |
| 10 |
1.1298 |
1.1133 |
0.0165 |
1.5% |
0.0014 |
0.1% |
99% |
True |
False |
11 |
| 20 |
1.1298 |
1.1118 |
0.0180 |
1.6% |
0.0011 |
0.1% |
99% |
True |
False |
7 |
| 40 |
1.1468 |
1.1118 |
0.0350 |
3.1% |
0.0008 |
0.1% |
51% |
False |
False |
5 |
| 60 |
1.1468 |
1.1118 |
0.0350 |
3.1% |
0.0006 |
0.1% |
51% |
False |
False |
4 |
| 80 |
1.1491 |
1.1118 |
0.0373 |
3.3% |
0.0005 |
0.0% |
48% |
False |
False |
26 |
| 100 |
1.1491 |
1.1118 |
0.0373 |
3.3% |
0.0005 |
0.0% |
48% |
False |
False |
26 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1502 |
|
2.618 |
1.1424 |
|
1.618 |
1.1376 |
|
1.000 |
1.1346 |
|
0.618 |
1.1328 |
|
HIGH |
1.1298 |
|
0.618 |
1.1280 |
|
0.500 |
1.1274 |
|
0.382 |
1.1268 |
|
LOW |
1.1250 |
|
0.618 |
1.1220 |
|
1.000 |
1.1202 |
|
1.618 |
1.1172 |
|
2.618 |
1.1124 |
|
4.250 |
1.1046 |
|
|
| Fisher Pivots for day following 30-Jun-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1.1289 |
1.1281 |
| PP |
1.1281 |
1.1266 |
| S1 |
1.1274 |
1.1252 |
|