CME Swiss Franc Future December 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 |
1.1250 |
1.1299 |
0.0049 |
0.4% |
1.1195 |
| High |
1.1298 |
1.1305 |
0.0007 |
0.1% |
1.1243 |
| Low |
1.1250 |
1.1286 |
0.0036 |
0.3% |
1.1193 |
| Close |
1.1296 |
1.1286 |
-0.0010 |
-0.1% |
1.1239 |
| Range |
0.0048 |
0.0019 |
-0.0029 |
-60.4% |
0.0050 |
| ATR |
0.0030 |
0.0029 |
-0.0001 |
-2.6% |
0.0000 |
| Volume |
31 |
122 |
91 |
293.5% |
69 |
|
| Daily Pivots for day following 01-Jul-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1349 |
1.1337 |
1.1296 |
|
| R3 |
1.1330 |
1.1318 |
1.1291 |
|
| R2 |
1.1311 |
1.1311 |
1.1289 |
|
| R1 |
1.1299 |
1.1299 |
1.1288 |
1.1296 |
| PP |
1.1292 |
1.1292 |
1.1292 |
1.1291 |
| S1 |
1.1280 |
1.1280 |
1.1284 |
1.1277 |
| S2 |
1.1273 |
1.1273 |
1.1283 |
|
| S3 |
1.1254 |
1.1261 |
1.1281 |
|
| S4 |
1.1235 |
1.1242 |
1.1276 |
|
|
| 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 |
1.1305 |
1.1205 |
0.0100 |
0.9% |
0.0019 |
0.2% |
81% |
True |
False |
39 |
| 10 |
1.1305 |
1.1147 |
0.0158 |
1.4% |
0.0016 |
0.1% |
88% |
True |
False |
23 |
| 20 |
1.1305 |
1.1118 |
0.0187 |
1.7% |
0.0011 |
0.1% |
90% |
True |
False |
12 |
| 40 |
1.1468 |
1.1118 |
0.0350 |
3.1% |
0.0009 |
0.1% |
48% |
False |
False |
8 |
| 60 |
1.1468 |
1.1118 |
0.0350 |
3.1% |
0.0007 |
0.1% |
48% |
False |
False |
6 |
| 80 |
1.1491 |
1.1118 |
0.0373 |
3.3% |
0.0005 |
0.0% |
45% |
False |
False |
26 |
| 100 |
1.1491 |
1.1118 |
0.0373 |
3.3% |
0.0005 |
0.0% |
45% |
False |
False |
27 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1386 |
|
2.618 |
1.1355 |
|
1.618 |
1.1336 |
|
1.000 |
1.1324 |
|
0.618 |
1.1317 |
|
HIGH |
1.1305 |
|
0.618 |
1.1298 |
|
0.500 |
1.1296 |
|
0.382 |
1.1293 |
|
LOW |
1.1286 |
|
0.618 |
1.1274 |
|
1.000 |
1.1267 |
|
1.618 |
1.1255 |
|
2.618 |
1.1236 |
|
4.250 |
1.1205 |
|
|
| Fisher Pivots for day following 01-Jul-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1.1296 |
1.1280 |
| PP |
1.1292 |
1.1274 |
| S1 |
1.1289 |
1.1268 |
|