CME Swiss Franc Future September 2014
| Trading Metrics calculated at close of trading on 20-Jun-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Jun-2014 |
20-Jun-2014 |
Change |
Change % |
Previous Week |
| Open |
1.1165 |
1.1190 |
0.0025 |
0.2% |
1.1118 |
| High |
1.1230 |
1.1213 |
-0.0017 |
-0.2% |
1.1230 |
| Low |
1.1136 |
1.1150 |
0.0014 |
0.1% |
1.1104 |
| Close |
1.1189 |
1.1171 |
-0.0018 |
-0.2% |
1.1171 |
| Range |
0.0094 |
0.0063 |
-0.0031 |
-33.0% |
0.0126 |
| ATR |
0.0056 |
0.0057 |
0.0000 |
0.9% |
0.0000 |
| Volume |
49,942 |
25,462 |
-24,480 |
-49.0% |
162,710 |
|
| Daily Pivots for day following 20-Jun-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1367 |
1.1332 |
1.1206 |
|
| R3 |
1.1304 |
1.1269 |
1.1188 |
|
| R2 |
1.1241 |
1.1241 |
1.1183 |
|
| R1 |
1.1206 |
1.1206 |
1.1177 |
1.1192 |
| PP |
1.1178 |
1.1178 |
1.1178 |
1.1171 |
| S1 |
1.1143 |
1.1143 |
1.1165 |
1.1129 |
| S2 |
1.1115 |
1.1115 |
1.1159 |
|
| S3 |
1.1052 |
1.1080 |
1.1154 |
|
| S4 |
1.0989 |
1.1017 |
1.1136 |
|
|
| Weekly Pivots for week ending 20-Jun-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1546 |
1.1485 |
1.1240 |
|
| R3 |
1.1420 |
1.1359 |
1.1206 |
|
| R2 |
1.1294 |
1.1294 |
1.1194 |
|
| R1 |
1.1233 |
1.1233 |
1.1183 |
1.1264 |
| PP |
1.1168 |
1.1168 |
1.1168 |
1.1184 |
| S1 |
1.1107 |
1.1107 |
1.1159 |
1.1138 |
| S2 |
1.1042 |
1.1042 |
1.1148 |
|
| S3 |
1.0916 |
1.0981 |
1.1136 |
|
| S4 |
1.0790 |
1.0855 |
1.1102 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1230 |
1.1104 |
0.0126 |
1.1% |
0.0064 |
0.6% |
53% |
False |
False |
32,542 |
| 10 |
1.1230 |
1.1104 |
0.0126 |
1.1% |
0.0060 |
0.5% |
53% |
False |
False |
24,888 |
| 20 |
1.1235 |
1.1080 |
0.0155 |
1.4% |
0.0056 |
0.5% |
59% |
False |
False |
13,129 |
| 40 |
1.1503 |
1.1080 |
0.0423 |
3.8% |
0.0050 |
0.4% |
22% |
False |
False |
6,594 |
| 60 |
1.1503 |
1.1080 |
0.0423 |
3.8% |
0.0049 |
0.4% |
22% |
False |
False |
4,412 |
| 80 |
1.1513 |
1.1080 |
0.0433 |
3.9% |
0.0044 |
0.4% |
21% |
False |
False |
3,312 |
| 100 |
1.1513 |
1.1047 |
0.0466 |
4.2% |
0.0036 |
0.3% |
27% |
False |
False |
2,662 |
| 120 |
1.1513 |
1.0994 |
0.0519 |
4.6% |
0.0031 |
0.3% |
34% |
False |
False |
2,218 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1481 |
|
2.618 |
1.1378 |
|
1.618 |
1.1315 |
|
1.000 |
1.1276 |
|
0.618 |
1.1252 |
|
HIGH |
1.1213 |
|
0.618 |
1.1189 |
|
0.500 |
1.1182 |
|
0.382 |
1.1174 |
|
LOW |
1.1150 |
|
0.618 |
1.1111 |
|
1.000 |
1.1087 |
|
1.618 |
1.1048 |
|
2.618 |
1.0985 |
|
4.250 |
1.0882 |
|
|
| Fisher Pivots for day following 20-Jun-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1.1182 |
1.1176 |
| PP |
1.1178 |
1.1174 |
| S1 |
1.1175 |
1.1173 |
|