CME Swiss Franc Future September 2014
| Trading Metrics calculated at close of trading on 23-Jun-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Jun-2014 |
23-Jun-2014 |
Change |
Change % |
Previous Week |
| Open |
1.1190 |
1.1174 |
-0.0016 |
-0.1% |
1.1118 |
| High |
1.1213 |
1.1193 |
-0.0020 |
-0.2% |
1.1230 |
| Low |
1.1150 |
1.1158 |
0.0008 |
0.1% |
1.1104 |
| Close |
1.1171 |
1.1192 |
0.0021 |
0.2% |
1.1171 |
| Range |
0.0063 |
0.0035 |
-0.0028 |
-44.4% |
0.0126 |
| ATR |
0.0057 |
0.0055 |
-0.0002 |
-2.7% |
0.0000 |
| Volume |
25,462 |
19,195 |
-6,267 |
-24.6% |
162,710 |
|
| Daily Pivots for day following 23-Jun-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1286 |
1.1274 |
1.1211 |
|
| R3 |
1.1251 |
1.1239 |
1.1202 |
|
| R2 |
1.1216 |
1.1216 |
1.1198 |
|
| R1 |
1.1204 |
1.1204 |
1.1195 |
1.1210 |
| PP |
1.1181 |
1.1181 |
1.1181 |
1.1184 |
| S1 |
1.1169 |
1.1169 |
1.1189 |
1.1175 |
| S2 |
1.1146 |
1.1146 |
1.1186 |
|
| S3 |
1.1111 |
1.1134 |
1.1182 |
|
| S4 |
1.1076 |
1.1099 |
1.1173 |
|
|
| 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 |
1.1113 |
0.0117 |
1.0% |
0.0060 |
0.5% |
68% |
False |
False |
30,673 |
| 10 |
1.1230 |
1.1104 |
0.0126 |
1.1% |
0.0056 |
0.5% |
70% |
False |
False |
26,193 |
| 20 |
1.1235 |
1.1080 |
0.0155 |
1.4% |
0.0057 |
0.5% |
72% |
False |
False |
14,086 |
| 40 |
1.1503 |
1.1080 |
0.0423 |
3.8% |
0.0051 |
0.5% |
26% |
False |
False |
7,073 |
| 60 |
1.1503 |
1.1080 |
0.0423 |
3.8% |
0.0049 |
0.4% |
26% |
False |
False |
4,732 |
| 80 |
1.1513 |
1.1080 |
0.0433 |
3.9% |
0.0044 |
0.4% |
26% |
False |
False |
3,552 |
| 100 |
1.1513 |
1.1047 |
0.0466 |
4.2% |
0.0037 |
0.3% |
31% |
False |
False |
2,853 |
| 120 |
1.1513 |
1.0994 |
0.0519 |
4.6% |
0.0031 |
0.3% |
38% |
False |
False |
2,378 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1342 |
|
2.618 |
1.1285 |
|
1.618 |
1.1250 |
|
1.000 |
1.1228 |
|
0.618 |
1.1215 |
|
HIGH |
1.1193 |
|
0.618 |
1.1180 |
|
0.500 |
1.1176 |
|
0.382 |
1.1171 |
|
LOW |
1.1158 |
|
0.618 |
1.1136 |
|
1.000 |
1.1123 |
|
1.618 |
1.1101 |
|
2.618 |
1.1066 |
|
4.250 |
1.1009 |
|
|
| Fisher Pivots for day following 23-Jun-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1.1187 |
1.1189 |
| PP |
1.1181 |
1.1186 |
| S1 |
1.1176 |
1.1183 |
|