CME Swiss Franc Future September 2014
| Trading Metrics calculated at close of trading on 24-Jun-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Jun-2014 |
24-Jun-2014 |
Change |
Change % |
Previous Week |
| Open |
1.1174 |
1.1191 |
0.0017 |
0.2% |
1.1118 |
| High |
1.1193 |
1.1212 |
0.0019 |
0.2% |
1.1230 |
| Low |
1.1158 |
1.1170 |
0.0012 |
0.1% |
1.1104 |
| Close |
1.1192 |
1.1191 |
-0.0001 |
0.0% |
1.1171 |
| Range |
0.0035 |
0.0042 |
0.0007 |
20.0% |
0.0126 |
| ATR |
0.0055 |
0.0054 |
-0.0001 |
-1.7% |
0.0000 |
| Volume |
19,195 |
30,055 |
10,860 |
56.6% |
162,710 |
|
| Daily Pivots for day following 24-Jun-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1317 |
1.1296 |
1.1214 |
|
| R3 |
1.1275 |
1.1254 |
1.1203 |
|
| R2 |
1.1233 |
1.1233 |
1.1199 |
|
| R1 |
1.1212 |
1.1212 |
1.1195 |
1.1212 |
| PP |
1.1191 |
1.1191 |
1.1191 |
1.1191 |
| S1 |
1.1170 |
1.1170 |
1.1187 |
1.1170 |
| S2 |
1.1149 |
1.1149 |
1.1183 |
|
| S3 |
1.1107 |
1.1128 |
1.1179 |
|
| S4 |
1.1065 |
1.1086 |
1.1168 |
|
|
| 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 |
1.1121 |
0.0109 |
1.0% |
0.0058 |
0.5% |
64% |
False |
False |
32,337 |
| 10 |
1.1230 |
1.1104 |
0.0126 |
1.1% |
0.0055 |
0.5% |
69% |
False |
False |
27,483 |
| 20 |
1.1235 |
1.1080 |
0.0155 |
1.4% |
0.0057 |
0.5% |
72% |
False |
False |
15,583 |
| 40 |
1.1503 |
1.1080 |
0.0423 |
3.8% |
0.0050 |
0.4% |
26% |
False |
False |
7,824 |
| 60 |
1.1503 |
1.1080 |
0.0423 |
3.8% |
0.0049 |
0.4% |
26% |
False |
False |
5,232 |
| 80 |
1.1513 |
1.1080 |
0.0433 |
3.9% |
0.0044 |
0.4% |
26% |
False |
False |
3,928 |
| 100 |
1.1513 |
1.1047 |
0.0466 |
4.2% |
0.0037 |
0.3% |
31% |
False |
False |
3,154 |
| 120 |
1.1513 |
1.0994 |
0.0519 |
4.6% |
0.0031 |
0.3% |
38% |
False |
False |
2,629 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1391 |
|
2.618 |
1.1322 |
|
1.618 |
1.1280 |
|
1.000 |
1.1254 |
|
0.618 |
1.1238 |
|
HIGH |
1.1212 |
|
0.618 |
1.1196 |
|
0.500 |
1.1191 |
|
0.382 |
1.1186 |
|
LOW |
1.1170 |
|
0.618 |
1.1144 |
|
1.000 |
1.1128 |
|
1.618 |
1.1102 |
|
2.618 |
1.1060 |
|
4.250 |
1.0992 |
|
|
| Fisher Pivots for day following 24-Jun-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1.1191 |
1.1188 |
| PP |
1.1191 |
1.1185 |
| S1 |
1.1191 |
1.1182 |
|