CME Swiss Franc Future September 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 |
1.1198 |
1.1232 |
0.0034 |
0.3% |
1.1174 |
| High |
1.1236 |
1.1292 |
0.0056 |
0.5% |
1.1236 |
| Low |
1.1195 |
1.1224 |
0.0029 |
0.3% |
1.1158 |
| Close |
1.1229 |
1.1287 |
0.0058 |
0.5% |
1.1229 |
| Range |
0.0041 |
0.0068 |
0.0027 |
65.9% |
0.0078 |
| ATR |
0.0052 |
0.0053 |
0.0001 |
2.2% |
0.0000 |
| Volume |
28,202 |
38,948 |
10,746 |
38.1% |
139,457 |
|
| Daily Pivots for day following 30-Jun-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1472 |
1.1447 |
1.1324 |
|
| R3 |
1.1404 |
1.1379 |
1.1306 |
|
| R2 |
1.1336 |
1.1336 |
1.1299 |
|
| R1 |
1.1311 |
1.1311 |
1.1293 |
1.1324 |
| PP |
1.1268 |
1.1268 |
1.1268 |
1.1274 |
| S1 |
1.1243 |
1.1243 |
1.1281 |
1.1256 |
| S2 |
1.1200 |
1.1200 |
1.1275 |
|
| S3 |
1.1132 |
1.1175 |
1.1268 |
|
| S4 |
1.1064 |
1.1107 |
1.1250 |
|
|
| Weekly Pivots for week ending 27-Jun-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1442 |
1.1413 |
1.1272 |
|
| R3 |
1.1364 |
1.1335 |
1.1250 |
|
| R2 |
1.1286 |
1.1286 |
1.1243 |
|
| R1 |
1.1257 |
1.1257 |
1.1236 |
1.1272 |
| PP |
1.1208 |
1.1208 |
1.1208 |
1.1215 |
| S1 |
1.1179 |
1.1179 |
1.1222 |
1.1194 |
| S2 |
1.1130 |
1.1130 |
1.1215 |
|
| S3 |
1.1052 |
1.1101 |
1.1208 |
|
| S4 |
1.0974 |
1.1023 |
1.1186 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1292 |
1.1170 |
0.0122 |
1.1% |
0.0047 |
0.4% |
96% |
True |
False |
31,842 |
| 10 |
1.1292 |
1.1113 |
0.0179 |
1.6% |
0.0054 |
0.5% |
97% |
True |
False |
31,257 |
| 20 |
1.1292 |
1.1080 |
0.0212 |
1.9% |
0.0058 |
0.5% |
98% |
True |
False |
21,814 |
| 40 |
1.1503 |
1.1080 |
0.0423 |
3.7% |
0.0051 |
0.4% |
49% |
False |
False |
11,050 |
| 60 |
1.1503 |
1.1080 |
0.0423 |
3.7% |
0.0048 |
0.4% |
49% |
False |
False |
7,382 |
| 80 |
1.1513 |
1.1080 |
0.0433 |
3.8% |
0.0044 |
0.4% |
48% |
False |
False |
5,542 |
| 100 |
1.1513 |
1.1080 |
0.0433 |
3.8% |
0.0039 |
0.3% |
48% |
False |
False |
4,445 |
| 120 |
1.1513 |
1.0994 |
0.0519 |
4.6% |
0.0033 |
0.3% |
56% |
False |
False |
3,705 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1581 |
|
2.618 |
1.1470 |
|
1.618 |
1.1402 |
|
1.000 |
1.1360 |
|
0.618 |
1.1334 |
|
HIGH |
1.1292 |
|
0.618 |
1.1266 |
|
0.500 |
1.1258 |
|
0.382 |
1.1250 |
|
LOW |
1.1224 |
|
0.618 |
1.1182 |
|
1.000 |
1.1156 |
|
1.618 |
1.1114 |
|
2.618 |
1.1046 |
|
4.250 |
1.0935 |
|
|
| Fisher Pivots for day following 30-Jun-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1.1277 |
1.1269 |
| PP |
1.1268 |
1.1250 |
| S1 |
1.1258 |
1.1232 |
|