CME Swiss Franc Future September 2014
| Trading Metrics calculated at close of trading on 03-Jul-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Jul-2014 |
03-Jul-2014 |
Change |
Change % |
Previous Week |
| Open |
1.1275 |
1.1255 |
-0.0020 |
-0.2% |
1.1174 |
| High |
1.1277 |
1.1260 |
-0.0017 |
-0.2% |
1.1236 |
| Low |
1.1244 |
1.1155 |
-0.0089 |
-0.8% |
1.1158 |
| Close |
1.1253 |
1.1193 |
-0.0060 |
-0.5% |
1.1229 |
| Range |
0.0033 |
0.0105 |
0.0072 |
218.2% |
0.0078 |
| ATR |
0.0050 |
0.0054 |
0.0004 |
7.9% |
0.0000 |
| Volume |
28,351 |
36,427 |
8,076 |
28.5% |
139,457 |
|
| Daily Pivots for day following 03-Jul-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1518 |
1.1460 |
1.1251 |
|
| R3 |
1.1413 |
1.1355 |
1.1222 |
|
| R2 |
1.1308 |
1.1308 |
1.1212 |
|
| R1 |
1.1250 |
1.1250 |
1.1203 |
1.1227 |
| PP |
1.1203 |
1.1203 |
1.1203 |
1.1191 |
| S1 |
1.1145 |
1.1145 |
1.1183 |
1.1122 |
| S2 |
1.1098 |
1.1098 |
1.1174 |
|
| S3 |
1.0993 |
1.1040 |
1.1164 |
|
| S4 |
1.0888 |
1.0935 |
1.1135 |
|
|
| 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 |
1.1298 |
1.1155 |
0.0143 |
1.3% |
0.0055 |
0.5% |
27% |
False |
True |
32,132 |
| 10 |
1.1298 |
1.1150 |
0.0148 |
1.3% |
0.0050 |
0.4% |
29% |
False |
False |
29,737 |
| 20 |
1.1298 |
1.1104 |
0.0194 |
1.7% |
0.0054 |
0.5% |
46% |
False |
False |
26,276 |
| 40 |
1.1503 |
1.1080 |
0.0423 |
3.8% |
0.0052 |
0.5% |
27% |
False |
False |
13,385 |
| 60 |
1.1503 |
1.1080 |
0.0423 |
3.8% |
0.0049 |
0.4% |
27% |
False |
False |
8,940 |
| 80 |
1.1513 |
1.1080 |
0.0433 |
3.9% |
0.0047 |
0.4% |
26% |
False |
False |
6,711 |
| 100 |
1.1513 |
1.1080 |
0.0433 |
3.9% |
0.0041 |
0.4% |
26% |
False |
False |
5,381 |
| 120 |
1.1513 |
1.0994 |
0.0519 |
4.6% |
0.0034 |
0.3% |
38% |
False |
False |
4,484 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1706 |
|
2.618 |
1.1535 |
|
1.618 |
1.1430 |
|
1.000 |
1.1365 |
|
0.618 |
1.1325 |
|
HIGH |
1.1260 |
|
0.618 |
1.1220 |
|
0.500 |
1.1208 |
|
0.382 |
1.1195 |
|
LOW |
1.1155 |
|
0.618 |
1.1090 |
|
1.000 |
1.1050 |
|
1.618 |
1.0985 |
|
2.618 |
1.0880 |
|
4.250 |
1.0709 |
|
|
| Fisher Pivots for day following 03-Jul-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1.1208 |
1.1227 |
| PP |
1.1203 |
1.1215 |
| S1 |
1.1198 |
1.1204 |
|