CME Swiss Franc Future December 2014
Trading Metrics calculated at close of trading on 17-Jun-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Jun-2014 |
17-Jun-2014 |
Change |
Change % |
Previous Week |
Open |
1.1135 |
1.1134 |
-0.0001 |
0.0% |
1.1163 |
High |
1.1167 |
1.1134 |
-0.0033 |
-0.3% |
1.1163 |
Low |
1.1135 |
1.1133 |
-0.0002 |
0.0% |
1.1118 |
Close |
1.1159 |
1.1133 |
-0.0026 |
-0.2% |
1.1124 |
Range |
0.0032 |
0.0001 |
-0.0031 |
-96.9% |
0.0045 |
ATR |
0.0029 |
0.0029 |
0.0000 |
-0.7% |
0.0000 |
Volume |
11 |
2 |
-9 |
-81.8% |
7 |
|
Daily Pivots for day following 17-Jun-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.1136 |
1.1136 |
1.1134 |
|
R3 |
1.1135 |
1.1135 |
1.1133 |
|
R2 |
1.1134 |
1.1134 |
1.1133 |
|
R1 |
1.1134 |
1.1134 |
1.1133 |
1.1134 |
PP |
1.1133 |
1.1133 |
1.1133 |
1.1133 |
S1 |
1.1133 |
1.1133 |
1.1133 |
1.1133 |
S2 |
1.1132 |
1.1132 |
1.1133 |
|
S3 |
1.1131 |
1.1132 |
1.1133 |
|
S4 |
1.1130 |
1.1131 |
1.1132 |
|
|
Weekly Pivots for week ending 13-Jun-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.1270 |
1.1242 |
1.1149 |
|
R3 |
1.1225 |
1.1197 |
1.1136 |
|
R2 |
1.1180 |
1.1180 |
1.1132 |
|
R1 |
1.1152 |
1.1152 |
1.1128 |
1.1144 |
PP |
1.1135 |
1.1135 |
1.1135 |
1.1131 |
S1 |
1.1107 |
1.1107 |
1.1120 |
1.1099 |
S2 |
1.1090 |
1.1090 |
1.1116 |
|
S3 |
1.1045 |
1.1062 |
1.1112 |
|
S4 |
1.1000 |
1.1017 |
1.1099 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1.1167 |
1.1118 |
0.0049 |
0.4% |
0.0010 |
0.1% |
31% |
False |
False |
3 |
10 |
1.1237 |
1.1118 |
0.0119 |
1.1% |
0.0007 |
0.1% |
13% |
False |
False |
2 |
20 |
1.1237 |
1.1118 |
0.0119 |
1.1% |
0.0009 |
0.1% |
13% |
False |
False |
3 |
40 |
1.1468 |
1.1118 |
0.0350 |
3.1% |
0.0005 |
0.0% |
4% |
False |
False |
3 |
60 |
1.1468 |
1.1118 |
0.0350 |
3.1% |
0.0004 |
0.0% |
4% |
False |
False |
5 |
80 |
1.1491 |
1.1118 |
0.0373 |
3.4% |
0.0003 |
0.0% |
4% |
False |
False |
31 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.1138 |
2.618 |
1.1137 |
1.618 |
1.1136 |
1.000 |
1.1135 |
0.618 |
1.1135 |
HIGH |
1.1134 |
0.618 |
1.1134 |
0.500 |
1.1134 |
0.382 |
1.1133 |
LOW |
1.1133 |
0.618 |
1.1132 |
1.000 |
1.1132 |
1.618 |
1.1131 |
2.618 |
1.1130 |
4.250 |
1.1129 |
|
|
Fisher Pivots for day following 17-Jun-2014 |
Pivot |
1 day |
3 day |
R1 |
1.1134 |
1.1143 |
PP |
1.1133 |
1.1139 |
S1 |
1.1133 |
1.1136 |
|