CME Swiss Franc Future December 2014
| Trading Metrics calculated at close of trading on 19-Jun-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Jun-2014 |
19-Jun-2014 |
Change |
Change % |
Previous Week |
| Open |
1.1169 |
1.1174 |
0.0005 |
0.0% |
1.1163 |
| High |
1.1169 |
1.1201 |
0.0032 |
0.3% |
1.1163 |
| Low |
1.1147 |
1.1174 |
0.0027 |
0.2% |
1.1118 |
| Close |
1.1147 |
1.1199 |
0.0052 |
0.5% |
1.1124 |
| Range |
0.0022 |
0.0027 |
0.0005 |
22.7% |
0.0045 |
| ATR |
0.0029 |
0.0031 |
0.0002 |
6.1% |
0.0000 |
| Volume |
1 |
3 |
2 |
200.0% |
7 |
|
| Daily Pivots for day following 19-Jun-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1272 |
1.1263 |
1.1214 |
|
| R3 |
1.1245 |
1.1236 |
1.1206 |
|
| R2 |
1.1218 |
1.1218 |
1.1204 |
|
| R1 |
1.1209 |
1.1209 |
1.1201 |
1.1214 |
| PP |
1.1191 |
1.1191 |
1.1191 |
1.1194 |
| S1 |
1.1182 |
1.1182 |
1.1197 |
1.1187 |
| S2 |
1.1164 |
1.1164 |
1.1194 |
|
| S3 |
1.1137 |
1.1155 |
1.1192 |
|
| S4 |
1.1110 |
1.1128 |
1.1184 |
|
|
| 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 |
1.1201 |
1.1118 |
0.0083 |
0.7% |
0.0018 |
0.2% |
98% |
True |
False |
4 |
| 10 |
1.1216 |
1.1118 |
0.0098 |
0.9% |
0.0010 |
0.1% |
83% |
False |
False |
2 |
| 20 |
1.1237 |
1.1118 |
0.0119 |
1.1% |
0.0012 |
0.1% |
68% |
False |
False |
3 |
| 40 |
1.1468 |
1.1118 |
0.0350 |
3.1% |
0.0006 |
0.1% |
23% |
False |
False |
3 |
| 60 |
1.1468 |
1.1118 |
0.0350 |
3.1% |
0.0005 |
0.0% |
23% |
False |
False |
3 |
| 80 |
1.1491 |
1.1118 |
0.0373 |
3.3% |
0.0004 |
0.0% |
22% |
False |
False |
31 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1316 |
|
2.618 |
1.1272 |
|
1.618 |
1.1245 |
|
1.000 |
1.1228 |
|
0.618 |
1.1218 |
|
HIGH |
1.1201 |
|
0.618 |
1.1191 |
|
0.500 |
1.1188 |
|
0.382 |
1.1184 |
|
LOW |
1.1174 |
|
0.618 |
1.1157 |
|
1.000 |
1.1147 |
|
1.618 |
1.1130 |
|
2.618 |
1.1103 |
|
4.250 |
1.1059 |
|
|
| Fisher Pivots for day following 19-Jun-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1.1195 |
1.1188 |
| PP |
1.1191 |
1.1178 |
| S1 |
1.1188 |
1.1167 |
|