CME Swiss Franc Future December 2014
| Trading Metrics calculated at close of trading on 23-Jun-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Jun-2014 |
23-Jun-2014 |
Change |
Change % |
Previous Week |
| Open |
1.1174 |
1.1195 |
0.0021 |
0.2% |
1.1135 |
| High |
1.1181 |
1.1202 |
0.0021 |
0.2% |
1.1201 |
| Low |
1.1174 |
1.1193 |
0.0019 |
0.2% |
1.1133 |
| Close |
1.1181 |
1.1202 |
0.0021 |
0.2% |
1.1181 |
| Range |
0.0007 |
0.0009 |
0.0002 |
28.6% |
0.0068 |
| ATR |
0.0030 |
0.0030 |
-0.0001 |
-2.2% |
0.0000 |
| Volume |
4 |
5 |
1 |
25.0% |
21 |
|
| Daily Pivots for day following 23-Jun-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1226 |
1.1223 |
1.1207 |
|
| R3 |
1.1217 |
1.1214 |
1.1204 |
|
| R2 |
1.1208 |
1.1208 |
1.1204 |
|
| R1 |
1.1205 |
1.1205 |
1.1203 |
1.1207 |
| PP |
1.1199 |
1.1199 |
1.1199 |
1.1200 |
| S1 |
1.1196 |
1.1196 |
1.1201 |
1.1198 |
| S2 |
1.1190 |
1.1190 |
1.1200 |
|
| S3 |
1.1181 |
1.1187 |
1.1200 |
|
| S4 |
1.1172 |
1.1178 |
1.1197 |
|
|
| Weekly Pivots for week ending 20-Jun-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1376 |
1.1346 |
1.1218 |
|
| R3 |
1.1308 |
1.1278 |
1.1200 |
|
| R2 |
1.1240 |
1.1240 |
1.1193 |
|
| R1 |
1.1210 |
1.1210 |
1.1187 |
1.1225 |
| PP |
1.1172 |
1.1172 |
1.1172 |
1.1179 |
| S1 |
1.1142 |
1.1142 |
1.1175 |
1.1157 |
| S2 |
1.1104 |
1.1104 |
1.1169 |
|
| S3 |
1.1036 |
1.1074 |
1.1162 |
|
| S4 |
1.0968 |
1.1006 |
1.1144 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1202 |
1.1133 |
0.0069 |
0.6% |
0.0013 |
0.1% |
100% |
True |
False |
3 |
| 10 |
1.1202 |
1.1118 |
0.0084 |
0.7% |
0.0011 |
0.1% |
100% |
True |
False |
3 |
| 20 |
1.1237 |
1.1118 |
0.0119 |
1.1% |
0.0012 |
0.1% |
71% |
False |
False |
3 |
| 40 |
1.1468 |
1.1118 |
0.0350 |
3.1% |
0.0006 |
0.1% |
24% |
False |
False |
3 |
| 60 |
1.1468 |
1.1118 |
0.0350 |
3.1% |
0.0005 |
0.0% |
24% |
False |
False |
3 |
| 80 |
1.1491 |
1.1118 |
0.0373 |
3.3% |
0.0004 |
0.0% |
23% |
False |
False |
31 |
| 100 |
1.1491 |
1.1061 |
0.0430 |
3.8% |
0.0005 |
0.0% |
33% |
False |
False |
25 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1240 |
|
2.618 |
1.1226 |
|
1.618 |
1.1217 |
|
1.000 |
1.1211 |
|
0.618 |
1.1208 |
|
HIGH |
1.1202 |
|
0.618 |
1.1199 |
|
0.500 |
1.1198 |
|
0.382 |
1.1196 |
|
LOW |
1.1193 |
|
0.618 |
1.1187 |
|
1.000 |
1.1184 |
|
1.618 |
1.1178 |
|
2.618 |
1.1169 |
|
4.250 |
1.1155 |
|
|
| Fisher Pivots for day following 23-Jun-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1.1201 |
1.1197 |
| PP |
1.1199 |
1.1193 |
| S1 |
1.1198 |
1.1188 |
|