CME Swiss Franc Future December 2014
Trading Metrics calculated at close of trading on 24-Jun-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Jun-2014 |
24-Jun-2014 |
Change |
Change % |
Previous Week |
Open |
1.1195 |
1.1201 |
0.0006 |
0.1% |
1.1135 |
High |
1.1202 |
1.1201 |
-0.0001 |
0.0% |
1.1201 |
Low |
1.1193 |
1.1201 |
0.0008 |
0.1% |
1.1133 |
Close |
1.1202 |
1.1201 |
-0.0001 |
0.0% |
1.1181 |
Range |
0.0009 |
0.0000 |
-0.0009 |
-100.0% |
0.0068 |
ATR |
0.0030 |
0.0028 |
-0.0002 |
-6.9% |
0.0000 |
Volume |
5 |
19 |
14 |
280.0% |
21 |
|
Daily Pivots for day following 24-Jun-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.1201 |
1.1201 |
1.1201 |
|
R3 |
1.1201 |
1.1201 |
1.1201 |
|
R2 |
1.1201 |
1.1201 |
1.1201 |
|
R1 |
1.1201 |
1.1201 |
1.1201 |
1.1201 |
PP |
1.1201 |
1.1201 |
1.1201 |
1.1201 |
S1 |
1.1201 |
1.1201 |
1.1201 |
1.1201 |
S2 |
1.1201 |
1.1201 |
1.1201 |
|
S3 |
1.1201 |
1.1201 |
1.1201 |
|
S4 |
1.1201 |
1.1201 |
1.1201 |
|
|
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 |
1.1147 |
0.0055 |
0.5% |
0.0013 |
0.1% |
98% |
False |
False |
6 |
10 |
1.1202 |
1.1118 |
0.0084 |
0.7% |
0.0011 |
0.1% |
99% |
False |
False |
5 |
20 |
1.1237 |
1.1118 |
0.0119 |
1.1% |
0.0011 |
0.1% |
70% |
False |
False |
4 |
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% |
22% |
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 |
1.1201 |
2.618 |
1.1201 |
1.618 |
1.1201 |
1.000 |
1.1201 |
0.618 |
1.1201 |
HIGH |
1.1201 |
0.618 |
1.1201 |
0.500 |
1.1201 |
0.382 |
1.1201 |
LOW |
1.1201 |
0.618 |
1.1201 |
1.000 |
1.1201 |
1.618 |
1.1201 |
2.618 |
1.1201 |
4.250 |
1.1201 |
|
|
Fisher Pivots for day following 24-Jun-2014 |
Pivot |
1 day |
3 day |
R1 |
1.1201 |
1.1197 |
PP |
1.1201 |
1.1192 |
S1 |
1.1201 |
1.1188 |
|