CME Swiss Franc Future December 2014
| Trading Metrics calculated at close of trading on 25-Jun-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Jun-2014 |
25-Jun-2014 |
Change |
Change % |
Previous Week |
| Open |
1.1201 |
1.1233 |
0.0032 |
0.3% |
1.1135 |
| High |
1.1201 |
1.1233 |
0.0032 |
0.3% |
1.1201 |
| Low |
1.1201 |
1.1217 |
0.0016 |
0.1% |
1.1133 |
| Close |
1.1201 |
1.1217 |
0.0016 |
0.1% |
1.1181 |
| Range |
0.0000 |
0.0016 |
0.0016 |
|
0.0068 |
| ATR |
0.0028 |
0.0028 |
0.0000 |
1.1% |
0.0000 |
| Volume |
19 |
19 |
0 |
0.0% |
21 |
|
| Daily Pivots for day following 25-Jun-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1270 |
1.1260 |
1.1226 |
|
| R3 |
1.1254 |
1.1244 |
1.1221 |
|
| R2 |
1.1238 |
1.1238 |
1.1220 |
|
| R1 |
1.1228 |
1.1228 |
1.1218 |
1.1225 |
| PP |
1.1222 |
1.1222 |
1.1222 |
1.1221 |
| S1 |
1.1212 |
1.1212 |
1.1216 |
1.1209 |
| S2 |
1.1206 |
1.1206 |
1.1214 |
|
| S3 |
1.1190 |
1.1196 |
1.1213 |
|
| S4 |
1.1174 |
1.1180 |
1.1208 |
|
|
| 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 |
1.1233 |
1.1174 |
0.0059 |
0.5% |
0.0012 |
0.1% |
73% |
True |
False |
10 |
| 10 |
1.1233 |
1.1118 |
0.0115 |
1.0% |
0.0013 |
0.1% |
86% |
True |
False |
6 |
| 20 |
1.1237 |
1.1118 |
0.0119 |
1.1% |
0.0011 |
0.1% |
83% |
False |
False |
5 |
| 40 |
1.1468 |
1.1118 |
0.0350 |
3.1% |
0.0007 |
0.1% |
28% |
False |
False |
4 |
| 60 |
1.1468 |
1.1118 |
0.0350 |
3.1% |
0.0005 |
0.0% |
28% |
False |
False |
3 |
| 80 |
1.1491 |
1.1118 |
0.0373 |
3.3% |
0.0004 |
0.0% |
27% |
False |
False |
32 |
| 100 |
1.1491 |
1.1070 |
0.0421 |
3.8% |
0.0005 |
0.0% |
35% |
False |
False |
25 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1301 |
|
2.618 |
1.1275 |
|
1.618 |
1.1259 |
|
1.000 |
1.1249 |
|
0.618 |
1.1243 |
|
HIGH |
1.1233 |
|
0.618 |
1.1227 |
|
0.500 |
1.1225 |
|
0.382 |
1.1223 |
|
LOW |
1.1217 |
|
0.618 |
1.1207 |
|
1.000 |
1.1201 |
|
1.618 |
1.1191 |
|
2.618 |
1.1175 |
|
4.250 |
1.1149 |
|
|
| Fisher Pivots for day following 25-Jun-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1.1225 |
1.1216 |
| PP |
1.1222 |
1.1214 |
| S1 |
1.1220 |
1.1213 |
|