CME Swiss Franc Future December 2014
| Trading Metrics calculated at close of trading on 03-Jul-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Jul-2014 |
03-Jul-2014 |
Change |
Change % |
Previous Week |
| Open |
1.1264 |
1.1257 |
-0.0007 |
-0.1% |
1.1195 |
| High |
1.1264 |
1.1257 |
-0.0007 |
-0.1% |
1.1243 |
| Low |
1.1263 |
1.1198 |
-0.0065 |
-0.6% |
1.1193 |
| Close |
1.1263 |
1.1203 |
-0.0060 |
-0.5% |
1.1239 |
| Range |
0.0001 |
0.0059 |
0.0058 |
5,800.0% |
0.0050 |
| ATR |
0.0029 |
0.0031 |
0.0003 |
9.0% |
0.0000 |
| Volume |
42 |
1 |
-41 |
-97.6% |
69 |
|
| Daily Pivots for day following 03-Jul-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1396 |
1.1359 |
1.1235 |
|
| R3 |
1.1337 |
1.1300 |
1.1219 |
|
| R2 |
1.1278 |
1.1278 |
1.1214 |
|
| R1 |
1.1241 |
1.1241 |
1.1208 |
1.1230 |
| PP |
1.1219 |
1.1219 |
1.1219 |
1.1214 |
| S1 |
1.1182 |
1.1182 |
1.1198 |
1.1171 |
| S2 |
1.1160 |
1.1160 |
1.1192 |
|
| S3 |
1.1101 |
1.1123 |
1.1187 |
|
| S4 |
1.1042 |
1.1064 |
1.1171 |
|
|
| Weekly Pivots for week ending 27-Jun-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1375 |
1.1357 |
1.1267 |
|
| R3 |
1.1325 |
1.1307 |
1.1253 |
|
| R2 |
1.1275 |
1.1275 |
1.1248 |
|
| R1 |
1.1257 |
1.1257 |
1.1244 |
1.1266 |
| PP |
1.1225 |
1.1225 |
1.1225 |
1.1230 |
| S1 |
1.1207 |
1.1207 |
1.1234 |
1.1216 |
| S2 |
1.1175 |
1.1175 |
1.1230 |
|
| S3 |
1.1125 |
1.1157 |
1.1225 |
|
| S4 |
1.1075 |
1.1107 |
1.1212 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1305 |
1.1198 |
0.0107 |
1.0% |
0.0028 |
0.2% |
5% |
False |
True |
41 |
| 10 |
1.1305 |
1.1174 |
0.0131 |
1.2% |
0.0017 |
0.2% |
22% |
False |
False |
26 |
| 20 |
1.1305 |
1.1118 |
0.0187 |
1.7% |
0.0014 |
0.1% |
45% |
False |
False |
14 |
| 40 |
1.1396 |
1.1118 |
0.0278 |
2.5% |
0.0010 |
0.1% |
31% |
False |
False |
9 |
| 60 |
1.1468 |
1.1118 |
0.0350 |
3.1% |
0.0007 |
0.1% |
24% |
False |
False |
7 |
| 80 |
1.1491 |
1.1118 |
0.0373 |
3.3% |
0.0006 |
0.1% |
23% |
False |
False |
23 |
| 100 |
1.1491 |
1.1118 |
0.0373 |
3.3% |
0.0005 |
0.0% |
23% |
False |
False |
28 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1508 |
|
2.618 |
1.1411 |
|
1.618 |
1.1352 |
|
1.000 |
1.1316 |
|
0.618 |
1.1293 |
|
HIGH |
1.1257 |
|
0.618 |
1.1234 |
|
0.500 |
1.1228 |
|
0.382 |
1.1221 |
|
LOW |
1.1198 |
|
0.618 |
1.1162 |
|
1.000 |
1.1139 |
|
1.618 |
1.1103 |
|
2.618 |
1.1044 |
|
4.250 |
1.0947 |
|
|
| Fisher Pivots for day following 03-Jul-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1.1228 |
1.1252 |
| PP |
1.1219 |
1.1235 |
| S1 |
1.1211 |
1.1219 |
|