CME Swiss Franc Future March 2015
| 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 |
1.1213 |
1.1213 |
0.0000 |
0.0% |
1.1172 |
| High |
1.1213 |
1.1213 |
0.0000 |
0.0% |
1.1212 |
| Low |
1.1213 |
1.1213 |
0.0000 |
0.0% |
1.1146 |
| Close |
1.1213 |
1.1213 |
0.0000 |
0.0% |
1.1192 |
| Range |
|
|
|
|
|
| ATR |
0.0027 |
0.0025 |
-0.0002 |
-7.1% |
0.0000 |
| Volume |
1 |
1 |
0 |
0.0% |
5 |
|
| Daily Pivots for day following 24-Jun-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1213 |
1.1213 |
1.1213 |
|
| R3 |
1.1213 |
1.1213 |
1.1213 |
|
| R2 |
1.1213 |
1.1213 |
1.1213 |
|
| R1 |
1.1213 |
1.1213 |
1.1213 |
1.1213 |
| PP |
1.1213 |
1.1213 |
1.1213 |
1.1213 |
| S1 |
1.1213 |
1.1213 |
1.1213 |
1.1213 |
| S2 |
1.1213 |
1.1213 |
1.1213 |
|
| S3 |
1.1213 |
1.1213 |
1.1213 |
|
| S4 |
1.1213 |
1.1213 |
1.1213 |
|
|
| Weekly Pivots for week ending 20-Jun-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1381 |
1.1353 |
1.1228 |
|
| R3 |
1.1315 |
1.1287 |
1.1210 |
|
| R2 |
1.1249 |
1.1249 |
1.1204 |
|
| R1 |
1.1221 |
1.1221 |
1.1198 |
1.1235 |
| PP |
1.1183 |
1.1183 |
1.1183 |
1.1191 |
| S1 |
1.1155 |
1.1155 |
1.1186 |
1.1169 |
| S2 |
1.1117 |
1.1117 |
1.1180 |
|
| S3 |
1.1051 |
1.1089 |
1.1174 |
|
| S4 |
1.0985 |
1.1023 |
1.1156 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1213 |
|
2.618 |
1.1213 |
|
1.618 |
1.1213 |
|
1.000 |
1.1213 |
|
0.618 |
1.1213 |
|
HIGH |
1.1213 |
|
0.618 |
1.1213 |
|
0.500 |
1.1213 |
|
0.382 |
1.1213 |
|
LOW |
1.1213 |
|
0.618 |
1.1213 |
|
1.000 |
1.1213 |
|
1.618 |
1.1213 |
|
2.618 |
1.1213 |
|
4.250 |
1.1213 |
|
|
| Fisher Pivots for day following 24-Jun-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1.1213 |
1.1210 |
| PP |
1.1213 |
1.1206 |
| S1 |
1.1213 |
1.1203 |
|