CME Swiss Franc Future June 2014
| Trading Metrics calculated at close of trading on 16-Jun-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Jun-2014 |
16-Jun-2014 |
Change |
Change % |
Previous Week |
| Open |
1.1131 |
1.1106 |
-0.0025 |
-0.2% |
1.1197 |
| High |
1.1161 |
1.1142 |
-0.0019 |
-0.2% |
1.1212 |
| Low |
1.1098 |
1.1096 |
-0.0002 |
0.0% |
1.1096 |
| Close |
1.1105 |
1.1142 |
0.0037 |
0.3% |
1.1105 |
| Range |
0.0063 |
0.0046 |
-0.0017 |
-27.0% |
0.0116 |
| ATR |
0.0059 |
0.0058 |
-0.0001 |
-1.6% |
0.0000 |
| Volume |
8,596 |
1,603 |
-6,993 |
-81.4% |
142,878 |
|
| Daily Pivots for day following 16-Jun-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1265 |
1.1249 |
1.1167 |
|
| R3 |
1.1219 |
1.1203 |
1.1155 |
|
| R2 |
1.1173 |
1.1173 |
1.1150 |
|
| R1 |
1.1157 |
1.1157 |
1.1146 |
1.1165 |
| PP |
1.1127 |
1.1127 |
1.1127 |
1.1131 |
| S1 |
1.1111 |
1.1111 |
1.1138 |
1.1119 |
| S2 |
1.1081 |
1.1081 |
1.1134 |
|
| S3 |
1.1035 |
1.1065 |
1.1129 |
|
| S4 |
1.0989 |
1.1019 |
1.1117 |
|
|
| Weekly Pivots for week ending 13-Jun-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1486 |
1.1411 |
1.1169 |
|
| R3 |
1.1370 |
1.1295 |
1.1137 |
|
| R2 |
1.1254 |
1.1254 |
1.1126 |
|
| R1 |
1.1179 |
1.1179 |
1.1116 |
1.1159 |
| PP |
1.1138 |
1.1138 |
1.1138 |
1.1127 |
| S1 |
1.1063 |
1.1063 |
1.1094 |
1.1043 |
| S2 |
1.1022 |
1.1022 |
1.1084 |
|
| S3 |
1.0906 |
1.0947 |
1.1073 |
|
| S4 |
1.0790 |
1.0831 |
1.1041 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1161 |
1.1096 |
0.0065 |
0.6% |
0.0051 |
0.5% |
71% |
False |
True |
23,550 |
| 10 |
1.1226 |
1.1065 |
0.0161 |
1.4% |
0.0064 |
0.6% |
48% |
False |
False |
32,391 |
| 20 |
1.1242 |
1.1065 |
0.0177 |
1.6% |
0.0055 |
0.5% |
44% |
False |
False |
29,447 |
| 40 |
1.1493 |
1.1065 |
0.0428 |
3.8% |
0.0057 |
0.5% |
18% |
False |
False |
28,536 |
| 60 |
1.1493 |
1.1065 |
0.0428 |
3.8% |
0.0061 |
0.5% |
18% |
False |
False |
28,331 |
| 80 |
1.1503 |
1.1065 |
0.0438 |
3.9% |
0.0064 |
0.6% |
18% |
False |
False |
24,453 |
| 100 |
1.1503 |
1.0958 |
0.0545 |
4.9% |
0.0064 |
0.6% |
34% |
False |
False |
19,578 |
| 120 |
1.1503 |
1.0946 |
0.0557 |
5.0% |
0.0062 |
0.6% |
35% |
False |
False |
16,320 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1338 |
|
2.618 |
1.1262 |
|
1.618 |
1.1216 |
|
1.000 |
1.1188 |
|
0.618 |
1.1170 |
|
HIGH |
1.1142 |
|
0.618 |
1.1124 |
|
0.500 |
1.1119 |
|
0.382 |
1.1114 |
|
LOW |
1.1096 |
|
0.618 |
1.1068 |
|
1.000 |
1.1050 |
|
1.618 |
1.1022 |
|
2.618 |
1.0976 |
|
4.250 |
1.0901 |
|
|
| Fisher Pivots for day following 16-Jun-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1.1134 |
1.1138 |
| PP |
1.1127 |
1.1133 |
| S1 |
1.1119 |
1.1129 |
|