CME Swiss Franc Future June 2014
| Trading Metrics calculated at close of trading on 06-Jan-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Jan-2014 |
06-Jan-2014 |
Change |
Change % |
Previous Week |
| Open |
1.1123 |
1.1061 |
-0.0062 |
-0.6% |
1.1240 |
| High |
1.1128 |
1.1101 |
-0.0027 |
-0.2% |
1.1287 |
| Low |
1.1062 |
1.1042 |
-0.0020 |
-0.2% |
1.1062 |
| Close |
1.1069 |
1.1076 |
0.0007 |
0.1% |
1.1069 |
| Range |
0.0066 |
0.0059 |
-0.0007 |
-10.6% |
0.0225 |
| ATR |
0.0059 |
0.0059 |
0.0000 |
0.0% |
0.0000 |
| Volume |
89 |
43 |
-46 |
-51.7% |
133 |
|
| Daily Pivots for day following 06-Jan-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1250 |
1.1222 |
1.1108 |
|
| R3 |
1.1191 |
1.1163 |
1.1092 |
|
| R2 |
1.1132 |
1.1132 |
1.1087 |
|
| R1 |
1.1104 |
1.1104 |
1.1081 |
1.1118 |
| PP |
1.1073 |
1.1073 |
1.1073 |
1.1080 |
| S1 |
1.1045 |
1.1045 |
1.1071 |
1.1059 |
| S2 |
1.1014 |
1.1014 |
1.1065 |
|
| S3 |
1.0955 |
1.0986 |
1.1060 |
|
| S4 |
1.0896 |
1.0927 |
1.1044 |
|
|
| Weekly Pivots for week ending 03-Jan-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1814 |
1.1667 |
1.1193 |
|
| R3 |
1.1589 |
1.1442 |
1.1131 |
|
| R2 |
1.1364 |
1.1364 |
1.1110 |
|
| R1 |
1.1217 |
1.1217 |
1.1090 |
1.1178 |
| PP |
1.1139 |
1.1139 |
1.1139 |
1.1120 |
| S1 |
1.0992 |
1.0992 |
1.1048 |
1.0953 |
| S2 |
1.0914 |
1.0914 |
1.1028 |
|
| S3 |
1.0689 |
1.0767 |
1.1007 |
|
| S4 |
1.0464 |
1.0542 |
1.0945 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1287 |
1.1042 |
0.0245 |
2.2% |
0.0058 |
0.5% |
14% |
False |
True |
35 |
| 10 |
1.1300 |
1.1042 |
0.0258 |
2.3% |
0.0054 |
0.5% |
13% |
False |
True |
23 |
| 20 |
1.1323 |
1.1042 |
0.0281 |
2.5% |
0.0032 |
0.3% |
12% |
False |
True |
12 |
| 40 |
1.1323 |
1.0862 |
0.0461 |
4.2% |
0.0018 |
0.2% |
46% |
False |
False |
6 |
| 60 |
1.1323 |
1.0862 |
0.0461 |
4.2% |
0.0012 |
0.1% |
46% |
False |
False |
4 |
| 80 |
1.1323 |
1.0779 |
0.0544 |
4.9% |
0.0009 |
0.1% |
55% |
False |
False |
3 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1352 |
|
2.618 |
1.1255 |
|
1.618 |
1.1196 |
|
1.000 |
1.1160 |
|
0.618 |
1.1137 |
|
HIGH |
1.1101 |
|
0.618 |
1.1078 |
|
0.500 |
1.1072 |
|
0.382 |
1.1065 |
|
LOW |
1.1042 |
|
0.618 |
1.1006 |
|
1.000 |
1.0983 |
|
1.618 |
1.0947 |
|
2.618 |
1.0888 |
|
4.250 |
1.0791 |
|
|
| Fisher Pivots for day following 06-Jan-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1.1075 |
1.1104 |
| PP |
1.1073 |
1.1095 |
| S1 |
1.1072 |
1.1085 |
|