CME Swiss Franc Future June 2014
| Trading Metrics calculated at close of trading on 09-Jun-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Jun-2014 |
09-Jun-2014 |
Change |
Change % |
Previous Week |
| Open |
1.1218 |
1.1197 |
-0.0021 |
-0.2% |
1.1170 |
| High |
1.1224 |
1.1212 |
-0.0012 |
-0.1% |
1.1226 |
| Low |
1.1172 |
1.1136 |
-0.0036 |
-0.3% |
1.1065 |
| Close |
1.1196 |
1.1143 |
-0.0053 |
-0.5% |
1.1196 |
| Range |
0.0052 |
0.0076 |
0.0024 |
46.2% |
0.0161 |
| ATR |
0.0061 |
0.0062 |
0.0001 |
1.8% |
0.0000 |
| Volume |
44,024 |
26,731 |
-17,293 |
-39.3% |
211,125 |
|
| Daily Pivots for day following 09-Jun-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1392 |
1.1343 |
1.1185 |
|
| R3 |
1.1316 |
1.1267 |
1.1164 |
|
| R2 |
1.1240 |
1.1240 |
1.1157 |
|
| R1 |
1.1191 |
1.1191 |
1.1150 |
1.1178 |
| PP |
1.1164 |
1.1164 |
1.1164 |
1.1157 |
| S1 |
1.1115 |
1.1115 |
1.1136 |
1.1102 |
| S2 |
1.1088 |
1.1088 |
1.1129 |
|
| S3 |
1.1012 |
1.1039 |
1.1122 |
|
| S4 |
1.0936 |
1.0963 |
1.1101 |
|
|
| Weekly Pivots for week ending 06-Jun-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1645 |
1.1582 |
1.1285 |
|
| R3 |
1.1484 |
1.1421 |
1.1240 |
|
| R2 |
1.1323 |
1.1323 |
1.1226 |
|
| R1 |
1.1260 |
1.1260 |
1.1211 |
1.1292 |
| PP |
1.1162 |
1.1162 |
1.1162 |
1.1178 |
| S1 |
1.1099 |
1.1099 |
1.1181 |
1.1131 |
| S2 |
1.1001 |
1.1001 |
1.1166 |
|
| S3 |
1.0840 |
1.0938 |
1.1152 |
|
| S4 |
1.0679 |
1.0777 |
1.1107 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1226 |
1.1065 |
0.0161 |
1.4% |
0.0078 |
0.7% |
48% |
False |
False |
41,233 |
| 10 |
1.1226 |
1.1065 |
0.0161 |
1.4% |
0.0063 |
0.6% |
48% |
False |
False |
36,200 |
| 20 |
1.1291 |
1.1065 |
0.0226 |
2.0% |
0.0055 |
0.5% |
35% |
False |
False |
30,775 |
| 40 |
1.1493 |
1.1065 |
0.0428 |
3.8% |
0.0058 |
0.5% |
18% |
False |
False |
28,401 |
| 60 |
1.1498 |
1.1065 |
0.0433 |
3.9% |
0.0063 |
0.6% |
18% |
False |
False |
29,009 |
| 80 |
1.1503 |
1.1065 |
0.0438 |
3.9% |
0.0065 |
0.6% |
18% |
False |
False |
22,992 |
| 100 |
1.1503 |
1.0946 |
0.0557 |
5.0% |
0.0064 |
0.6% |
35% |
False |
False |
18,402 |
| 120 |
1.1503 |
1.0946 |
0.0557 |
5.0% |
0.0062 |
0.6% |
35% |
False |
False |
15,339 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1535 |
|
2.618 |
1.1411 |
|
1.618 |
1.1335 |
|
1.000 |
1.1288 |
|
0.618 |
1.1259 |
|
HIGH |
1.1212 |
|
0.618 |
1.1183 |
|
0.500 |
1.1174 |
|
0.382 |
1.1165 |
|
LOW |
1.1136 |
|
0.618 |
1.1089 |
|
1.000 |
1.1060 |
|
1.618 |
1.1013 |
|
2.618 |
1.0937 |
|
4.250 |
1.0813 |
|
|
| Fisher Pivots for day following 09-Jun-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1.1174 |
1.1146 |
| PP |
1.1164 |
1.1145 |
| S1 |
1.1153 |
1.1144 |
|