CME Swiss Franc Future September 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 |
1.1228 |
1.1204 |
-0.0024 |
-0.2% |
1.1176 |
| High |
1.1231 |
1.1219 |
-0.0012 |
-0.1% |
1.1235 |
| Low |
1.1182 |
1.1146 |
-0.0036 |
-0.3% |
1.1080 |
| Close |
1.1205 |
1.1152 |
-0.0053 |
-0.5% |
1.1205 |
| Range |
0.0049 |
0.0073 |
0.0024 |
49.0% |
0.0155 |
| ATR |
0.0051 |
0.0053 |
0.0002 |
3.0% |
0.0000 |
| Volume |
4,728 |
6,152 |
1,424 |
30.1% |
9,648 |
|
| Daily Pivots for day following 09-Jun-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1391 |
1.1345 |
1.1192 |
|
| R3 |
1.1318 |
1.1272 |
1.1172 |
|
| R2 |
1.1245 |
1.1245 |
1.1165 |
|
| R1 |
1.1199 |
1.1199 |
1.1159 |
1.1186 |
| PP |
1.1172 |
1.1172 |
1.1172 |
1.1166 |
| S1 |
1.1126 |
1.1126 |
1.1145 |
1.1113 |
| S2 |
1.1099 |
1.1099 |
1.1139 |
|
| S3 |
1.1026 |
1.1053 |
1.1132 |
|
| S4 |
1.0953 |
1.0980 |
1.1112 |
|
|
| Weekly Pivots for week ending 06-Jun-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1638 |
1.1577 |
1.1290 |
|
| R3 |
1.1483 |
1.1422 |
1.1248 |
|
| R2 |
1.1328 |
1.1328 |
1.1233 |
|
| R1 |
1.1267 |
1.1267 |
1.1219 |
1.1298 |
| PP |
1.1173 |
1.1173 |
1.1173 |
1.1189 |
| S1 |
1.1112 |
1.1112 |
1.1191 |
1.1143 |
| S2 |
1.1018 |
1.1018 |
1.1177 |
|
| S3 |
1.0863 |
1.0957 |
1.1162 |
|
| S4 |
1.0708 |
1.0802 |
1.1120 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1235 |
1.1080 |
0.0155 |
1.4% |
0.0072 |
0.6% |
46% |
False |
False |
3,029 |
| 10 |
1.1235 |
1.1080 |
0.0155 |
1.4% |
0.0057 |
0.5% |
46% |
False |
False |
1,979 |
| 20 |
1.1293 |
1.1080 |
0.0213 |
1.9% |
0.0046 |
0.4% |
34% |
False |
False |
1,029 |
| 40 |
1.1503 |
1.1080 |
0.0423 |
3.8% |
0.0046 |
0.4% |
17% |
False |
False |
540 |
| 60 |
1.1503 |
1.1080 |
0.0423 |
3.8% |
0.0044 |
0.4% |
17% |
False |
False |
370 |
| 80 |
1.1513 |
1.1080 |
0.0433 |
3.9% |
0.0038 |
0.3% |
17% |
False |
False |
290 |
| 100 |
1.1513 |
1.0994 |
0.0519 |
4.7% |
0.0031 |
0.3% |
30% |
False |
False |
234 |
| 120 |
1.1513 |
1.0994 |
0.0519 |
4.7% |
0.0026 |
0.2% |
30% |
False |
False |
195 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1529 |
|
2.618 |
1.1410 |
|
1.618 |
1.1337 |
|
1.000 |
1.1292 |
|
0.618 |
1.1264 |
|
HIGH |
1.1219 |
|
0.618 |
1.1191 |
|
0.500 |
1.1183 |
|
0.382 |
1.1174 |
|
LOW |
1.1146 |
|
0.618 |
1.1101 |
|
1.000 |
1.1073 |
|
1.618 |
1.1028 |
|
2.618 |
1.0955 |
|
4.250 |
1.0836 |
|
|
| Fisher Pivots for day following 09-Jun-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1.1183 |
1.1158 |
| PP |
1.1172 |
1.1156 |
| S1 |
1.1162 |
1.1154 |
|