CME Swiss Franc Future September 2014
| Trading Metrics calculated at close of trading on 10-Jun-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Jun-2014 |
10-Jun-2014 |
Change |
Change % |
Previous Week |
| Open |
1.1204 |
1.1156 |
-0.0048 |
-0.4% |
1.1176 |
| High |
1.1219 |
1.1164 |
-0.0055 |
-0.5% |
1.1235 |
| Low |
1.1146 |
1.1111 |
-0.0035 |
-0.3% |
1.1080 |
| Close |
1.1152 |
1.1129 |
-0.0023 |
-0.2% |
1.1205 |
| Range |
0.0073 |
0.0053 |
-0.0020 |
-27.4% |
0.0155 |
| ATR |
0.0053 |
0.0053 |
0.0000 |
0.0% |
0.0000 |
| Volume |
6,152 |
17,147 |
10,995 |
178.7% |
9,648 |
|
| Daily Pivots for day following 10-Jun-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1294 |
1.1264 |
1.1158 |
|
| R3 |
1.1241 |
1.1211 |
1.1144 |
|
| R2 |
1.1188 |
1.1188 |
1.1139 |
|
| R1 |
1.1158 |
1.1158 |
1.1134 |
1.1147 |
| PP |
1.1135 |
1.1135 |
1.1135 |
1.1129 |
| S1 |
1.1105 |
1.1105 |
1.1124 |
1.1094 |
| S2 |
1.1082 |
1.1082 |
1.1119 |
|
| S3 |
1.1029 |
1.1052 |
1.1114 |
|
| S4 |
1.0976 |
1.0999 |
1.1100 |
|
|
| 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% |
0.0073 |
0.7% |
32% |
False |
False |
6,365 |
| 10 |
1.1235 |
1.1080 |
0.0155 |
1.4% |
0.0058 |
0.5% |
32% |
False |
False |
3,683 |
| 20 |
1.1280 |
1.1080 |
0.0200 |
1.8% |
0.0047 |
0.4% |
25% |
False |
False |
1,883 |
| 40 |
1.1503 |
1.1080 |
0.0423 |
3.8% |
0.0047 |
0.4% |
12% |
False |
False |
967 |
| 60 |
1.1503 |
1.1080 |
0.0423 |
3.8% |
0.0045 |
0.4% |
12% |
False |
False |
656 |
| 80 |
1.1513 |
1.1080 |
0.0433 |
3.9% |
0.0039 |
0.3% |
11% |
False |
False |
500 |
| 100 |
1.1513 |
1.0994 |
0.0519 |
4.7% |
0.0031 |
0.3% |
26% |
False |
False |
406 |
| 120 |
1.1513 |
1.0994 |
0.0519 |
4.7% |
0.0027 |
0.2% |
26% |
False |
False |
338 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1389 |
|
2.618 |
1.1303 |
|
1.618 |
1.1250 |
|
1.000 |
1.1217 |
|
0.618 |
1.1197 |
|
HIGH |
1.1164 |
|
0.618 |
1.1144 |
|
0.500 |
1.1138 |
|
0.382 |
1.1131 |
|
LOW |
1.1111 |
|
0.618 |
1.1078 |
|
1.000 |
1.1058 |
|
1.618 |
1.1025 |
|
2.618 |
1.0972 |
|
4.250 |
1.0886 |
|
|
| Fisher Pivots for day following 10-Jun-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1.1138 |
1.1171 |
| PP |
1.1135 |
1.1157 |
| S1 |
1.1132 |
1.1143 |
|