CME Swiss Franc Future September 2014
| Trading Metrics calculated at close of trading on 11-Jun-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Jun-2014 |
11-Jun-2014 |
Change |
Change % |
Previous Week |
| Open |
1.1156 |
1.1134 |
-0.0022 |
-0.2% |
1.1176 |
| High |
1.1164 |
1.1143 |
-0.0021 |
-0.2% |
1.1235 |
| Low |
1.1111 |
1.1106 |
-0.0005 |
0.0% |
1.1080 |
| Close |
1.1129 |
1.1119 |
-0.0010 |
-0.1% |
1.1205 |
| Range |
0.0053 |
0.0037 |
-0.0016 |
-30.2% |
0.0155 |
| ATR |
0.0053 |
0.0052 |
-0.0001 |
-2.2% |
0.0000 |
| Volume |
17,147 |
12,918 |
-4,229 |
-24.7% |
9,648 |
|
| Daily Pivots for day following 11-Jun-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1234 |
1.1213 |
1.1139 |
|
| R3 |
1.1197 |
1.1176 |
1.1129 |
|
| R2 |
1.1160 |
1.1160 |
1.1126 |
|
| R1 |
1.1139 |
1.1139 |
1.1122 |
1.1131 |
| PP |
1.1123 |
1.1123 |
1.1123 |
1.1119 |
| S1 |
1.1102 |
1.1102 |
1.1116 |
1.1094 |
| S2 |
1.1086 |
1.1086 |
1.1112 |
|
| S3 |
1.1049 |
1.1065 |
1.1109 |
|
| S4 |
1.1012 |
1.1028 |
1.1099 |
|
|
| 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% |
25% |
False |
False |
8,833 |
| 10 |
1.1235 |
1.1080 |
0.0155 |
1.4% |
0.0059 |
0.5% |
25% |
False |
False |
4,964 |
| 20 |
1.1265 |
1.1080 |
0.0185 |
1.7% |
0.0047 |
0.4% |
21% |
False |
False |
2,525 |
| 40 |
1.1503 |
1.1080 |
0.0423 |
3.8% |
0.0047 |
0.4% |
9% |
False |
False |
1,288 |
| 60 |
1.1503 |
1.1080 |
0.0423 |
3.8% |
0.0045 |
0.4% |
9% |
False |
False |
871 |
| 80 |
1.1513 |
1.1080 |
0.0433 |
3.9% |
0.0039 |
0.4% |
9% |
False |
False |
658 |
| 100 |
1.1513 |
1.0994 |
0.0519 |
4.7% |
0.0032 |
0.3% |
24% |
False |
False |
535 |
| 120 |
1.1513 |
1.0994 |
0.0519 |
4.7% |
0.0027 |
0.2% |
24% |
False |
False |
446 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1300 |
|
2.618 |
1.1240 |
|
1.618 |
1.1203 |
|
1.000 |
1.1180 |
|
0.618 |
1.1166 |
|
HIGH |
1.1143 |
|
0.618 |
1.1129 |
|
0.500 |
1.1125 |
|
0.382 |
1.1120 |
|
LOW |
1.1106 |
|
0.618 |
1.1083 |
|
1.000 |
1.1069 |
|
1.618 |
1.1046 |
|
2.618 |
1.1009 |
|
4.250 |
1.0949 |
|
|
| Fisher Pivots for day following 11-Jun-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1.1125 |
1.1163 |
| PP |
1.1123 |
1.1148 |
| S1 |
1.1121 |
1.1134 |
|