CME Swiss Franc Future September 2014
| Trading Metrics calculated at close of trading on 12-Jun-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Jun-2014 |
12-Jun-2014 |
Change |
Change % |
Previous Week |
| Open |
1.1134 |
1.1122 |
-0.0012 |
-0.1% |
1.1176 |
| High |
1.1143 |
1.1156 |
0.0013 |
0.1% |
1.1235 |
| Low |
1.1106 |
1.1104 |
-0.0002 |
0.0% |
1.1080 |
| Close |
1.1119 |
1.1148 |
0.0029 |
0.3% |
1.1205 |
| Range |
0.0037 |
0.0052 |
0.0015 |
40.5% |
0.0155 |
| ATR |
0.0052 |
0.0052 |
0.0000 |
0.0% |
0.0000 |
| Volume |
12,918 |
17,190 |
4,272 |
33.1% |
9,648 |
|
| Daily Pivots for day following 12-Jun-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1292 |
1.1272 |
1.1177 |
|
| R3 |
1.1240 |
1.1220 |
1.1162 |
|
| R2 |
1.1188 |
1.1188 |
1.1158 |
|
| R1 |
1.1168 |
1.1168 |
1.1153 |
1.1178 |
| PP |
1.1136 |
1.1136 |
1.1136 |
1.1141 |
| S1 |
1.1116 |
1.1116 |
1.1143 |
1.1126 |
| S2 |
1.1084 |
1.1084 |
1.1138 |
|
| S3 |
1.1032 |
1.1064 |
1.1134 |
|
| S4 |
1.0980 |
1.1012 |
1.1119 |
|
|
| 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 |
1.1231 |
1.1104 |
0.0127 |
1.1% |
0.0053 |
0.5% |
35% |
False |
True |
11,627 |
| 10 |
1.1235 |
1.1080 |
0.0155 |
1.4% |
0.0061 |
0.5% |
44% |
False |
False |
6,556 |
| 20 |
1.1264 |
1.1080 |
0.0184 |
1.7% |
0.0049 |
0.4% |
37% |
False |
False |
3,382 |
| 40 |
1.1503 |
1.1080 |
0.0423 |
3.8% |
0.0047 |
0.4% |
16% |
False |
False |
1,717 |
| 60 |
1.1503 |
1.1080 |
0.0423 |
3.8% |
0.0046 |
0.4% |
16% |
False |
False |
1,157 |
| 80 |
1.1513 |
1.1080 |
0.0433 |
3.9% |
0.0040 |
0.4% |
16% |
False |
False |
869 |
| 100 |
1.1513 |
1.0994 |
0.0519 |
4.7% |
0.0032 |
0.3% |
30% |
False |
False |
707 |
| 120 |
1.1513 |
1.0994 |
0.0519 |
4.7% |
0.0027 |
0.2% |
30% |
False |
False |
589 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1377 |
|
2.618 |
1.1292 |
|
1.618 |
1.1240 |
|
1.000 |
1.1208 |
|
0.618 |
1.1188 |
|
HIGH |
1.1156 |
|
0.618 |
1.1136 |
|
0.500 |
1.1130 |
|
0.382 |
1.1124 |
|
LOW |
1.1104 |
|
0.618 |
1.1072 |
|
1.000 |
1.1052 |
|
1.618 |
1.1020 |
|
2.618 |
1.0968 |
|
4.250 |
1.0883 |
|
|
| Fisher Pivots for day following 12-Jun-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1.1142 |
1.1143 |
| PP |
1.1136 |
1.1139 |
| S1 |
1.1130 |
1.1134 |
|