CME Swiss Franc Future September 2014
| Trading Metrics calculated at close of trading on 13-Jun-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Jun-2014 |
13-Jun-2014 |
Change |
Change % |
Previous Week |
| Open |
1.1122 |
1.1140 |
0.0018 |
0.2% |
1.1204 |
| High |
1.1156 |
1.1170 |
0.0014 |
0.1% |
1.1219 |
| Low |
1.1104 |
1.1105 |
0.0001 |
0.0% |
1.1104 |
| Close |
1.1148 |
1.1113 |
-0.0035 |
-0.3% |
1.1113 |
| Range |
0.0052 |
0.0065 |
0.0013 |
25.0% |
0.0115 |
| ATR |
0.0052 |
0.0053 |
0.0001 |
1.8% |
0.0000 |
| Volume |
17,190 |
32,771 |
15,581 |
90.6% |
86,178 |
|
| Daily Pivots for day following 13-Jun-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1324 |
1.1284 |
1.1149 |
|
| R3 |
1.1259 |
1.1219 |
1.1131 |
|
| R2 |
1.1194 |
1.1194 |
1.1125 |
|
| R1 |
1.1154 |
1.1154 |
1.1119 |
1.1142 |
| PP |
1.1129 |
1.1129 |
1.1129 |
1.1123 |
| S1 |
1.1089 |
1.1089 |
1.1107 |
1.1077 |
| S2 |
1.1064 |
1.1064 |
1.1101 |
|
| S3 |
1.0999 |
1.1024 |
1.1095 |
|
| S4 |
1.0934 |
1.0959 |
1.1077 |
|
|
| Weekly Pivots for week ending 13-Jun-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1490 |
1.1417 |
1.1176 |
|
| R3 |
1.1375 |
1.1302 |
1.1145 |
|
| R2 |
1.1260 |
1.1260 |
1.1134 |
|
| R1 |
1.1187 |
1.1187 |
1.1124 |
1.1166 |
| PP |
1.1145 |
1.1145 |
1.1145 |
1.1135 |
| S1 |
1.1072 |
1.1072 |
1.1102 |
1.1051 |
| S2 |
1.1030 |
1.1030 |
1.1092 |
|
| S3 |
1.0915 |
1.0957 |
1.1081 |
|
| S4 |
1.0800 |
1.0842 |
1.1050 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1219 |
1.1104 |
0.0115 |
1.0% |
0.0056 |
0.5% |
8% |
False |
False |
17,235 |
| 10 |
1.1235 |
1.1080 |
0.0155 |
1.4% |
0.0062 |
0.6% |
21% |
False |
False |
9,582 |
| 20 |
1.1248 |
1.1080 |
0.0168 |
1.5% |
0.0048 |
0.4% |
20% |
False |
False |
5,013 |
| 40 |
1.1503 |
1.1080 |
0.0423 |
3.8% |
0.0047 |
0.4% |
8% |
False |
False |
2,535 |
| 60 |
1.1503 |
1.1080 |
0.0423 |
3.8% |
0.0047 |
0.4% |
8% |
False |
False |
1,703 |
| 80 |
1.1513 |
1.1080 |
0.0433 |
3.9% |
0.0040 |
0.4% |
8% |
False |
False |
1,279 |
| 100 |
1.1513 |
1.0994 |
0.0519 |
4.7% |
0.0033 |
0.3% |
23% |
False |
False |
1,035 |
| 120 |
1.1513 |
1.0994 |
0.0519 |
4.7% |
0.0028 |
0.3% |
23% |
False |
False |
862 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1446 |
|
2.618 |
1.1340 |
|
1.618 |
1.1275 |
|
1.000 |
1.1235 |
|
0.618 |
1.1210 |
|
HIGH |
1.1170 |
|
0.618 |
1.1145 |
|
0.500 |
1.1138 |
|
0.382 |
1.1130 |
|
LOW |
1.1105 |
|
0.618 |
1.1065 |
|
1.000 |
1.1040 |
|
1.618 |
1.1000 |
|
2.618 |
1.0935 |
|
4.250 |
1.0829 |
|
|
| Fisher Pivots for day following 13-Jun-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1.1138 |
1.1137 |
| PP |
1.1129 |
1.1129 |
| S1 |
1.1121 |
1.1121 |
|