CME Swiss Franc Future September 2014
| Trading Metrics calculated at close of trading on 16-Jun-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Jun-2014 |
16-Jun-2014 |
Change |
Change % |
Previous Week |
| Open |
1.1140 |
1.1118 |
-0.0022 |
-0.2% |
1.1204 |
| High |
1.1170 |
1.1163 |
-0.0007 |
-0.1% |
1.1219 |
| Low |
1.1105 |
1.1104 |
-0.0001 |
0.0% |
1.1104 |
| Close |
1.1113 |
1.1149 |
0.0036 |
0.3% |
1.1113 |
| Range |
0.0065 |
0.0059 |
-0.0006 |
-9.2% |
0.0115 |
| ATR |
0.0053 |
0.0053 |
0.0000 |
0.8% |
0.0000 |
| Volume |
32,771 |
28,538 |
-4,233 |
-12.9% |
86,178 |
|
| Daily Pivots for day following 16-Jun-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1316 |
1.1291 |
1.1181 |
|
| R3 |
1.1257 |
1.1232 |
1.1165 |
|
| R2 |
1.1198 |
1.1198 |
1.1160 |
|
| R1 |
1.1173 |
1.1173 |
1.1154 |
1.1186 |
| PP |
1.1139 |
1.1139 |
1.1139 |
1.1145 |
| S1 |
1.1114 |
1.1114 |
1.1144 |
1.1127 |
| S2 |
1.1080 |
1.1080 |
1.1138 |
|
| S3 |
1.1021 |
1.1055 |
1.1133 |
|
| S4 |
1.0962 |
1.0996 |
1.1117 |
|
|
| 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 |
1.1170 |
1.1104 |
0.0066 |
0.6% |
0.0053 |
0.5% |
68% |
False |
True |
21,712 |
| 10 |
1.1235 |
1.1080 |
0.0155 |
1.4% |
0.0062 |
0.6% |
45% |
False |
False |
12,371 |
| 20 |
1.1248 |
1.1080 |
0.0168 |
1.5% |
0.0050 |
0.4% |
41% |
False |
False |
6,433 |
| 40 |
1.1503 |
1.1080 |
0.0423 |
3.8% |
0.0047 |
0.4% |
16% |
False |
False |
3,245 |
| 60 |
1.1503 |
1.1080 |
0.0423 |
3.8% |
0.0047 |
0.4% |
16% |
False |
False |
2,178 |
| 80 |
1.1513 |
1.1080 |
0.0433 |
3.9% |
0.0041 |
0.4% |
16% |
False |
False |
1,635 |
| 100 |
1.1513 |
1.1047 |
0.0466 |
4.2% |
0.0034 |
0.3% |
22% |
False |
False |
1,320 |
| 120 |
1.1513 |
1.0994 |
0.0519 |
4.7% |
0.0028 |
0.3% |
30% |
False |
False |
1,100 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1414 |
|
2.618 |
1.1317 |
|
1.618 |
1.1258 |
|
1.000 |
1.1222 |
|
0.618 |
1.1199 |
|
HIGH |
1.1163 |
|
0.618 |
1.1140 |
|
0.500 |
1.1134 |
|
0.382 |
1.1127 |
|
LOW |
1.1104 |
|
0.618 |
1.1068 |
|
1.000 |
1.1045 |
|
1.618 |
1.1009 |
|
2.618 |
1.0950 |
|
4.250 |
1.0853 |
|
|
| Fisher Pivots for day following 16-Jun-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1.1144 |
1.1145 |
| PP |
1.1139 |
1.1141 |
| S1 |
1.1134 |
1.1137 |
|