CME Swiss Franc Future September 2014
| Trading Metrics calculated at close of trading on 17-Jun-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Jun-2014 |
17-Jun-2014 |
Change |
Change % |
Previous Week |
| Open |
1.1118 |
1.1155 |
0.0037 |
0.3% |
1.1204 |
| High |
1.1163 |
1.1164 |
0.0001 |
0.0% |
1.1219 |
| Low |
1.1104 |
1.1113 |
0.0009 |
0.1% |
1.1104 |
| Close |
1.1149 |
1.1123 |
-0.0026 |
-0.2% |
1.1113 |
| Range |
0.0059 |
0.0051 |
-0.0008 |
-13.6% |
0.0115 |
| ATR |
0.0053 |
0.0053 |
0.0000 |
-0.3% |
0.0000 |
| Volume |
28,538 |
21,735 |
-6,803 |
-23.8% |
86,178 |
|
| Daily Pivots for day following 17-Jun-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1286 |
1.1256 |
1.1151 |
|
| R3 |
1.1235 |
1.1205 |
1.1137 |
|
| R2 |
1.1184 |
1.1184 |
1.1132 |
|
| R1 |
1.1154 |
1.1154 |
1.1128 |
1.1144 |
| PP |
1.1133 |
1.1133 |
1.1133 |
1.1128 |
| S1 |
1.1103 |
1.1103 |
1.1118 |
1.1093 |
| S2 |
1.1082 |
1.1082 |
1.1114 |
|
| S3 |
1.1031 |
1.1052 |
1.1109 |
|
| S4 |
1.0980 |
1.1001 |
1.1095 |
|
|
| 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% |
29% |
False |
False |
22,630 |
| 10 |
1.1235 |
1.1080 |
0.0155 |
1.4% |
0.0063 |
0.6% |
28% |
False |
False |
14,497 |
| 20 |
1.1248 |
1.1080 |
0.0168 |
1.5% |
0.0051 |
0.5% |
26% |
False |
False |
7,517 |
| 40 |
1.1503 |
1.1080 |
0.0423 |
3.8% |
0.0048 |
0.4% |
10% |
False |
False |
3,785 |
| 60 |
1.1503 |
1.1080 |
0.0423 |
3.8% |
0.0047 |
0.4% |
10% |
False |
False |
2,540 |
| 80 |
1.1513 |
1.1080 |
0.0433 |
3.9% |
0.0041 |
0.4% |
10% |
False |
False |
1,907 |
| 100 |
1.1513 |
1.1047 |
0.0466 |
4.2% |
0.0034 |
0.3% |
16% |
False |
False |
1,537 |
| 120 |
1.1513 |
1.0994 |
0.0519 |
4.7% |
0.0029 |
0.3% |
25% |
False |
False |
1,281 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1381 |
|
2.618 |
1.1298 |
|
1.618 |
1.1247 |
|
1.000 |
1.1215 |
|
0.618 |
1.1196 |
|
HIGH |
1.1164 |
|
0.618 |
1.1145 |
|
0.500 |
1.1139 |
|
0.382 |
1.1132 |
|
LOW |
1.1113 |
|
0.618 |
1.1081 |
|
1.000 |
1.1062 |
|
1.618 |
1.1030 |
|
2.618 |
1.0979 |
|
4.250 |
1.0896 |
|
|
| Fisher Pivots for day following 17-Jun-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1.1139 |
1.1137 |
| PP |
1.1133 |
1.1132 |
| S1 |
1.1128 |
1.1128 |
|