CME Swiss Franc Future December 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 |
1.1130 |
1.1151 |
0.0021 |
0.2% |
1.1167 |
| High |
1.1130 |
1.1159 |
0.0029 |
0.3% |
1.1237 |
| Low |
1.1130 |
1.1151 |
0.0021 |
0.2% |
1.1153 |
| Close |
1.1130 |
1.1159 |
0.0029 |
0.3% |
1.1216 |
| Range |
0.0000 |
0.0008 |
0.0008 |
|
0.0084 |
| ATR |
0.0027 |
0.0027 |
0.0000 |
0.7% |
0.0000 |
| Volume |
1 |
1 |
0 |
0.0% |
33 |
|
| Daily Pivots for day following 12-Jun-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1180 |
1.1178 |
1.1163 |
|
| R3 |
1.1172 |
1.1170 |
1.1161 |
|
| R2 |
1.1164 |
1.1164 |
1.1160 |
|
| R1 |
1.1162 |
1.1162 |
1.1160 |
1.1163 |
| PP |
1.1156 |
1.1156 |
1.1156 |
1.1157 |
| S1 |
1.1154 |
1.1154 |
1.1158 |
1.1155 |
| S2 |
1.1148 |
1.1148 |
1.1158 |
|
| S3 |
1.1140 |
1.1146 |
1.1157 |
|
| S4 |
1.1132 |
1.1138 |
1.1155 |
|
|
| Weekly Pivots for week ending 06-Jun-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1454 |
1.1419 |
1.1262 |
|
| R3 |
1.1370 |
1.1335 |
1.1239 |
|
| R2 |
1.1286 |
1.1286 |
1.1231 |
|
| R1 |
1.1251 |
1.1251 |
1.1224 |
1.1269 |
| PP |
1.1202 |
1.1202 |
1.1202 |
1.1211 |
| S1 |
1.1167 |
1.1167 |
1.1208 |
1.1185 |
| S2 |
1.1118 |
1.1118 |
1.1201 |
|
| S3 |
1.1034 |
1.1083 |
1.1193 |
|
| S4 |
1.0950 |
1.0999 |
1.1170 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1216 |
1.1130 |
0.0086 |
0.8% |
0.0002 |
0.0% |
34% |
False |
False |
1 |
| 10 |
1.1237 |
1.1130 |
0.0107 |
1.0% |
0.0011 |
0.1% |
27% |
False |
False |
3 |
| 20 |
1.1261 |
1.1130 |
0.0131 |
1.2% |
0.0007 |
0.1% |
22% |
False |
False |
2 |
| 40 |
1.1468 |
1.1130 |
0.0338 |
3.0% |
0.0004 |
0.0% |
9% |
False |
False |
3 |
| 60 |
1.1468 |
1.1130 |
0.0338 |
3.0% |
0.0004 |
0.0% |
9% |
False |
False |
13 |
| 80 |
1.1491 |
1.1130 |
0.0361 |
3.2% |
0.0003 |
0.0% |
8% |
False |
False |
31 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1193 |
|
2.618 |
1.1180 |
|
1.618 |
1.1172 |
|
1.000 |
1.1167 |
|
0.618 |
1.1164 |
|
HIGH |
1.1159 |
|
0.618 |
1.1156 |
|
0.500 |
1.1155 |
|
0.382 |
1.1154 |
|
LOW |
1.1151 |
|
0.618 |
1.1146 |
|
1.000 |
1.1143 |
|
1.618 |
1.1138 |
|
2.618 |
1.1130 |
|
4.250 |
1.1117 |
|
|
| Fisher Pivots for day following 12-Jun-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1.1158 |
1.1154 |
| PP |
1.1156 |
1.1149 |
| S1 |
1.1155 |
1.1145 |
|