CME Swiss Franc Future June 2014
| Trading Metrics calculated at close of trading on 02-Jan-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Dec-2013 |
02-Jan-2014 |
Change |
Change % |
Previous Week |
| Open |
1.1276 |
1.1166 |
-0.0110 |
-1.0% |
1.1173 |
| High |
1.1277 |
1.1166 |
-0.0111 |
-1.0% |
1.1300 |
| Low |
1.1227 |
1.1096 |
-0.0131 |
-1.2% |
1.1172 |
| Close |
1.1267 |
1.1117 |
-0.0150 |
-1.3% |
1.1221 |
| Range |
0.0050 |
0.0070 |
0.0020 |
40.0% |
0.0128 |
| ATR |
0.0049 |
0.0058 |
0.0009 |
17.6% |
0.0000 |
| Volume |
8 |
27 |
19 |
237.5% |
43 |
|
| Daily Pivots for day following 02-Jan-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1336 |
1.1297 |
1.1156 |
|
| R3 |
1.1266 |
1.1227 |
1.1136 |
|
| R2 |
1.1196 |
1.1196 |
1.1130 |
|
| R1 |
1.1157 |
1.1157 |
1.1123 |
1.1142 |
| PP |
1.1126 |
1.1126 |
1.1126 |
1.1119 |
| S1 |
1.1087 |
1.1087 |
1.1111 |
1.1072 |
| S2 |
1.1056 |
1.1056 |
1.1104 |
|
| S3 |
1.0986 |
1.1017 |
1.1098 |
|
| S4 |
1.0916 |
1.0947 |
1.1079 |
|
|
| Weekly Pivots for week ending 27-Dec-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1615 |
1.1546 |
1.1291 |
|
| R3 |
1.1487 |
1.1418 |
1.1256 |
|
| R2 |
1.1359 |
1.1359 |
1.1244 |
|
| R1 |
1.1290 |
1.1290 |
1.1233 |
1.1325 |
| PP |
1.1231 |
1.1231 |
1.1231 |
1.1248 |
| S1 |
1.1162 |
1.1162 |
1.1209 |
1.1197 |
| S2 |
1.1103 |
1.1103 |
1.1198 |
|
| S3 |
1.0975 |
1.1034 |
1.1186 |
|
| S4 |
1.0847 |
1.0906 |
1.1151 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1300 |
1.1096 |
0.0204 |
1.8% |
0.0058 |
0.5% |
10% |
False |
True |
9 |
| 10 |
1.1316 |
1.1096 |
0.0220 |
2.0% |
0.0051 |
0.5% |
10% |
False |
True |
11 |
| 20 |
1.1323 |
1.1096 |
0.0227 |
2.0% |
0.0027 |
0.2% |
9% |
False |
True |
6 |
| 40 |
1.1323 |
1.0862 |
0.0461 |
4.1% |
0.0015 |
0.1% |
55% |
False |
False |
3 |
| 60 |
1.1323 |
1.0862 |
0.0461 |
4.1% |
0.0010 |
0.1% |
55% |
False |
False |
2 |
| 80 |
1.1323 |
1.0727 |
0.0596 |
5.4% |
0.0008 |
0.1% |
65% |
False |
False |
2 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1464 |
|
2.618 |
1.1349 |
|
1.618 |
1.1279 |
|
1.000 |
1.1236 |
|
0.618 |
1.1209 |
|
HIGH |
1.1166 |
|
0.618 |
1.1139 |
|
0.500 |
1.1131 |
|
0.382 |
1.1123 |
|
LOW |
1.1096 |
|
0.618 |
1.1053 |
|
1.000 |
1.1026 |
|
1.618 |
1.0983 |
|
2.618 |
1.0913 |
|
4.250 |
1.0799 |
|
|
| Fisher Pivots for day following 02-Jan-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1.1131 |
1.1192 |
| PP |
1.1126 |
1.1167 |
| S1 |
1.1122 |
1.1142 |
|