CME Swiss Franc Future June 2014
| Trading Metrics calculated at close of trading on 03-Jan-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Jan-2014 |
03-Jan-2014 |
Change |
Change % |
Previous Week |
| Open |
1.1166 |
1.1123 |
-0.0043 |
-0.4% |
1.1240 |
| High |
1.1166 |
1.1128 |
-0.0038 |
-0.3% |
1.1287 |
| Low |
1.1096 |
1.1062 |
-0.0034 |
-0.3% |
1.1062 |
| Close |
1.1117 |
1.1069 |
-0.0048 |
-0.4% |
1.1069 |
| Range |
0.0070 |
0.0066 |
-0.0004 |
-5.7% |
0.0225 |
| ATR |
0.0058 |
0.0059 |
0.0001 |
1.0% |
0.0000 |
| Volume |
27 |
89 |
62 |
229.6% |
133 |
|
| Daily Pivots for day following 03-Jan-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1284 |
1.1243 |
1.1105 |
|
| R3 |
1.1218 |
1.1177 |
1.1087 |
|
| R2 |
1.1152 |
1.1152 |
1.1081 |
|
| R1 |
1.1111 |
1.1111 |
1.1075 |
1.1099 |
| PP |
1.1086 |
1.1086 |
1.1086 |
1.1080 |
| S1 |
1.1045 |
1.1045 |
1.1063 |
1.1033 |
| S2 |
1.1020 |
1.1020 |
1.1057 |
|
| S3 |
1.0954 |
1.0979 |
1.1051 |
|
| S4 |
1.0888 |
1.0913 |
1.1033 |
|
|
| Weekly Pivots for week ending 03-Jan-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1814 |
1.1667 |
1.1193 |
|
| R3 |
1.1589 |
1.1442 |
1.1131 |
|
| R2 |
1.1364 |
1.1364 |
1.1110 |
|
| R1 |
1.1217 |
1.1217 |
1.1090 |
1.1178 |
| PP |
1.1139 |
1.1139 |
1.1139 |
1.1120 |
| S1 |
1.0992 |
1.0992 |
1.1048 |
1.0953 |
| S2 |
1.0914 |
1.0914 |
1.1028 |
|
| S3 |
1.0689 |
1.0767 |
1.1007 |
|
| S4 |
1.0464 |
1.0542 |
1.0945 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1300 |
1.1062 |
0.0238 |
2.2% |
0.0070 |
0.6% |
3% |
False |
True |
27 |
| 10 |
1.1300 |
1.1062 |
0.0238 |
2.2% |
0.0053 |
0.5% |
3% |
False |
True |
20 |
| 20 |
1.1323 |
1.1062 |
0.0261 |
2.4% |
0.0030 |
0.3% |
3% |
False |
True |
10 |
| 40 |
1.1323 |
1.0862 |
0.0461 |
4.2% |
0.0017 |
0.2% |
45% |
False |
False |
5 |
| 60 |
1.1323 |
1.0862 |
0.0461 |
4.2% |
0.0011 |
0.1% |
45% |
False |
False |
4 |
| 80 |
1.1323 |
1.0779 |
0.0544 |
4.9% |
0.0008 |
0.1% |
53% |
False |
False |
3 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1409 |
|
2.618 |
1.1301 |
|
1.618 |
1.1235 |
|
1.000 |
1.1194 |
|
0.618 |
1.1169 |
|
HIGH |
1.1128 |
|
0.618 |
1.1103 |
|
0.500 |
1.1095 |
|
0.382 |
1.1087 |
|
LOW |
1.1062 |
|
0.618 |
1.1021 |
|
1.000 |
1.0996 |
|
1.618 |
1.0955 |
|
2.618 |
1.0889 |
|
4.250 |
1.0782 |
|
|
| Fisher Pivots for day following 03-Jan-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1.1095 |
1.1170 |
| PP |
1.1086 |
1.1136 |
| S1 |
1.1078 |
1.1103 |
|