CME Swiss Franc Future June 2014
| Trading Metrics calculated at close of trading on 07-Jan-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Jan-2014 |
07-Jan-2014 |
Change |
Change % |
Previous Week |
| Open |
1.1061 |
1.1067 |
0.0006 |
0.1% |
1.1240 |
| High |
1.1101 |
1.1067 |
-0.0034 |
-0.3% |
1.1287 |
| Low |
1.1042 |
1.1015 |
-0.0027 |
-0.2% |
1.1062 |
| Close |
1.1076 |
1.1021 |
-0.0055 |
-0.5% |
1.1069 |
| Range |
0.0059 |
0.0052 |
-0.0007 |
-11.9% |
0.0225 |
| ATR |
0.0059 |
0.0059 |
0.0000 |
0.3% |
0.0000 |
| Volume |
43 |
20 |
-23 |
-53.5% |
133 |
|
| Daily Pivots for day following 07-Jan-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1190 |
1.1158 |
1.1050 |
|
| R3 |
1.1138 |
1.1106 |
1.1035 |
|
| R2 |
1.1086 |
1.1086 |
1.1031 |
|
| R1 |
1.1054 |
1.1054 |
1.1026 |
1.1044 |
| PP |
1.1034 |
1.1034 |
1.1034 |
1.1030 |
| S1 |
1.1002 |
1.1002 |
1.1016 |
1.0992 |
| S2 |
1.0982 |
1.0982 |
1.1011 |
|
| S3 |
1.0930 |
1.0950 |
1.1007 |
|
| S4 |
1.0878 |
1.0898 |
1.0992 |
|
|
| 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 |
1.1277 |
1.1015 |
0.0262 |
2.4% |
0.0059 |
0.5% |
2% |
False |
True |
37 |
| 10 |
1.1300 |
1.1015 |
0.0285 |
2.6% |
0.0052 |
0.5% |
2% |
False |
True |
23 |
| 20 |
1.1323 |
1.1015 |
0.0308 |
2.8% |
0.0035 |
0.3% |
2% |
False |
True |
13 |
| 40 |
1.1323 |
1.0862 |
0.0461 |
4.2% |
0.0020 |
0.2% |
34% |
False |
False |
7 |
| 60 |
1.1323 |
1.0862 |
0.0461 |
4.2% |
0.0013 |
0.1% |
34% |
False |
False |
5 |
| 80 |
1.1323 |
1.0792 |
0.0531 |
4.8% |
0.0010 |
0.1% |
43% |
False |
False |
4 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1288 |
|
2.618 |
1.1203 |
|
1.618 |
1.1151 |
|
1.000 |
1.1119 |
|
0.618 |
1.1099 |
|
HIGH |
1.1067 |
|
0.618 |
1.1047 |
|
0.500 |
1.1041 |
|
0.382 |
1.1035 |
|
LOW |
1.1015 |
|
0.618 |
1.0983 |
|
1.000 |
1.0963 |
|
1.618 |
1.0931 |
|
2.618 |
1.0879 |
|
4.250 |
1.0794 |
|
|
| Fisher Pivots for day following 07-Jan-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1.1041 |
1.1072 |
| PP |
1.1034 |
1.1055 |
| S1 |
1.1028 |
1.1038 |
|