CME Swiss Franc Future June 2014
| Trading Metrics calculated at close of trading on 08-Jan-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Jan-2014 |
08-Jan-2014 |
Change |
Change % |
Previous Week |
| Open |
1.1067 |
1.1002 |
-0.0065 |
-0.6% |
1.1240 |
| High |
1.1067 |
1.1024 |
-0.0043 |
-0.4% |
1.1287 |
| Low |
1.1015 |
1.0975 |
-0.0040 |
-0.4% |
1.1062 |
| Close |
1.1021 |
1.0995 |
-0.0026 |
-0.2% |
1.1069 |
| Range |
0.0052 |
0.0049 |
-0.0003 |
-5.8% |
0.0225 |
| ATR |
0.0059 |
0.0058 |
-0.0001 |
-1.2% |
0.0000 |
| Volume |
20 |
10 |
-10 |
-50.0% |
133 |
|
| Daily Pivots for day following 08-Jan-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1145 |
1.1119 |
1.1022 |
|
| R3 |
1.1096 |
1.1070 |
1.1008 |
|
| R2 |
1.1047 |
1.1047 |
1.1004 |
|
| R1 |
1.1021 |
1.1021 |
1.0999 |
1.1010 |
| PP |
1.0998 |
1.0998 |
1.0998 |
1.0992 |
| S1 |
1.0972 |
1.0972 |
1.0991 |
1.0961 |
| S2 |
1.0949 |
1.0949 |
1.0986 |
|
| S3 |
1.0900 |
1.0923 |
1.0982 |
|
| S4 |
1.0851 |
1.0874 |
1.0968 |
|
|
| 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 |
1.1166 |
1.0975 |
0.0191 |
1.7% |
0.0059 |
0.5% |
10% |
False |
True |
37 |
| 10 |
1.1300 |
1.0975 |
0.0325 |
3.0% |
0.0053 |
0.5% |
6% |
False |
True |
21 |
| 20 |
1.1323 |
1.0975 |
0.0348 |
3.2% |
0.0037 |
0.3% |
6% |
False |
True |
14 |
| 40 |
1.1323 |
1.0890 |
0.0433 |
3.9% |
0.0019 |
0.2% |
24% |
False |
False |
7 |
| 60 |
1.1323 |
1.0862 |
0.0461 |
4.2% |
0.0014 |
0.1% |
29% |
False |
False |
5 |
| 80 |
1.1323 |
1.0809 |
0.0514 |
4.7% |
0.0010 |
0.1% |
36% |
False |
False |
4 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1232 |
|
2.618 |
1.1152 |
|
1.618 |
1.1103 |
|
1.000 |
1.1073 |
|
0.618 |
1.1054 |
|
HIGH |
1.1024 |
|
0.618 |
1.1005 |
|
0.500 |
1.1000 |
|
0.382 |
1.0994 |
|
LOW |
1.0975 |
|
0.618 |
1.0945 |
|
1.000 |
1.0926 |
|
1.618 |
1.0896 |
|
2.618 |
1.0847 |
|
4.250 |
1.0767 |
|
|
| Fisher Pivots for day following 08-Jan-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1.1000 |
1.1038 |
| PP |
1.0998 |
1.1024 |
| S1 |
1.0997 |
1.1009 |
|