CME Swiss Franc Future June 2014
| Trading Metrics calculated at close of trading on 09-Jan-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Jan-2014 |
09-Jan-2014 |
Change |
Change % |
Previous Week |
| Open |
1.1002 |
1.1031 |
0.0029 |
0.3% |
1.1240 |
| High |
1.1024 |
1.1031 |
0.0007 |
0.1% |
1.1287 |
| Low |
1.0975 |
1.0987 |
0.0012 |
0.1% |
1.1062 |
| Close |
1.0995 |
1.1021 |
0.0026 |
0.2% |
1.1069 |
| Range |
0.0049 |
0.0044 |
-0.0005 |
-10.2% |
0.0225 |
| ATR |
0.0058 |
0.0057 |
-0.0001 |
-1.7% |
0.0000 |
| Volume |
10 |
50 |
40 |
400.0% |
133 |
|
| Daily Pivots for day following 09-Jan-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1145 |
1.1127 |
1.1045 |
|
| R3 |
1.1101 |
1.1083 |
1.1033 |
|
| R2 |
1.1057 |
1.1057 |
1.1029 |
|
| R1 |
1.1039 |
1.1039 |
1.1025 |
1.1026 |
| PP |
1.1013 |
1.1013 |
1.1013 |
1.1007 |
| S1 |
1.0995 |
1.0995 |
1.1017 |
1.0982 |
| S2 |
1.0969 |
1.0969 |
1.1013 |
|
| S3 |
1.0925 |
1.0951 |
1.1009 |
|
| S4 |
1.0881 |
1.0907 |
1.0997 |
|
|
| 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 |
1.1128 |
1.0975 |
0.0153 |
1.4% |
0.0054 |
0.5% |
30% |
False |
False |
42 |
| 10 |
1.1300 |
1.0975 |
0.0325 |
2.9% |
0.0056 |
0.5% |
14% |
False |
False |
26 |
| 20 |
1.1323 |
1.0975 |
0.0348 |
3.2% |
0.0039 |
0.4% |
13% |
False |
False |
16 |
| 40 |
1.1323 |
1.0912 |
0.0411 |
3.7% |
0.0020 |
0.2% |
27% |
False |
False |
8 |
| 60 |
1.1323 |
1.0862 |
0.0461 |
4.2% |
0.0015 |
0.1% |
34% |
False |
False |
6 |
| 80 |
1.1323 |
1.0830 |
0.0493 |
4.5% |
0.0011 |
0.1% |
39% |
False |
False |
4 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1218 |
|
2.618 |
1.1146 |
|
1.618 |
1.1102 |
|
1.000 |
1.1075 |
|
0.618 |
1.1058 |
|
HIGH |
1.1031 |
|
0.618 |
1.1014 |
|
0.500 |
1.1009 |
|
0.382 |
1.1004 |
|
LOW |
1.0987 |
|
0.618 |
1.0960 |
|
1.000 |
1.0943 |
|
1.618 |
1.0916 |
|
2.618 |
1.0872 |
|
4.250 |
1.0800 |
|
|
| Fisher Pivots for day following 09-Jan-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1.1017 |
1.1021 |
| PP |
1.1013 |
1.1021 |
| S1 |
1.1009 |
1.1021 |
|