CME Swiss Franc Future June 2014
| Trading Metrics calculated at close of trading on 10-Jun-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Jun-2014 |
10-Jun-2014 |
Change |
Change % |
Previous Week |
| Open |
1.1197 |
1.1148 |
-0.0049 |
-0.4% |
1.1170 |
| High |
1.1212 |
1.1155 |
-0.0057 |
-0.5% |
1.1226 |
| Low |
1.1136 |
1.1102 |
-0.0034 |
-0.3% |
1.1065 |
| Close |
1.1143 |
1.1121 |
-0.0022 |
-0.2% |
1.1196 |
| Range |
0.0076 |
0.0053 |
-0.0023 |
-30.3% |
0.0161 |
| ATR |
0.0062 |
0.0061 |
-0.0001 |
-1.0% |
0.0000 |
| Volume |
26,731 |
40,844 |
14,113 |
52.8% |
211,125 |
|
| Daily Pivots for day following 10-Jun-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1285 |
1.1256 |
1.1150 |
|
| R3 |
1.1232 |
1.1203 |
1.1136 |
|
| R2 |
1.1179 |
1.1179 |
1.1131 |
|
| R1 |
1.1150 |
1.1150 |
1.1126 |
1.1138 |
| PP |
1.1126 |
1.1126 |
1.1126 |
1.1120 |
| S1 |
1.1097 |
1.1097 |
1.1116 |
1.1085 |
| S2 |
1.1073 |
1.1073 |
1.1111 |
|
| S3 |
1.1020 |
1.1044 |
1.1106 |
|
| S4 |
1.0967 |
1.0991 |
1.1092 |
|
|
| Weekly Pivots for week ending 06-Jun-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1645 |
1.1582 |
1.1285 |
|
| R3 |
1.1484 |
1.1421 |
1.1240 |
|
| R2 |
1.1323 |
1.1323 |
1.1226 |
|
| R1 |
1.1260 |
1.1260 |
1.1211 |
1.1292 |
| PP |
1.1162 |
1.1162 |
1.1162 |
1.1178 |
| S1 |
1.1099 |
1.1099 |
1.1181 |
1.1131 |
| S2 |
1.1001 |
1.1001 |
1.1166 |
|
| S3 |
1.0840 |
1.0938 |
1.1152 |
|
| S4 |
1.0679 |
1.0777 |
1.1107 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1226 |
1.1065 |
0.0161 |
1.4% |
0.0077 |
0.7% |
35% |
False |
False |
43,843 |
| 10 |
1.1226 |
1.1065 |
0.0161 |
1.4% |
0.0063 |
0.6% |
35% |
False |
False |
36,721 |
| 20 |
1.1282 |
1.1065 |
0.0217 |
2.0% |
0.0056 |
0.5% |
26% |
False |
False |
31,436 |
| 40 |
1.1493 |
1.1065 |
0.0428 |
3.8% |
0.0059 |
0.5% |
13% |
False |
False |
28,767 |
| 60 |
1.1493 |
1.1065 |
0.0428 |
3.8% |
0.0063 |
0.6% |
13% |
False |
False |
29,040 |
| 80 |
1.1503 |
1.1065 |
0.0438 |
3.9% |
0.0064 |
0.6% |
13% |
False |
False |
23,503 |
| 100 |
1.1503 |
1.0946 |
0.0557 |
5.0% |
0.0064 |
0.6% |
31% |
False |
False |
18,810 |
| 120 |
1.1503 |
1.0946 |
0.0557 |
5.0% |
0.0062 |
0.6% |
31% |
False |
False |
15,680 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1380 |
|
2.618 |
1.1294 |
|
1.618 |
1.1241 |
|
1.000 |
1.1208 |
|
0.618 |
1.1188 |
|
HIGH |
1.1155 |
|
0.618 |
1.1135 |
|
0.500 |
1.1129 |
|
0.382 |
1.1122 |
|
LOW |
1.1102 |
|
0.618 |
1.1069 |
|
1.000 |
1.1049 |
|
1.618 |
1.1016 |
|
2.618 |
1.0963 |
|
4.250 |
1.0877 |
|
|
| Fisher Pivots for day following 10-Jun-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1.1129 |
1.1163 |
| PP |
1.1126 |
1.1149 |
| S1 |
1.1124 |
1.1135 |
|