CME Swiss Franc Future June 2014
| Trading Metrics calculated at close of trading on 11-Jun-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Jun-2014 |
11-Jun-2014 |
Change |
Change % |
Previous Week |
| Open |
1.1148 |
1.1121 |
-0.0027 |
-0.2% |
1.1170 |
| High |
1.1155 |
1.1136 |
-0.0019 |
-0.2% |
1.1226 |
| Low |
1.1102 |
1.1096 |
-0.0006 |
-0.1% |
1.1065 |
| Close |
1.1121 |
1.1111 |
-0.0010 |
-0.1% |
1.1196 |
| Range |
0.0053 |
0.0040 |
-0.0013 |
-24.5% |
0.0161 |
| ATR |
0.0061 |
0.0060 |
-0.0002 |
-2.5% |
0.0000 |
| Volume |
40,844 |
32,380 |
-8,464 |
-20.7% |
211,125 |
|
| Daily Pivots for day following 11-Jun-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1234 |
1.1213 |
1.1133 |
|
| R3 |
1.1194 |
1.1173 |
1.1122 |
|
| R2 |
1.1154 |
1.1154 |
1.1118 |
|
| R1 |
1.1133 |
1.1133 |
1.1115 |
1.1124 |
| PP |
1.1114 |
1.1114 |
1.1114 |
1.1110 |
| S1 |
1.1093 |
1.1093 |
1.1107 |
1.1084 |
| S2 |
1.1074 |
1.1074 |
1.1104 |
|
| S3 |
1.1034 |
1.1053 |
1.1100 |
|
| S4 |
1.0994 |
1.1013 |
1.1089 |
|
|
| 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% |
0.0076 |
0.7% |
29% |
False |
False |
45,037 |
| 10 |
1.1226 |
1.1065 |
0.0161 |
1.4% |
0.0064 |
0.6% |
29% |
False |
False |
37,643 |
| 20 |
1.1260 |
1.1065 |
0.0195 |
1.8% |
0.0055 |
0.5% |
24% |
False |
False |
31,641 |
| 40 |
1.1493 |
1.1065 |
0.0428 |
3.9% |
0.0058 |
0.5% |
11% |
False |
False |
29,016 |
| 60 |
1.1493 |
1.1065 |
0.0428 |
3.9% |
0.0063 |
0.6% |
11% |
False |
False |
29,218 |
| 80 |
1.1503 |
1.1065 |
0.0438 |
3.9% |
0.0064 |
0.6% |
11% |
False |
False |
23,905 |
| 100 |
1.1503 |
1.0946 |
0.0557 |
5.0% |
0.0064 |
0.6% |
30% |
False |
False |
19,134 |
| 120 |
1.1503 |
1.0946 |
0.0557 |
5.0% |
0.0062 |
0.6% |
30% |
False |
False |
15,950 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1306 |
|
2.618 |
1.1241 |
|
1.618 |
1.1201 |
|
1.000 |
1.1176 |
|
0.618 |
1.1161 |
|
HIGH |
1.1136 |
|
0.618 |
1.1121 |
|
0.500 |
1.1116 |
|
0.382 |
1.1111 |
|
LOW |
1.1096 |
|
0.618 |
1.1071 |
|
1.000 |
1.1056 |
|
1.618 |
1.1031 |
|
2.618 |
1.0991 |
|
4.250 |
1.0926 |
|
|
| Fisher Pivots for day following 11-Jun-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1.1116 |
1.1154 |
| PP |
1.1114 |
1.1140 |
| S1 |
1.1113 |
1.1125 |
|