CME Swiss Franc Future June 2014
| Trading Metrics calculated at close of trading on 12-Jun-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Jun-2014 |
12-Jun-2014 |
Change |
Change % |
Previous Week |
| Open |
1.1121 |
1.1112 |
-0.0009 |
-0.1% |
1.1170 |
| High |
1.1136 |
1.1148 |
0.0012 |
0.1% |
1.1226 |
| Low |
1.1096 |
1.1097 |
0.0001 |
0.0% |
1.1065 |
| Close |
1.1111 |
1.1139 |
0.0028 |
0.3% |
1.1196 |
| Range |
0.0040 |
0.0051 |
0.0011 |
27.5% |
0.0161 |
| ATR |
0.0060 |
0.0059 |
-0.0001 |
-1.0% |
0.0000 |
| Volume |
32,380 |
34,327 |
1,947 |
6.0% |
211,125 |
|
| Daily Pivots for day following 12-Jun-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1281 |
1.1261 |
1.1167 |
|
| R3 |
1.1230 |
1.1210 |
1.1153 |
|
| R2 |
1.1179 |
1.1179 |
1.1148 |
|
| R1 |
1.1159 |
1.1159 |
1.1144 |
1.1169 |
| PP |
1.1128 |
1.1128 |
1.1128 |
1.1133 |
| S1 |
1.1108 |
1.1108 |
1.1134 |
1.1118 |
| S2 |
1.1077 |
1.1077 |
1.1130 |
|
| S3 |
1.1026 |
1.1057 |
1.1125 |
|
| S4 |
1.0975 |
1.1006 |
1.1111 |
|
|
| 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 |
1.1224 |
1.1096 |
0.0128 |
1.1% |
0.0054 |
0.5% |
34% |
False |
False |
35,661 |
| 10 |
1.1226 |
1.1065 |
0.0161 |
1.4% |
0.0065 |
0.6% |
46% |
False |
False |
38,465 |
| 20 |
1.1260 |
1.1065 |
0.0195 |
1.8% |
0.0056 |
0.5% |
38% |
False |
False |
32,413 |
| 40 |
1.1493 |
1.1065 |
0.0428 |
3.8% |
0.0058 |
0.5% |
17% |
False |
False |
29,327 |
| 60 |
1.1493 |
1.1065 |
0.0428 |
3.8% |
0.0062 |
0.6% |
17% |
False |
False |
29,423 |
| 80 |
1.1503 |
1.1065 |
0.0438 |
3.9% |
0.0064 |
0.6% |
17% |
False |
False |
24,333 |
| 100 |
1.1503 |
1.0946 |
0.0557 |
5.0% |
0.0064 |
0.6% |
35% |
False |
False |
19,477 |
| 120 |
1.1503 |
1.0946 |
0.0557 |
5.0% |
0.0062 |
0.6% |
35% |
False |
False |
16,236 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1365 |
|
2.618 |
1.1282 |
|
1.618 |
1.1231 |
|
1.000 |
1.1199 |
|
0.618 |
1.1180 |
|
HIGH |
1.1148 |
|
0.618 |
1.1129 |
|
0.500 |
1.1123 |
|
0.382 |
1.1116 |
|
LOW |
1.1097 |
|
0.618 |
1.1065 |
|
1.000 |
1.1046 |
|
1.618 |
1.1014 |
|
2.618 |
1.0963 |
|
4.250 |
1.0880 |
|
|
| Fisher Pivots for day following 12-Jun-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1.1134 |
1.1135 |
| PP |
1.1128 |
1.1130 |
| S1 |
1.1123 |
1.1126 |
|