CME Swiss Franc Future December 2014
| Trading Metrics calculated at close of trading on 16-Jun-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Jun-2014 |
16-Jun-2014 |
Change |
Change % |
Previous Week |
| Open |
1.1118 |
1.1135 |
0.0017 |
0.2% |
1.1163 |
| High |
1.1126 |
1.1167 |
0.0041 |
0.4% |
1.1163 |
| Low |
1.1118 |
1.1135 |
0.0017 |
0.2% |
1.1118 |
| Close |
1.1124 |
1.1159 |
0.0035 |
0.3% |
1.1124 |
| Range |
0.0008 |
0.0032 |
0.0024 |
300.0% |
0.0045 |
| ATR |
0.0028 |
0.0029 |
0.0001 |
3.9% |
0.0000 |
| Volume |
3 |
11 |
8 |
266.7% |
7 |
|
| Daily Pivots for day following 16-Jun-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1250 |
1.1236 |
1.1177 |
|
| R3 |
1.1218 |
1.1204 |
1.1168 |
|
| R2 |
1.1186 |
1.1186 |
1.1165 |
|
| R1 |
1.1172 |
1.1172 |
1.1162 |
1.1179 |
| PP |
1.1154 |
1.1154 |
1.1154 |
1.1157 |
| S1 |
1.1140 |
1.1140 |
1.1156 |
1.1147 |
| S2 |
1.1122 |
1.1122 |
1.1153 |
|
| S3 |
1.1090 |
1.1108 |
1.1150 |
|
| S4 |
1.1058 |
1.1076 |
1.1141 |
|
|
| Weekly Pivots for week ending 13-Jun-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1270 |
1.1242 |
1.1149 |
|
| R3 |
1.1225 |
1.1197 |
1.1136 |
|
| R2 |
1.1180 |
1.1180 |
1.1132 |
|
| R1 |
1.1152 |
1.1152 |
1.1128 |
1.1144 |
| PP |
1.1135 |
1.1135 |
1.1135 |
1.1131 |
| S1 |
1.1107 |
1.1107 |
1.1120 |
1.1099 |
| S2 |
1.1090 |
1.1090 |
1.1116 |
|
| S3 |
1.1045 |
1.1062 |
1.1112 |
|
| S4 |
1.1000 |
1.1017 |
1.1099 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1167 |
1.1118 |
0.0049 |
0.4% |
0.0010 |
0.1% |
84% |
True |
False |
3 |
| 10 |
1.1237 |
1.1118 |
0.0119 |
1.1% |
0.0009 |
0.1% |
34% |
False |
False |
3 |
| 20 |
1.1239 |
1.1118 |
0.0121 |
1.1% |
0.0009 |
0.1% |
34% |
False |
False |
3 |
| 40 |
1.1468 |
1.1118 |
0.0350 |
3.1% |
0.0005 |
0.0% |
12% |
False |
False |
3 |
| 60 |
1.1468 |
1.1118 |
0.0350 |
3.1% |
0.0004 |
0.0% |
12% |
False |
False |
8 |
| 80 |
1.1491 |
1.1118 |
0.0373 |
3.3% |
0.0003 |
0.0% |
11% |
False |
False |
31 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1303 |
|
2.618 |
1.1251 |
|
1.618 |
1.1219 |
|
1.000 |
1.1199 |
|
0.618 |
1.1187 |
|
HIGH |
1.1167 |
|
0.618 |
1.1155 |
|
0.500 |
1.1151 |
|
0.382 |
1.1147 |
|
LOW |
1.1135 |
|
0.618 |
1.1115 |
|
1.000 |
1.1103 |
|
1.618 |
1.1083 |
|
2.618 |
1.1051 |
|
4.250 |
1.0999 |
|
|
| Fisher Pivots for day following 16-Jun-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1.1156 |
1.1154 |
| PP |
1.1154 |
1.1148 |
| S1 |
1.1151 |
1.1143 |
|