CME Swiss Franc Future June 2014
| Trading Metrics calculated at close of trading on 30-May-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-May-2014 |
30-May-2014 |
Change |
Change % |
Previous Week |
| Open |
1.1135 |
1.1139 |
0.0004 |
0.0% |
1.1162 |
| High |
1.1168 |
1.1196 |
0.0028 |
0.3% |
1.1196 |
| Low |
1.1133 |
1.1133 |
0.0000 |
0.0% |
1.1124 |
| Close |
1.1141 |
1.1174 |
0.0033 |
0.3% |
1.1174 |
| Range |
0.0035 |
0.0063 |
0.0028 |
80.0% |
0.0072 |
| ATR |
0.0054 |
0.0054 |
0.0001 |
1.3% |
0.0000 |
| Volume |
26,110 |
39,244 |
13,134 |
50.3% |
124,147 |
|
| Daily Pivots for day following 30-May-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1357 |
1.1328 |
1.1209 |
|
| R3 |
1.1294 |
1.1265 |
1.1191 |
|
| R2 |
1.1231 |
1.1231 |
1.1186 |
|
| R1 |
1.1202 |
1.1202 |
1.1180 |
1.1217 |
| PP |
1.1168 |
1.1168 |
1.1168 |
1.1175 |
| S1 |
1.1139 |
1.1139 |
1.1168 |
1.1154 |
| S2 |
1.1105 |
1.1105 |
1.1162 |
|
| S3 |
1.1042 |
1.1076 |
1.1157 |
|
| S4 |
1.0979 |
1.1013 |
1.1139 |
|
|
| Weekly Pivots for week ending 30-May-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1381 |
1.1349 |
1.1214 |
|
| R3 |
1.1309 |
1.1277 |
1.1194 |
|
| R2 |
1.1237 |
1.1237 |
1.1187 |
|
| R1 |
1.1205 |
1.1205 |
1.1181 |
1.1221 |
| PP |
1.1165 |
1.1165 |
1.1165 |
1.1173 |
| S1 |
1.1133 |
1.1133 |
1.1167 |
1.1149 |
| S2 |
1.1093 |
1.1093 |
1.1161 |
|
| S3 |
1.1021 |
1.1061 |
1.1154 |
|
| S4 |
1.0949 |
1.0989 |
1.1134 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1196 |
1.1124 |
0.0072 |
0.6% |
0.0045 |
0.4% |
69% |
True |
False |
28,409 |
| 10 |
1.1242 |
1.1124 |
0.0118 |
1.1% |
0.0044 |
0.4% |
42% |
False |
False |
25,323 |
| 20 |
1.1493 |
1.1124 |
0.0369 |
3.3% |
0.0056 |
0.5% |
14% |
False |
False |
29,443 |
| 40 |
1.1493 |
1.1124 |
0.0369 |
3.3% |
0.0058 |
0.5% |
14% |
False |
False |
27,346 |
| 60 |
1.1503 |
1.1124 |
0.0379 |
3.4% |
0.0063 |
0.6% |
13% |
False |
False |
26,553 |
| 80 |
1.1503 |
1.1056 |
0.0447 |
4.0% |
0.0063 |
0.6% |
26% |
False |
False |
20,022 |
| 100 |
1.1503 |
1.0946 |
0.0557 |
5.0% |
0.0063 |
0.6% |
41% |
False |
False |
16,026 |
| 120 |
1.1503 |
1.0946 |
0.0557 |
5.0% |
0.0058 |
0.5% |
41% |
False |
False |
13,357 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1464 |
|
2.618 |
1.1361 |
|
1.618 |
1.1298 |
|
1.000 |
1.1259 |
|
0.618 |
1.1235 |
|
HIGH |
1.1196 |
|
0.618 |
1.1172 |
|
0.500 |
1.1165 |
|
0.382 |
1.1157 |
|
LOW |
1.1133 |
|
0.618 |
1.1094 |
|
1.000 |
1.1070 |
|
1.618 |
1.1031 |
|
2.618 |
1.0968 |
|
4.250 |
1.0865 |
|
|
| Fisher Pivots for day following 30-May-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1.1171 |
1.1169 |
| PP |
1.1168 |
1.1165 |
| S1 |
1.1165 |
1.1160 |
|