CME Swiss Franc Future June 2014
| Trading Metrics calculated at close of trading on 03-Jun-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Jun-2014 |
03-Jun-2014 |
Change |
Change % |
Previous Week |
| Open |
1.1170 |
1.1128 |
-0.0042 |
-0.4% |
1.1162 |
| High |
1.1174 |
1.1174 |
0.0000 |
0.0% |
1.1196 |
| Low |
1.1118 |
1.1116 |
-0.0002 |
0.0% |
1.1124 |
| Close |
1.1127 |
1.1152 |
0.0025 |
0.2% |
1.1174 |
| Range |
0.0056 |
0.0058 |
0.0002 |
3.6% |
0.0072 |
| ATR |
0.0054 |
0.0055 |
0.0000 |
0.5% |
0.0000 |
| Volume |
31,689 |
27,796 |
-3,893 |
-12.3% |
124,147 |
|
| Daily Pivots for day following 03-Jun-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1321 |
1.1295 |
1.1184 |
|
| R3 |
1.1263 |
1.1237 |
1.1168 |
|
| R2 |
1.1205 |
1.1205 |
1.1163 |
|
| R1 |
1.1179 |
1.1179 |
1.1157 |
1.1192 |
| PP |
1.1147 |
1.1147 |
1.1147 |
1.1154 |
| S1 |
1.1121 |
1.1121 |
1.1147 |
1.1134 |
| S2 |
1.1089 |
1.1089 |
1.1141 |
|
| S3 |
1.1031 |
1.1063 |
1.1136 |
|
| S4 |
1.0973 |
1.1005 |
1.1120 |
|
|
| 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 |
1.1116 |
0.0080 |
0.7% |
0.0049 |
0.4% |
45% |
False |
True |
29,600 |
| 10 |
1.1242 |
1.1116 |
0.0126 |
1.1% |
0.0049 |
0.4% |
29% |
False |
True |
27,402 |
| 20 |
1.1493 |
1.1116 |
0.0377 |
3.4% |
0.0056 |
0.5% |
10% |
False |
True |
29,582 |
| 40 |
1.1493 |
1.1116 |
0.0377 |
3.4% |
0.0057 |
0.5% |
10% |
False |
True |
26,510 |
| 60 |
1.1503 |
1.1116 |
0.0387 |
3.5% |
0.0062 |
0.6% |
9% |
False |
True |
27,314 |
| 80 |
1.1503 |
1.1084 |
0.0419 |
3.8% |
0.0063 |
0.6% |
16% |
False |
False |
20,764 |
| 100 |
1.1503 |
1.0946 |
0.0557 |
5.0% |
0.0063 |
0.6% |
37% |
False |
False |
16,621 |
| 120 |
1.1503 |
1.0946 |
0.0557 |
5.0% |
0.0059 |
0.5% |
37% |
False |
False |
13,853 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1421 |
|
2.618 |
1.1326 |
|
1.618 |
1.1268 |
|
1.000 |
1.1232 |
|
0.618 |
1.1210 |
|
HIGH |
1.1174 |
|
0.618 |
1.1152 |
|
0.500 |
1.1145 |
|
0.382 |
1.1138 |
|
LOW |
1.1116 |
|
0.618 |
1.1080 |
|
1.000 |
1.1058 |
|
1.618 |
1.1022 |
|
2.618 |
1.0964 |
|
4.250 |
1.0870 |
|
|
| Fisher Pivots for day following 03-Jun-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1.1150 |
1.1156 |
| PP |
1.1147 |
1.1155 |
| S1 |
1.1145 |
1.1153 |
|