CME Swiss Franc Future September 2014
| Trading Metrics calculated at close of trading on 02-Jun-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-May-2014 |
02-Jun-2014 |
Change |
Change % |
Previous Week |
| Open |
1.1146 |
1.1176 |
0.0030 |
0.3% |
1.1169 |
| High |
1.1202 |
1.1185 |
-0.0017 |
-0.2% |
1.1202 |
| Low |
1.1146 |
1.1131 |
-0.0015 |
-0.1% |
1.1139 |
| Close |
1.1185 |
1.1138 |
-0.0047 |
-0.4% |
1.1185 |
| Range |
0.0056 |
0.0054 |
-0.0002 |
-3.6% |
0.0063 |
| ATR |
0.0043 |
0.0044 |
0.0001 |
1.7% |
0.0000 |
| Volume |
2,509 |
652 |
-1,857 |
-74.0% |
3,996 |
|
| Daily Pivots for day following 02-Jun-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1313 |
1.1280 |
1.1168 |
|
| R3 |
1.1259 |
1.1226 |
1.1153 |
|
| R2 |
1.1205 |
1.1205 |
1.1148 |
|
| R1 |
1.1172 |
1.1172 |
1.1143 |
1.1162 |
| PP |
1.1151 |
1.1151 |
1.1151 |
1.1146 |
| S1 |
1.1118 |
1.1118 |
1.1133 |
1.1108 |
| S2 |
1.1097 |
1.1097 |
1.1128 |
|
| S3 |
1.1043 |
1.1064 |
1.1123 |
|
| S4 |
1.0989 |
1.1010 |
1.1108 |
|
|
| Weekly Pivots for week ending 30-May-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1364 |
1.1338 |
1.1220 |
|
| R3 |
1.1301 |
1.1275 |
1.1202 |
|
| R2 |
1.1238 |
1.1238 |
1.1197 |
|
| R1 |
1.1212 |
1.1212 |
1.1191 |
1.1225 |
| PP |
1.1175 |
1.1175 |
1.1175 |
1.1182 |
| S1 |
1.1149 |
1.1149 |
1.1179 |
1.1162 |
| S2 |
1.1112 |
1.1112 |
1.1173 |
|
| S3 |
1.1049 |
1.1086 |
1.1168 |
|
| S4 |
1.0986 |
1.1023 |
1.1150 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1202 |
1.1131 |
0.0071 |
0.6% |
0.0043 |
0.4% |
10% |
False |
True |
929 |
| 10 |
1.1248 |
1.1131 |
0.0117 |
1.1% |
0.0037 |
0.3% |
6% |
False |
True |
495 |
| 20 |
1.1503 |
1.1131 |
0.0372 |
3.3% |
0.0043 |
0.4% |
2% |
False |
True |
286 |
| 40 |
1.1503 |
1.1131 |
0.0372 |
3.3% |
0.0043 |
0.4% |
2% |
False |
True |
166 |
| 60 |
1.1513 |
1.1131 |
0.0382 |
3.4% |
0.0040 |
0.4% |
2% |
False |
True |
118 |
| 80 |
1.1513 |
1.1125 |
0.0388 |
3.5% |
0.0034 |
0.3% |
3% |
False |
False |
103 |
| 100 |
1.1513 |
1.0994 |
0.0519 |
4.7% |
0.0028 |
0.3% |
28% |
False |
False |
83 |
| 120 |
1.1513 |
1.0994 |
0.0519 |
4.7% |
0.0023 |
0.2% |
28% |
False |
False |
69 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1415 |
|
2.618 |
1.1326 |
|
1.618 |
1.1272 |
|
1.000 |
1.1239 |
|
0.618 |
1.1218 |
|
HIGH |
1.1185 |
|
0.618 |
1.1164 |
|
0.500 |
1.1158 |
|
0.382 |
1.1152 |
|
LOW |
1.1131 |
|
0.618 |
1.1098 |
|
1.000 |
1.1077 |
|
1.618 |
1.1044 |
|
2.618 |
1.0990 |
|
4.250 |
1.0902 |
|
|
| Fisher Pivots for day following 02-Jun-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1.1158 |
1.1167 |
| PP |
1.1151 |
1.1157 |
| S1 |
1.1145 |
1.1148 |
|