CME Swiss Franc Future September 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 |
1.1176 |
1.1141 |
-0.0035 |
-0.3% |
1.1169 |
| High |
1.1185 |
1.1185 |
0.0000 |
0.0% |
1.1202 |
| Low |
1.1131 |
1.1137 |
0.0006 |
0.1% |
1.1139 |
| Close |
1.1138 |
1.1163 |
0.0025 |
0.2% |
1.1185 |
| Range |
0.0054 |
0.0048 |
-0.0006 |
-11.1% |
0.0063 |
| ATR |
0.0044 |
0.0044 |
0.0000 |
0.6% |
0.0000 |
| Volume |
652 |
470 |
-182 |
-27.9% |
3,996 |
|
| Daily Pivots for day following 03-Jun-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1306 |
1.1282 |
1.1189 |
|
| R3 |
1.1258 |
1.1234 |
1.1176 |
|
| R2 |
1.1210 |
1.1210 |
1.1172 |
|
| R1 |
1.1186 |
1.1186 |
1.1167 |
1.1198 |
| PP |
1.1162 |
1.1162 |
1.1162 |
1.1168 |
| S1 |
1.1138 |
1.1138 |
1.1159 |
1.1150 |
| S2 |
1.1114 |
1.1114 |
1.1154 |
|
| S3 |
1.1066 |
1.1090 |
1.1150 |
|
| S4 |
1.1018 |
1.1042 |
1.1137 |
|
|
| 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% |
45% |
False |
False |
1,002 |
| 10 |
1.1248 |
1.1131 |
0.0117 |
1.0% |
0.0040 |
0.4% |
27% |
False |
False |
538 |
| 20 |
1.1503 |
1.1131 |
0.0372 |
3.3% |
0.0045 |
0.4% |
9% |
False |
False |
306 |
| 40 |
1.1503 |
1.1131 |
0.0372 |
3.3% |
0.0044 |
0.4% |
9% |
False |
False |
177 |
| 60 |
1.1513 |
1.1131 |
0.0382 |
3.4% |
0.0041 |
0.4% |
8% |
False |
False |
126 |
| 80 |
1.1513 |
1.1128 |
0.0385 |
3.4% |
0.0035 |
0.3% |
9% |
False |
False |
109 |
| 100 |
1.1513 |
1.0994 |
0.0519 |
4.6% |
0.0028 |
0.3% |
33% |
False |
False |
88 |
| 120 |
1.1513 |
1.0994 |
0.0519 |
4.6% |
0.0024 |
0.2% |
33% |
False |
False |
73 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1389 |
|
2.618 |
1.1311 |
|
1.618 |
1.1263 |
|
1.000 |
1.1233 |
|
0.618 |
1.1215 |
|
HIGH |
1.1185 |
|
0.618 |
1.1167 |
|
0.500 |
1.1161 |
|
0.382 |
1.1155 |
|
LOW |
1.1137 |
|
0.618 |
1.1107 |
|
1.000 |
1.1089 |
|
1.618 |
1.1059 |
|
2.618 |
1.1011 |
|
4.250 |
1.0933 |
|
|
| Fisher Pivots for day following 03-Jun-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1.1162 |
1.1167 |
| PP |
1.1162 |
1.1165 |
| S1 |
1.1161 |
1.1164 |
|