CME Swiss Franc Future September 2014
| Trading Metrics calculated at close of trading on 05-Jun-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Jun-2014 |
05-Jun-2014 |
Change |
Change % |
Previous Week |
| Open |
1.1161 |
1.1157 |
-0.0004 |
0.0% |
1.1169 |
| High |
1.1179 |
1.1235 |
0.0056 |
0.5% |
1.1202 |
| Low |
1.1146 |
1.1080 |
-0.0066 |
-0.6% |
1.1139 |
| Close |
1.1157 |
1.1226 |
0.0069 |
0.6% |
1.1185 |
| Range |
0.0033 |
0.0155 |
0.0122 |
369.7% |
0.0063 |
| ATR |
0.0044 |
0.0052 |
0.0008 |
18.2% |
0.0000 |
| Volume |
576 |
3,222 |
2,646 |
459.4% |
3,996 |
|
| Daily Pivots for day following 05-Jun-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1645 |
1.1591 |
1.1311 |
|
| R3 |
1.1490 |
1.1436 |
1.1269 |
|
| R2 |
1.1335 |
1.1335 |
1.1254 |
|
| R1 |
1.1281 |
1.1281 |
1.1240 |
1.1308 |
| PP |
1.1180 |
1.1180 |
1.1180 |
1.1194 |
| S1 |
1.1126 |
1.1126 |
1.1212 |
1.1153 |
| S2 |
1.1025 |
1.1025 |
1.1198 |
|
| S3 |
1.0870 |
1.0971 |
1.1183 |
|
| S4 |
1.0715 |
1.0816 |
1.1141 |
|
|
| 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 |
1.1235 |
1.1080 |
0.0155 |
1.4% |
0.0069 |
0.6% |
94% |
True |
True |
1,485 |
| 10 |
1.1235 |
1.1080 |
0.0155 |
1.4% |
0.0050 |
0.4% |
94% |
True |
True |
907 |
| 20 |
1.1503 |
1.1080 |
0.0423 |
3.8% |
0.0050 |
0.4% |
35% |
False |
True |
494 |
| 40 |
1.1503 |
1.1080 |
0.0423 |
3.8% |
0.0046 |
0.4% |
35% |
False |
True |
271 |
| 60 |
1.1513 |
1.1080 |
0.0433 |
3.9% |
0.0044 |
0.4% |
34% |
False |
True |
189 |
| 80 |
1.1513 |
1.1080 |
0.0433 |
3.9% |
0.0037 |
0.3% |
34% |
False |
True |
157 |
| 100 |
1.1513 |
1.0994 |
0.0519 |
4.6% |
0.0030 |
0.3% |
45% |
False |
False |
126 |
| 120 |
1.1513 |
1.0994 |
0.0519 |
4.6% |
0.0025 |
0.2% |
45% |
False |
False |
105 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1894 |
|
2.618 |
1.1641 |
|
1.618 |
1.1486 |
|
1.000 |
1.1390 |
|
0.618 |
1.1331 |
|
HIGH |
1.1235 |
|
0.618 |
1.1176 |
|
0.500 |
1.1158 |
|
0.382 |
1.1139 |
|
LOW |
1.1080 |
|
0.618 |
1.0984 |
|
1.000 |
1.0925 |
|
1.618 |
1.0829 |
|
2.618 |
1.0674 |
|
4.250 |
1.0421 |
|
|
| Fisher Pivots for day following 05-Jun-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1.1203 |
1.1203 |
| PP |
1.1180 |
1.1180 |
| S1 |
1.1158 |
1.1158 |
|