CME Swiss Franc Future December 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 |
1.1171 |
1.1167 |
-0.0004 |
0.0% |
1.1200 |
| High |
1.1199 |
1.1185 |
-0.0014 |
-0.1% |
1.1200 |
| Low |
1.1171 |
1.1153 |
-0.0018 |
-0.2% |
1.1158 |
| Close |
1.1199 |
1.1153 |
-0.0046 |
-0.4% |
1.1199 |
| Range |
0.0028 |
0.0032 |
0.0004 |
14.3% |
0.0042 |
| ATR |
0.0022 |
0.0024 |
0.0002 |
7.8% |
0.0000 |
| Volume |
1 |
20 |
19 |
1,900.0% |
4 |
|
| Daily Pivots for day following 02-Jun-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1260 |
1.1238 |
1.1171 |
|
| R3 |
1.1228 |
1.1206 |
1.1162 |
|
| R2 |
1.1196 |
1.1196 |
1.1159 |
|
| R1 |
1.1174 |
1.1174 |
1.1156 |
1.1169 |
| PP |
1.1164 |
1.1164 |
1.1164 |
1.1161 |
| S1 |
1.1142 |
1.1142 |
1.1150 |
1.1137 |
| S2 |
1.1132 |
1.1132 |
1.1147 |
|
| S3 |
1.1100 |
1.1110 |
1.1144 |
|
| S4 |
1.1068 |
1.1078 |
1.1135 |
|
|
| Weekly Pivots for week ending 30-May-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1312 |
1.1297 |
1.1222 |
|
| R3 |
1.1270 |
1.1255 |
1.1211 |
|
| R2 |
1.1228 |
1.1228 |
1.1207 |
|
| R1 |
1.1213 |
1.1213 |
1.1203 |
1.1200 |
| PP |
1.1186 |
1.1186 |
1.1186 |
1.1179 |
| S1 |
1.1171 |
1.1171 |
1.1195 |
1.1158 |
| S2 |
1.1144 |
1.1144 |
1.1191 |
|
| S3 |
1.1102 |
1.1129 |
1.1187 |
|
| S4 |
1.1060 |
1.1087 |
1.1176 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1200 |
1.1153 |
0.0047 |
0.4% |
0.0019 |
0.2% |
0% |
False |
True |
4 |
| 10 |
1.1239 |
1.1153 |
0.0086 |
0.8% |
0.0010 |
0.1% |
0% |
False |
True |
2 |
| 20 |
1.1468 |
1.1153 |
0.0315 |
2.8% |
0.0005 |
0.0% |
0% |
False |
True |
3 |
| 40 |
1.1468 |
1.1153 |
0.0315 |
2.8% |
0.0004 |
0.0% |
0% |
False |
True |
3 |
| 60 |
1.1491 |
1.1153 |
0.0338 |
3.0% |
0.0003 |
0.0% |
0% |
False |
True |
33 |
| 80 |
1.1491 |
1.1130 |
0.0361 |
3.2% |
0.0003 |
0.0% |
6% |
False |
False |
31 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1321 |
|
2.618 |
1.1269 |
|
1.618 |
1.1237 |
|
1.000 |
1.1217 |
|
0.618 |
1.1205 |
|
HIGH |
1.1185 |
|
0.618 |
1.1173 |
|
0.500 |
1.1169 |
|
0.382 |
1.1165 |
|
LOW |
1.1153 |
|
0.618 |
1.1133 |
|
1.000 |
1.1121 |
|
1.618 |
1.1101 |
|
2.618 |
1.1069 |
|
4.250 |
1.1017 |
|
|
| Fisher Pivots for day following 02-Jun-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1.1169 |
1.1176 |
| PP |
1.1164 |
1.1168 |
| S1 |
1.1158 |
1.1161 |
|