CME Swiss Franc Future December 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 |
1.1167 |
1.1195 |
0.0028 |
0.3% |
1.1200 |
| High |
1.1185 |
1.1195 |
0.0010 |
0.1% |
1.1200 |
| Low |
1.1153 |
1.1176 |
0.0023 |
0.2% |
1.1158 |
| Close |
1.1153 |
1.1176 |
0.0023 |
0.2% |
1.1199 |
| Range |
0.0032 |
0.0019 |
-0.0013 |
-40.6% |
0.0042 |
| ATR |
0.0024 |
0.0025 |
0.0001 |
5.5% |
0.0000 |
| Volume |
20 |
10 |
-10 |
-50.0% |
4 |
|
| Daily Pivots for day following 03-Jun-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1239 |
1.1227 |
1.1186 |
|
| R3 |
1.1220 |
1.1208 |
1.1181 |
|
| R2 |
1.1201 |
1.1201 |
1.1179 |
|
| R1 |
1.1189 |
1.1189 |
1.1178 |
1.1186 |
| PP |
1.1182 |
1.1182 |
1.1182 |
1.1181 |
| S1 |
1.1170 |
1.1170 |
1.1174 |
1.1167 |
| S2 |
1.1163 |
1.1163 |
1.1173 |
|
| S3 |
1.1144 |
1.1151 |
1.1171 |
|
| S4 |
1.1125 |
1.1132 |
1.1166 |
|
|
| 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 |
1.1199 |
1.1153 |
0.0046 |
0.4% |
0.0018 |
0.2% |
50% |
False |
False |
6 |
| 10 |
1.1231 |
1.1153 |
0.0078 |
0.7% |
0.0012 |
0.1% |
29% |
False |
False |
3 |
| 20 |
1.1468 |
1.1153 |
0.0315 |
2.8% |
0.0006 |
0.1% |
7% |
False |
False |
3 |
| 40 |
1.1468 |
1.1153 |
0.0315 |
2.8% |
0.0004 |
0.0% |
7% |
False |
False |
3 |
| 60 |
1.1491 |
1.1153 |
0.0338 |
3.0% |
0.0003 |
0.0% |
7% |
False |
False |
31 |
| 80 |
1.1491 |
1.1130 |
0.0361 |
3.2% |
0.0003 |
0.0% |
13% |
False |
False |
31 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1276 |
|
2.618 |
1.1245 |
|
1.618 |
1.1226 |
|
1.000 |
1.1214 |
|
0.618 |
1.1207 |
|
HIGH |
1.1195 |
|
0.618 |
1.1188 |
|
0.500 |
1.1186 |
|
0.382 |
1.1183 |
|
LOW |
1.1176 |
|
0.618 |
1.1164 |
|
1.000 |
1.1157 |
|
1.618 |
1.1145 |
|
2.618 |
1.1126 |
|
4.250 |
1.1095 |
|
|
| Fisher Pivots for day following 03-Jun-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1.1186 |
1.1176 |
| PP |
1.1182 |
1.1176 |
| S1 |
1.1179 |
1.1176 |
|