CME Swiss Franc Future June 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 |
1.1139 |
1.1170 |
0.0031 |
0.3% |
1.1162 |
| High |
1.1196 |
1.1174 |
-0.0022 |
-0.2% |
1.1196 |
| Low |
1.1133 |
1.1118 |
-0.0015 |
-0.1% |
1.1124 |
| Close |
1.1174 |
1.1127 |
-0.0047 |
-0.4% |
1.1174 |
| Range |
0.0063 |
0.0056 |
-0.0007 |
-11.1% |
0.0072 |
| ATR |
0.0054 |
0.0054 |
0.0000 |
0.2% |
0.0000 |
| Volume |
39,244 |
31,689 |
-7,555 |
-19.3% |
124,147 |
|
| Daily Pivots for day following 02-Jun-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1308 |
1.1273 |
1.1158 |
|
| R3 |
1.1252 |
1.1217 |
1.1142 |
|
| R2 |
1.1196 |
1.1196 |
1.1137 |
|
| R1 |
1.1161 |
1.1161 |
1.1132 |
1.1151 |
| PP |
1.1140 |
1.1140 |
1.1140 |
1.1134 |
| S1 |
1.1105 |
1.1105 |
1.1122 |
1.1095 |
| S2 |
1.1084 |
1.1084 |
1.1117 |
|
| S3 |
1.1028 |
1.1049 |
1.1112 |
|
| S4 |
1.0972 |
1.0993 |
1.1096 |
|
|
| Weekly Pivots for week ending 30-May-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1381 |
1.1349 |
1.1214 |
|
| R3 |
1.1309 |
1.1277 |
1.1194 |
|
| R2 |
1.1237 |
1.1237 |
1.1187 |
|
| R1 |
1.1205 |
1.1205 |
1.1181 |
1.1221 |
| PP |
1.1165 |
1.1165 |
1.1165 |
1.1173 |
| S1 |
1.1133 |
1.1133 |
1.1167 |
1.1149 |
| S2 |
1.1093 |
1.1093 |
1.1161 |
|
| S3 |
1.1021 |
1.1061 |
1.1154 |
|
| S4 |
1.0949 |
1.0989 |
1.1134 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1196 |
1.1118 |
0.0078 |
0.7% |
0.0049 |
0.4% |
12% |
False |
True |
31,167 |
| 10 |
1.1242 |
1.1118 |
0.0124 |
1.1% |
0.0046 |
0.4% |
7% |
False |
True |
26,503 |
| 20 |
1.1493 |
1.1118 |
0.0375 |
3.4% |
0.0054 |
0.5% |
2% |
False |
True |
29,095 |
| 40 |
1.1493 |
1.1118 |
0.0375 |
3.4% |
0.0057 |
0.5% |
2% |
False |
True |
26,884 |
| 60 |
1.1503 |
1.1118 |
0.0385 |
3.5% |
0.0062 |
0.6% |
2% |
False |
True |
26,984 |
| 80 |
1.1503 |
1.1072 |
0.0431 |
3.9% |
0.0063 |
0.6% |
13% |
False |
False |
20,417 |
| 100 |
1.1503 |
1.0946 |
0.0557 |
5.0% |
0.0063 |
0.6% |
32% |
False |
False |
16,343 |
| 120 |
1.1503 |
1.0946 |
0.0557 |
5.0% |
0.0058 |
0.5% |
32% |
False |
False |
13,621 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1412 |
|
2.618 |
1.1321 |
|
1.618 |
1.1265 |
|
1.000 |
1.1230 |
|
0.618 |
1.1209 |
|
HIGH |
1.1174 |
|
0.618 |
1.1153 |
|
0.500 |
1.1146 |
|
0.382 |
1.1139 |
|
LOW |
1.1118 |
|
0.618 |
1.1083 |
|
1.000 |
1.1062 |
|
1.618 |
1.1027 |
|
2.618 |
1.0971 |
|
4.250 |
1.0880 |
|
|
| Fisher Pivots for day following 02-Jun-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1.1146 |
1.1157 |
| PP |
1.1140 |
1.1147 |
| S1 |
1.1133 |
1.1137 |
|