CME Swiss Franc Future June 2014
| Trading Metrics calculated at close of trading on 04-Jun-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Jun-2014 |
04-Jun-2014 |
Change |
Change % |
Previous Week |
| Open |
1.1128 |
1.1155 |
0.0027 |
0.2% |
1.1162 |
| High |
1.1174 |
1.1175 |
0.0001 |
0.0% |
1.1196 |
| Low |
1.1116 |
1.1134 |
0.0018 |
0.2% |
1.1124 |
| Close |
1.1152 |
1.1147 |
-0.0005 |
0.0% |
1.1174 |
| Range |
0.0058 |
0.0041 |
-0.0017 |
-29.3% |
0.0072 |
| ATR |
0.0055 |
0.0054 |
-0.0001 |
-1.8% |
0.0000 |
| Volume |
27,796 |
26,408 |
-1,388 |
-5.0% |
124,147 |
|
| Daily Pivots for day following 04-Jun-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1275 |
1.1252 |
1.1170 |
|
| R3 |
1.1234 |
1.1211 |
1.1158 |
|
| R2 |
1.1193 |
1.1193 |
1.1155 |
|
| R1 |
1.1170 |
1.1170 |
1.1151 |
1.1161 |
| PP |
1.1152 |
1.1152 |
1.1152 |
1.1148 |
| S1 |
1.1129 |
1.1129 |
1.1143 |
1.1120 |
| S2 |
1.1111 |
1.1111 |
1.1139 |
|
| S3 |
1.1070 |
1.1088 |
1.1136 |
|
| S4 |
1.1029 |
1.1047 |
1.1124 |
|
|
| 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 |
1.1116 |
0.0080 |
0.7% |
0.0051 |
0.5% |
39% |
False |
False |
30,249 |
| 10 |
1.1242 |
1.1116 |
0.0126 |
1.1% |
0.0050 |
0.5% |
25% |
False |
False |
27,953 |
| 20 |
1.1493 |
1.1116 |
0.0377 |
3.4% |
0.0054 |
0.5% |
8% |
False |
False |
29,239 |
| 40 |
1.1493 |
1.1116 |
0.0377 |
3.4% |
0.0057 |
0.5% |
8% |
False |
False |
26,612 |
| 60 |
1.1503 |
1.1116 |
0.0387 |
3.5% |
0.0062 |
0.6% |
8% |
False |
False |
27,632 |
| 80 |
1.1503 |
1.1084 |
0.0419 |
3.8% |
0.0062 |
0.6% |
15% |
False |
False |
21,094 |
| 100 |
1.1503 |
1.0946 |
0.0557 |
5.0% |
0.0063 |
0.6% |
36% |
False |
False |
16,884 |
| 120 |
1.1503 |
1.0946 |
0.0557 |
5.0% |
0.0059 |
0.5% |
36% |
False |
False |
14,073 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1349 |
|
2.618 |
1.1282 |
|
1.618 |
1.1241 |
|
1.000 |
1.1216 |
|
0.618 |
1.1200 |
|
HIGH |
1.1175 |
|
0.618 |
1.1159 |
|
0.500 |
1.1155 |
|
0.382 |
1.1150 |
|
LOW |
1.1134 |
|
0.618 |
1.1109 |
|
1.000 |
1.1093 |
|
1.618 |
1.1068 |
|
2.618 |
1.1027 |
|
4.250 |
1.0960 |
|
|
| Fisher Pivots for day following 04-Jun-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1.1155 |
1.1147 |
| PP |
1.1152 |
1.1146 |
| S1 |
1.1150 |
1.1146 |
|