CME Swiss Franc Future June 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 |
1.1155 |
1.1147 |
-0.0008 |
-0.1% |
1.1162 |
| High |
1.1175 |
1.1226 |
0.0051 |
0.5% |
1.1196 |
| Low |
1.1134 |
1.1065 |
-0.0069 |
-0.6% |
1.1124 |
| Close |
1.1147 |
1.1216 |
0.0069 |
0.6% |
1.1174 |
| Range |
0.0041 |
0.0161 |
0.0120 |
292.7% |
0.0072 |
| ATR |
0.0054 |
0.0061 |
0.0008 |
14.3% |
0.0000 |
| Volume |
26,408 |
81,208 |
54,800 |
207.5% |
124,147 |
|
| Daily Pivots for day following 05-Jun-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1652 |
1.1595 |
1.1305 |
|
| R3 |
1.1491 |
1.1434 |
1.1260 |
|
| R2 |
1.1330 |
1.1330 |
1.1246 |
|
| R1 |
1.1273 |
1.1273 |
1.1231 |
1.1302 |
| PP |
1.1169 |
1.1169 |
1.1169 |
1.1183 |
| S1 |
1.1112 |
1.1112 |
1.1201 |
1.1141 |
| S2 |
1.1008 |
1.1008 |
1.1186 |
|
| S3 |
1.0847 |
1.0951 |
1.1172 |
|
| S4 |
1.0686 |
1.0790 |
1.1127 |
|
|
| 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 |
1.1226 |
1.1065 |
0.0161 |
1.4% |
0.0076 |
0.7% |
94% |
True |
True |
41,269 |
| 10 |
1.1226 |
1.1065 |
0.0161 |
1.4% |
0.0058 |
0.5% |
94% |
True |
True |
32,903 |
| 20 |
1.1493 |
1.1065 |
0.0428 |
3.8% |
0.0060 |
0.5% |
35% |
False |
True |
31,695 |
| 40 |
1.1493 |
1.1065 |
0.0428 |
3.8% |
0.0059 |
0.5% |
35% |
False |
True |
27,912 |
| 60 |
1.1503 |
1.1065 |
0.0438 |
3.9% |
0.0064 |
0.6% |
34% |
False |
True |
28,714 |
| 80 |
1.1503 |
1.1065 |
0.0438 |
3.9% |
0.0064 |
0.6% |
34% |
False |
True |
22,108 |
| 100 |
1.1503 |
1.0946 |
0.0557 |
5.0% |
0.0064 |
0.6% |
48% |
False |
False |
17,696 |
| 120 |
1.1503 |
1.0946 |
0.0557 |
5.0% |
0.0061 |
0.5% |
48% |
False |
False |
14,750 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1910 |
|
2.618 |
1.1647 |
|
1.618 |
1.1486 |
|
1.000 |
1.1387 |
|
0.618 |
1.1325 |
|
HIGH |
1.1226 |
|
0.618 |
1.1164 |
|
0.500 |
1.1146 |
|
0.382 |
1.1127 |
|
LOW |
1.1065 |
|
0.618 |
1.0966 |
|
1.000 |
1.0904 |
|
1.618 |
1.0805 |
|
2.618 |
1.0644 |
|
4.250 |
1.0381 |
|
|
| Fisher Pivots for day following 05-Jun-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1.1193 |
1.1193 |
| PP |
1.1169 |
1.1169 |
| S1 |
1.1146 |
1.1146 |
|