CME Swiss Franc Future June 2014
| Trading Metrics calculated at close of trading on 06-Jun-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Jun-2014 |
06-Jun-2014 |
Change |
Change % |
Previous Week |
| Open |
1.1147 |
1.1218 |
0.0071 |
0.6% |
1.1170 |
| High |
1.1226 |
1.1224 |
-0.0002 |
0.0% |
1.1226 |
| Low |
1.1065 |
1.1172 |
0.0107 |
1.0% |
1.1065 |
| Close |
1.1216 |
1.1196 |
-0.0020 |
-0.2% |
1.1196 |
| Range |
0.0161 |
0.0052 |
-0.0109 |
-67.7% |
0.0161 |
| ATR |
0.0061 |
0.0061 |
-0.0001 |
-1.1% |
0.0000 |
| Volume |
81,208 |
44,024 |
-37,184 |
-45.8% |
211,125 |
|
| Daily Pivots for day following 06-Jun-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1353 |
1.1327 |
1.1225 |
|
| R3 |
1.1301 |
1.1275 |
1.1210 |
|
| R2 |
1.1249 |
1.1249 |
1.1206 |
|
| R1 |
1.1223 |
1.1223 |
1.1201 |
1.1210 |
| PP |
1.1197 |
1.1197 |
1.1197 |
1.1191 |
| S1 |
1.1171 |
1.1171 |
1.1191 |
1.1158 |
| S2 |
1.1145 |
1.1145 |
1.1186 |
|
| S3 |
1.1093 |
1.1119 |
1.1182 |
|
| S4 |
1.1041 |
1.1067 |
1.1167 |
|
|
| Weekly Pivots for week ending 06-Jun-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1645 |
1.1582 |
1.1285 |
|
| R3 |
1.1484 |
1.1421 |
1.1240 |
|
| R2 |
1.1323 |
1.1323 |
1.1226 |
|
| R1 |
1.1260 |
1.1260 |
1.1211 |
1.1292 |
| PP |
1.1162 |
1.1162 |
1.1162 |
1.1178 |
| S1 |
1.1099 |
1.1099 |
1.1181 |
1.1131 |
| S2 |
1.1001 |
1.1001 |
1.1166 |
|
| S3 |
1.0840 |
1.0938 |
1.1152 |
|
| S4 |
1.0679 |
1.0777 |
1.1107 |
|
|
| 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% |
0.0074 |
0.7% |
81% |
False |
False |
42,225 |
| 10 |
1.1226 |
1.1065 |
0.0161 |
1.4% |
0.0059 |
0.5% |
81% |
False |
False |
35,317 |
| 20 |
1.1376 |
1.1065 |
0.0311 |
2.8% |
0.0056 |
0.5% |
42% |
False |
False |
31,365 |
| 40 |
1.1493 |
1.1065 |
0.0428 |
3.8% |
0.0058 |
0.5% |
31% |
False |
False |
28,341 |
| 60 |
1.1503 |
1.1065 |
0.0438 |
3.9% |
0.0063 |
0.6% |
30% |
False |
False |
29,060 |
| 80 |
1.1503 |
1.1065 |
0.0438 |
3.9% |
0.0064 |
0.6% |
30% |
False |
False |
22,659 |
| 100 |
1.1503 |
1.0946 |
0.0557 |
5.0% |
0.0064 |
0.6% |
45% |
False |
False |
18,136 |
| 120 |
1.1503 |
1.0946 |
0.0557 |
5.0% |
0.0061 |
0.5% |
45% |
False |
False |
15,117 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1445 |
|
2.618 |
1.1360 |
|
1.618 |
1.1308 |
|
1.000 |
1.1276 |
|
0.618 |
1.1256 |
|
HIGH |
1.1224 |
|
0.618 |
1.1204 |
|
0.500 |
1.1198 |
|
0.382 |
1.1192 |
|
LOW |
1.1172 |
|
0.618 |
1.1140 |
|
1.000 |
1.1120 |
|
1.618 |
1.1088 |
|
2.618 |
1.1036 |
|
4.250 |
1.0951 |
|
|
| Fisher Pivots for day following 06-Jun-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1.1198 |
1.1179 |
| PP |
1.1197 |
1.1162 |
| S1 |
1.1197 |
1.1146 |
|