CME Swiss Franc Future September 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 |
1.1141 |
1.1161 |
0.0020 |
0.2% |
1.1169 |
| High |
1.1185 |
1.1179 |
-0.0006 |
-0.1% |
1.1202 |
| Low |
1.1137 |
1.1146 |
0.0009 |
0.1% |
1.1139 |
| Close |
1.1163 |
1.1157 |
-0.0006 |
-0.1% |
1.1185 |
| Range |
0.0048 |
0.0033 |
-0.0015 |
-31.3% |
0.0063 |
| ATR |
0.0044 |
0.0044 |
-0.0001 |
-1.8% |
0.0000 |
| Volume |
470 |
576 |
106 |
22.6% |
3,996 |
|
| Daily Pivots for day following 04-Jun-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1260 |
1.1241 |
1.1175 |
|
| R3 |
1.1227 |
1.1208 |
1.1166 |
|
| R2 |
1.1194 |
1.1194 |
1.1163 |
|
| R1 |
1.1175 |
1.1175 |
1.1160 |
1.1168 |
| PP |
1.1161 |
1.1161 |
1.1161 |
1.1157 |
| S1 |
1.1142 |
1.1142 |
1.1154 |
1.1135 |
| S2 |
1.1128 |
1.1128 |
1.1151 |
|
| S3 |
1.1095 |
1.1109 |
1.1148 |
|
| S4 |
1.1062 |
1.1076 |
1.1139 |
|
|
| Weekly Pivots for week ending 30-May-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1364 |
1.1338 |
1.1220 |
|
| R3 |
1.1301 |
1.1275 |
1.1202 |
|
| R2 |
1.1238 |
1.1238 |
1.1197 |
|
| R1 |
1.1212 |
1.1212 |
1.1191 |
1.1225 |
| PP |
1.1175 |
1.1175 |
1.1175 |
1.1182 |
| S1 |
1.1149 |
1.1149 |
1.1179 |
1.1162 |
| S2 |
1.1112 |
1.1112 |
1.1173 |
|
| S3 |
1.1049 |
1.1086 |
1.1168 |
|
| S4 |
1.0986 |
1.1023 |
1.1150 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1202 |
1.1131 |
0.0071 |
0.6% |
0.0045 |
0.4% |
37% |
False |
False |
1,095 |
| 10 |
1.1248 |
1.1131 |
0.0117 |
1.0% |
0.0041 |
0.4% |
22% |
False |
False |
586 |
| 20 |
1.1503 |
1.1131 |
0.0372 |
3.3% |
0.0043 |
0.4% |
7% |
False |
False |
334 |
| 40 |
1.1503 |
1.1131 |
0.0372 |
3.3% |
0.0043 |
0.4% |
7% |
False |
False |
191 |
| 60 |
1.1513 |
1.1131 |
0.0382 |
3.4% |
0.0041 |
0.4% |
7% |
False |
False |
136 |
| 80 |
1.1513 |
1.1128 |
0.0385 |
3.5% |
0.0035 |
0.3% |
8% |
False |
False |
116 |
| 100 |
1.1513 |
1.0994 |
0.0519 |
4.7% |
0.0029 |
0.3% |
31% |
False |
False |
93 |
| 120 |
1.1513 |
1.0994 |
0.0519 |
4.7% |
0.0024 |
0.2% |
31% |
False |
False |
78 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1319 |
|
2.618 |
1.1265 |
|
1.618 |
1.1232 |
|
1.000 |
1.1212 |
|
0.618 |
1.1199 |
|
HIGH |
1.1179 |
|
0.618 |
1.1166 |
|
0.500 |
1.1163 |
|
0.382 |
1.1159 |
|
LOW |
1.1146 |
|
0.618 |
1.1126 |
|
1.000 |
1.1113 |
|
1.618 |
1.1093 |
|
2.618 |
1.1060 |
|
4.250 |
1.1006 |
|
|
| Fisher Pivots for day following 04-Jun-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1.1163 |
1.1158 |
| PP |
1.1161 |
1.1158 |
| S1 |
1.1159 |
1.1157 |
|