CME Swiss Franc Future September 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 |
1.1157 |
1.1228 |
0.0071 |
0.6% |
1.1176 |
| High |
1.1235 |
1.1231 |
-0.0004 |
0.0% |
1.1235 |
| Low |
1.1080 |
1.1182 |
0.0102 |
0.9% |
1.1080 |
| Close |
1.1226 |
1.1205 |
-0.0021 |
-0.2% |
1.1205 |
| Range |
0.0155 |
0.0049 |
-0.0106 |
-68.4% |
0.0155 |
| ATR |
0.0052 |
0.0051 |
0.0000 |
-0.4% |
0.0000 |
| Volume |
3,222 |
4,728 |
1,506 |
46.7% |
9,648 |
|
| Daily Pivots for day following 06-Jun-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1353 |
1.1328 |
1.1232 |
|
| R3 |
1.1304 |
1.1279 |
1.1218 |
|
| R2 |
1.1255 |
1.1255 |
1.1214 |
|
| R1 |
1.1230 |
1.1230 |
1.1209 |
1.1218 |
| PP |
1.1206 |
1.1206 |
1.1206 |
1.1200 |
| S1 |
1.1181 |
1.1181 |
1.1201 |
1.1169 |
| S2 |
1.1157 |
1.1157 |
1.1196 |
|
| S3 |
1.1108 |
1.1132 |
1.1192 |
|
| S4 |
1.1059 |
1.1083 |
1.1178 |
|
|
| Weekly Pivots for week ending 06-Jun-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1638 |
1.1577 |
1.1290 |
|
| R3 |
1.1483 |
1.1422 |
1.1248 |
|
| R2 |
1.1328 |
1.1328 |
1.1233 |
|
| R1 |
1.1267 |
1.1267 |
1.1219 |
1.1298 |
| PP |
1.1173 |
1.1173 |
1.1173 |
1.1189 |
| S1 |
1.1112 |
1.1112 |
1.1191 |
1.1143 |
| S2 |
1.1018 |
1.1018 |
1.1177 |
|
| S3 |
1.0863 |
1.0957 |
1.1162 |
|
| S4 |
1.0708 |
1.0802 |
1.1120 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1235 |
1.1080 |
0.0155 |
1.4% |
0.0068 |
0.6% |
81% |
False |
False |
1,929 |
| 10 |
1.1235 |
1.1080 |
0.0155 |
1.4% |
0.0053 |
0.5% |
81% |
False |
False |
1,369 |
| 20 |
1.1354 |
1.1080 |
0.0274 |
2.4% |
0.0046 |
0.4% |
46% |
False |
False |
728 |
| 40 |
1.1503 |
1.1080 |
0.0423 |
3.8% |
0.0046 |
0.4% |
30% |
False |
False |
387 |
| 60 |
1.1513 |
1.1080 |
0.0433 |
3.9% |
0.0044 |
0.4% |
29% |
False |
False |
268 |
| 80 |
1.1513 |
1.1080 |
0.0433 |
3.9% |
0.0037 |
0.3% |
29% |
False |
False |
216 |
| 100 |
1.1513 |
1.0994 |
0.0519 |
4.6% |
0.0030 |
0.3% |
41% |
False |
False |
173 |
| 120 |
1.1513 |
1.0994 |
0.0519 |
4.6% |
0.0026 |
0.2% |
41% |
False |
False |
144 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1439 |
|
2.618 |
1.1359 |
|
1.618 |
1.1310 |
|
1.000 |
1.1280 |
|
0.618 |
1.1261 |
|
HIGH |
1.1231 |
|
0.618 |
1.1212 |
|
0.500 |
1.1207 |
|
0.382 |
1.1201 |
|
LOW |
1.1182 |
|
0.618 |
1.1152 |
|
1.000 |
1.1133 |
|
1.618 |
1.1103 |
|
2.618 |
1.1054 |
|
4.250 |
1.0974 |
|
|
| Fisher Pivots for day following 06-Jun-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1.1207 |
1.1189 |
| PP |
1.1206 |
1.1173 |
| S1 |
1.1206 |
1.1158 |
|