CME Swiss Franc Future December 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 |
1.1195 |
1.1171 |
-0.0024 |
-0.2% |
1.1200 |
High |
1.1195 |
1.1171 |
-0.0024 |
-0.2% |
1.1200 |
Low |
1.1176 |
1.1171 |
-0.0005 |
0.0% |
1.1158 |
Close |
1.1176 |
1.1171 |
-0.0005 |
0.0% |
1.1199 |
Range |
0.0019 |
0.0000 |
-0.0019 |
-100.0% |
0.0042 |
ATR |
0.0025 |
0.0024 |
-0.0001 |
-5.7% |
0.0000 |
Volume |
10 |
1 |
-9 |
-90.0% |
4 |
|
Daily Pivots for day following 04-Jun-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.1171 |
1.1171 |
1.1171 |
|
R3 |
1.1171 |
1.1171 |
1.1171 |
|
R2 |
1.1171 |
1.1171 |
1.1171 |
|
R1 |
1.1171 |
1.1171 |
1.1171 |
1.1171 |
PP |
1.1171 |
1.1171 |
1.1171 |
1.1171 |
S1 |
1.1171 |
1.1171 |
1.1171 |
1.1171 |
S2 |
1.1171 |
1.1171 |
1.1171 |
|
S3 |
1.1171 |
1.1171 |
1.1171 |
|
S4 |
1.1171 |
1.1171 |
1.1171 |
|
|
Weekly Pivots for week ending 30-May-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.1312 |
1.1297 |
1.1222 |
|
R3 |
1.1270 |
1.1255 |
1.1211 |
|
R2 |
1.1228 |
1.1228 |
1.1207 |
|
R1 |
1.1213 |
1.1213 |
1.1203 |
1.1200 |
PP |
1.1186 |
1.1186 |
1.1186 |
1.1179 |
S1 |
1.1171 |
1.1171 |
1.1195 |
1.1158 |
S2 |
1.1144 |
1.1144 |
1.1191 |
|
S3 |
1.1102 |
1.1129 |
1.1187 |
|
S4 |
1.1060 |
1.1087 |
1.1176 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1.1199 |
1.1153 |
0.0046 |
0.4% |
0.0016 |
0.1% |
39% |
False |
False |
6 |
10 |
1.1212 |
1.1153 |
0.0059 |
0.5% |
0.0012 |
0.1% |
31% |
False |
False |
3 |
20 |
1.1440 |
1.1153 |
0.0287 |
2.6% |
0.0006 |
0.1% |
6% |
False |
False |
3 |
40 |
1.1468 |
1.1153 |
0.0315 |
2.8% |
0.0004 |
0.0% |
6% |
False |
False |
3 |
60 |
1.1491 |
1.1153 |
0.0338 |
3.0% |
0.0003 |
0.0% |
5% |
False |
False |
28 |
80 |
1.1491 |
1.1140 |
0.0351 |
3.1% |
0.0003 |
0.0% |
9% |
False |
False |
31 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.1171 |
2.618 |
1.1171 |
1.618 |
1.1171 |
1.000 |
1.1171 |
0.618 |
1.1171 |
HIGH |
1.1171 |
0.618 |
1.1171 |
0.500 |
1.1171 |
0.382 |
1.1171 |
LOW |
1.1171 |
0.618 |
1.1171 |
1.000 |
1.1171 |
1.618 |
1.1171 |
2.618 |
1.1171 |
4.250 |
1.1171 |
|
|
Fisher Pivots for day following 04-Jun-2014 |
Pivot |
1 day |
3 day |
R1 |
1.1171 |
1.1174 |
PP |
1.1171 |
1.1173 |
S1 |
1.1171 |
1.1172 |
|