CME Swiss Franc Future December 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 |
1.1171 |
1.1219 |
0.0048 |
0.4% |
1.1200 |
| High |
1.1171 |
1.1237 |
0.0066 |
0.6% |
1.1200 |
| Low |
1.1171 |
1.1219 |
0.0048 |
0.4% |
1.1158 |
| Close |
1.1171 |
1.1237 |
0.0066 |
0.6% |
1.1199 |
| Range |
0.0000 |
0.0018 |
0.0018 |
|
0.0042 |
| ATR |
0.0024 |
0.0027 |
0.0003 |
12.8% |
0.0000 |
| Volume |
1 |
1 |
0 |
0.0% |
4 |
|
| Daily Pivots for day following 05-Jun-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1285 |
1.1279 |
1.1247 |
|
| R3 |
1.1267 |
1.1261 |
1.1242 |
|
| R2 |
1.1249 |
1.1249 |
1.1240 |
|
| R1 |
1.1243 |
1.1243 |
1.1239 |
1.1246 |
| PP |
1.1231 |
1.1231 |
1.1231 |
1.1233 |
| S1 |
1.1225 |
1.1225 |
1.1235 |
1.1228 |
| S2 |
1.1213 |
1.1213 |
1.1234 |
|
| S3 |
1.1195 |
1.1207 |
1.1232 |
|
| S4 |
1.1177 |
1.1189 |
1.1227 |
|
|
| 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 |
1.1237 |
1.1153 |
0.0084 |
0.7% |
0.0019 |
0.2% |
100% |
True |
False |
6 |
| 10 |
1.1237 |
1.1153 |
0.0084 |
0.7% |
0.0013 |
0.1% |
100% |
True |
False |
3 |
| 20 |
1.1396 |
1.1153 |
0.0243 |
2.2% |
0.0007 |
0.1% |
35% |
False |
False |
3 |
| 40 |
1.1468 |
1.1153 |
0.0315 |
2.8% |
0.0004 |
0.0% |
27% |
False |
False |
3 |
| 60 |
1.1491 |
1.1153 |
0.0338 |
3.0% |
0.0003 |
0.0% |
25% |
False |
False |
26 |
| 80 |
1.1491 |
1.1140 |
0.0351 |
3.1% |
0.0003 |
0.0% |
28% |
False |
False |
31 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1314 |
|
2.618 |
1.1284 |
|
1.618 |
1.1266 |
|
1.000 |
1.1255 |
|
0.618 |
1.1248 |
|
HIGH |
1.1237 |
|
0.618 |
1.1230 |
|
0.500 |
1.1228 |
|
0.382 |
1.1226 |
|
LOW |
1.1219 |
|
0.618 |
1.1208 |
|
1.000 |
1.1201 |
|
1.618 |
1.1190 |
|
2.618 |
1.1172 |
|
4.250 |
1.1143 |
|
|
| Fisher Pivots for day following 05-Jun-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1.1234 |
1.1226 |
| PP |
1.1231 |
1.1215 |
| S1 |
1.1228 |
1.1204 |
|