CME Swiss Franc Future December 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 |
1.1219 |
1.1216 |
-0.0003 |
0.0% |
1.1167 |
High |
1.1237 |
1.1216 |
-0.0021 |
-0.2% |
1.1237 |
Low |
1.1219 |
1.1216 |
-0.0003 |
0.0% |
1.1153 |
Close |
1.1237 |
1.1216 |
-0.0021 |
-0.2% |
1.1216 |
Range |
0.0018 |
0.0000 |
-0.0018 |
-100.0% |
0.0084 |
ATR |
0.0027 |
0.0026 |
0.0000 |
-1.5% |
0.0000 |
Volume |
1 |
1 |
0 |
0.0% |
33 |
|
Daily Pivots for day following 06-Jun-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.1216 |
1.1216 |
1.1216 |
|
R3 |
1.1216 |
1.1216 |
1.1216 |
|
R2 |
1.1216 |
1.1216 |
1.1216 |
|
R1 |
1.1216 |
1.1216 |
1.1216 |
1.1216 |
PP |
1.1216 |
1.1216 |
1.1216 |
1.1216 |
S1 |
1.1216 |
1.1216 |
1.1216 |
1.1216 |
S2 |
1.1216 |
1.1216 |
1.1216 |
|
S3 |
1.1216 |
1.1216 |
1.1216 |
|
S4 |
1.1216 |
1.1216 |
1.1216 |
|
|
Weekly Pivots for week ending 06-Jun-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.1454 |
1.1419 |
1.1262 |
|
R3 |
1.1370 |
1.1335 |
1.1239 |
|
R2 |
1.1286 |
1.1286 |
1.1231 |
|
R1 |
1.1251 |
1.1251 |
1.1224 |
1.1269 |
PP |
1.1202 |
1.1202 |
1.1202 |
1.1211 |
S1 |
1.1167 |
1.1167 |
1.1208 |
1.1185 |
S2 |
1.1118 |
1.1118 |
1.1201 |
|
S3 |
1.1034 |
1.1083 |
1.1193 |
|
S4 |
1.0950 |
1.0999 |
1.1170 |
|
|
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% |
0.0014 |
0.1% |
75% |
False |
False |
6 |
10 |
1.1237 |
1.1153 |
0.0084 |
0.7% |
0.0013 |
0.1% |
75% |
False |
False |
3 |
20 |
1.1294 |
1.1153 |
0.0141 |
1.3% |
0.0007 |
0.1% |
45% |
False |
False |
3 |
40 |
1.1468 |
1.1153 |
0.0315 |
2.8% |
0.0004 |
0.0% |
20% |
False |
False |
3 |
60 |
1.1491 |
1.1153 |
0.0338 |
3.0% |
0.0003 |
0.0% |
19% |
False |
False |
23 |
80 |
1.1491 |
1.1140 |
0.0351 |
3.1% |
0.0003 |
0.0% |
22% |
False |
False |
31 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.1216 |
2.618 |
1.1216 |
1.618 |
1.1216 |
1.000 |
1.1216 |
0.618 |
1.1216 |
HIGH |
1.1216 |
0.618 |
1.1216 |
0.500 |
1.1216 |
0.382 |
1.1216 |
LOW |
1.1216 |
0.618 |
1.1216 |
1.000 |
1.1216 |
1.618 |
1.1216 |
2.618 |
1.1216 |
4.250 |
1.1216 |
|
|
Fisher Pivots for day following 06-Jun-2014 |
Pivot |
1 day |
3 day |
R1 |
1.1216 |
1.1212 |
PP |
1.1216 |
1.1208 |
S1 |
1.1216 |
1.1204 |
|